|
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM N-MFP MONTHLY SCHEDULE OF PORTFOLIO HOLDINGS OF MONEY MARKET FUNDS |
| Submission Type |  N-MFP3
 N-MFP3/A
|
| CIK | 0000915092 |
| CCC |
xxxxxxxx
|
| Test or Live | LIVE
TEST
|
| Is this an electronic copy of an official filing submitted in paper format? | Yes
No
|
| Item 1. Report for [YYYY-MM-DD] | 2025-05-31 |
| Item 2. Name of Registrant | Master Investment Portfolio |
| Item 3. CIK Number of Registrant | 0000915092 |
| Item 4. LEI of Registrant | 5493004HQXF0DFT60U28 |
| Item 5. Name of Series | Money Market Master Portfolio |
| Item 6. LEI of Series | 5493006MEXRES47VM867 |
| Item 7. EDGAR Series Identifier | S000004283 |
| Item 8. Total number of share classes in the series | 1 |
| Item 9. Do you anticipate that this will be the fund’s final filing on Form N-MFP? | Yes
No
|
| If Yes, answer Items 9.a – 9.c | |
| Item 10. Has the fund acquired or merged with another fund since the last filing? | Yes
No
|
| If Yes, answer Item 10.a | |
| Item 11. Provide the name, e-mail address, and telephone number of the person authorized to receive information and respond to questions about this Form N-MFP | |
Name | |
Phone Number | |
Email Address |
| Item A.1. Securities Act File Number | ||
| Item A.2. Investment Adviser | BlackRock Fund Advisors | |
a. SEC file number of investment adviser | 801-22609 | |
| Item A.3. Sub-Adviser. If a fund has one or more sub-advisers, disclose the name of each sub-adviser | BlackRock International Limited | |
a. SEC file number of sub-adviser | 801-51087 | |
| Item A.4. Independent Public Accountant | PricewaterhouseCoopers | |
a. City and state of independent public accountant | ||
City of independent public accountant | Philadelphia | |
State/Province/Country of independent public accountant |
PENNSYLVANIA
| |
| Item A.5. Administrator. If a fund has one or more administrators, disclose the name of each administrator | BlackRock Advisors, LLC | |
| Item A.6. Transfer Agent | State Street Bank and Trust Company | |
a. CIK Number | 0000839287 | |
b. SEC file number of transfer agent | 085-05003 | |
| Item A.7. Master-Feeder Funds. Is this a Feeder Fund? | Yes
No
| |
If Yes, answer Items A.7.a – 7.c | ||
a. Identify the Master Fund by CIK or, if the fund does not have a CIK, by name | ||
| Item A.8. Master-Feeder Funds. Is this a Master Fund? If Yes, answer Items A.8.a - 8.c. | Yes
No
| |
a. Identify all Feeder Funds by CIK or, if the fund does not have a CIK, by name | ||
CIK of the Feeder Fund | 0000893818 | |
Name of the Feeder Fund | BlackRock Cash Funds: Institutional | |
b. Securities Act file number of each Feeder Fund | 033-54126 | |
c. EDGAR series identifier of each Feeder Fund | S000004275 | |
| Item A.9. Is this series primarily used to fund insurance company separate accounts? | Yes
No
| |
| Item A.10. Category. Indicate the category that identifies the money market fund from among the following: |  Government Prime Single State Other Tax Exempt | |
a. Is this fund a Retail Money Market Fund? | Yes
No
| |
b. If this is a Government Money Market Fund, does the fund typically invest at least 80% of the value of its assets in U.S. Treasury obligations or repurchase agreements collateralized by U.S. Treasury obligations? | Yes
No
| |
| Item A.11. Dollar-weighted average portfolio maturity ("WAM" as defined in rule 2a-7(d)(1)(ii)) | 29 | |
| Item A.12. Dollar-weighted average life maturity ("WAL" as defined in rule 2a-7(d)(1)(iii)). Calculate WAL without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments. | 82 | |
| Item A.13. Liquidity. Provide the following, as of the close of business on each business day of the month reported: | ||
a. Total Value of Daily Liquid Assets to the nearest cent | $30,410,087,524.43 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $41,038,245,851.98 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 39.79%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 53.69%
| |
Date: | 2025-05-01 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $30,909,299,914.60 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $41,337,667,883.51 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 40.27%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 53.86%
| |
Date: | 2025-05-02 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $30,522,198,933.00 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $41,574,491,674.76 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 39.61%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 53.95%
| |
Date: | 2025-05-05 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $31,228,313,328.58 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $40,047,458,461.11 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 40.93%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 52.49%
| |
Date: | 2025-05-06 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $30,630,076,700.37 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $39,826,663,459.29 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 40.10%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 52.13%
| |
Date: | 2025-05-07 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $30,952,228,866.48 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $40,731,273,769.16 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 40.00%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 52.64%
| |
Date: | 2025-05-08 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $32,315,562,688.87 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $41,715,081,029.06 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 41.17%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 53.14%
| |
Date: | 2025-05-09 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $32,789,017,363.61 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $42,674,438,025.87 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 41.23%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 53.66%
| |
Date: | 2025-05-12 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $32,728,015,865.67 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $41,915,992,283.22 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 41.38%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 52.99%
| |
Date: | 2025-05-13 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $33,431,408,723.97 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $42,507,176,260.75 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 41.64%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 52.95%
| |
Date: | 2025-05-14 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $30,848,558,010.24 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $40,638,982,984.17 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 39.36%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 51.85%
| |
Date: | 2025-05-15 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $29,587,063,942.08 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $39,241,866,034.98 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 38.63%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 51.24%
| |
Date: | 2025-05-16 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $32,274,564,029.15 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $42,500,026,811.56 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 40.76%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 53.67%
| |
Date: | 2025-05-19 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $33,732,871,156.90 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $43,714,819,951.49 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 41.98%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 54.40%
| |
Date: | 2025-05-20 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $33,242,418,322.86 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $43,490,893,126.13 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 41.49%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 54.28%
| |
Date: | 2025-05-21 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $32,534,612,666.72 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $43,053,110,622.82 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 40.61%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 53.74%
| |
Date: | 2025-05-22 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $33,150,889,751.40 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $42,441,401,881.23 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 41.36%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 52.95%
| |
Date: | 2025-05-23 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $31,418,655,265.91 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $40,764,819,128.67 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 39.63%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 51.42%
| |
Date: | 2025-05-27 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $30,413,891,767.87 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $40,621,319,253.58 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 38.59%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 51.54%
| |
Date: | 2025-05-28 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $29,814,672,524.23 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $40,825,992,572.53 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 37.99%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 52.02%
| |
Date: | 2025-05-29 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $30,500,907,349.33 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $41,209,243,897.60 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 38.79%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 52.41%
| |
Date: | 2025-05-30 | |
| Item A.14. Provide the following, to the nearest cent: | ||
a. Cash. (See General Instructions E.) | $3,033,635,108.57 | |
b. Total Value of portfolio securities. (See General Instructions E.) | $75,372,208,681.63 | |
i. If any portfolio securities are valued using amortized cost, the total value of the portfolio securities valued at amortized cost | $33,042,905,000.00 | |
c. Total Value of other assets (excluding amounts provided in A.14.a-b.) | $241,648,522.11 | |
| Item A.15. Total value of liabilities, to the nearest cent | $672,751,483.82 | |
| Item A.16. Net assets of the series, to the nearest cent | $77,974,740,828.49 | |
| Item A.17. Number of shares outstanding, to the nearest hundredth | 0.00 | |
| Item A.18. Does the fund seek to maintain a stable price per share? | Yes
No
| |
| a. If yes, state the price the fund seeks to maintain |
$0.0000 | |
| Item A.19. 7-day gross yield. For each business day, based on the immediately preceding 7 business days, calculate the fund’s yield by determining the net change, exclusive of capital changes and income other than investment income, in the value of a hypothetical pre-existing account having a balance of one share at the beginning of the period and dividing the difference by the value of the account at the beginning of the base period to obtain the base period return, and then multiplying the base period return by (365/7) with the resulting yield figure carried to at least the nearest hundredth of one percent. The 7-day gross yield should not reflect a deduction of shareholders fees and fund operating expenses. For master funds and feeder funds, report the 7-day gross yield at the master-fund level. | ||
| a. 7-day gross yield | 0.00%
| |
| b. Date | 2025-05-01 | |
| a. 7-day gross yield | 0.00%
| |
| b. Date | 2025-05-02 | |
| a. 7-day gross yield | 0.00%
| |
| b. Date | 2025-05-05 | |
| a. 7-day gross yield | 0.00%
| |
| b. Date | 2025-05-06 | |
| a. 7-day gross yield | 0.00%
| |
| b. Date | 2025-05-07 | |
| a. 7-day gross yield | 0.00%
| |
| b. Date | 2025-05-08 | |
| a. 7-day gross yield | 0.00%
| |
| b. Date | 2025-05-09 | |
| a. 7-day gross yield | 0.00%
| |
| b. Date | 2025-05-12 | |
| a. 7-day gross yield | 0.00%
| |
| b. Date | 2025-05-13 | |
| a. 7-day gross yield | 0.00%
| |
| b. Date | 2025-05-14 | |
| a. 7-day gross yield | 0.00%
| |
| b. Date | 2025-05-15 | |
| a. 7-day gross yield | 0.00%
| |
| b. Date | 2025-05-16 | |
| a. 7-day gross yield | 0.00%
| |
| b. Date | 2025-05-19 | |
| a. 7-day gross yield | 0.00%
| |
| b. Date | 2025-05-20 | |
| a. 7-day gross yield | 0.00%
| |
| b. Date | 2025-05-21 | |
| a. 7-day gross yield | 0.00%
| |
| b. Date | 2025-05-22 | |
| a. 7-day gross yield | 0.00%
| |
| b. Date | 2025-05-23 | |
| a. 7-day gross yield | 0.00%
| |
| b. Date | 2025-05-27 | |
| a. 7-day gross yield | 0.00%
| |
| b. Date | 2025-05-28 | |
| a. 7-day gross yield | 0.00%
| |
| b. Date | 2025-05-29 | |
| a. 7-day gross yield | 0.00%
| |
| b. Date | 2025-05-30 | |
| Item A.20. Net asset value per share. Provide the net asset value per share, calculated using available market quotations (or an appropriate substitute that reflects current market conditions) rounded to the fourth decimal place in the case of a fund with a $1.0000 share price (or an equivalent level of accuracy for funds with a different share price), as of the close of business on each business day of the month reported. | ||
a. Net asset value per share | $1.0005 | |
b. Date | 2025-05-01 | |
a. Net asset value per share | $1.0009 | |
b. Date | 2025-05-02 | |
a. Net asset value per share | $1.0010 | |
b. Date | 2025-05-05 | |
a. Net asset value per share | $1.0011 | |
b. Date | 2025-05-06 | |
a. Net asset value per share | $1.0012 | |
b. Date | 2025-05-07 | |
a. Net asset value per share | $1.0014 | |
b. Date | 2025-05-08 | |
a. Net asset value per share | $1.0017 | |
b. Date | 2025-05-09 | |
a. Net asset value per share | $1.0018 | |
b. Date | 2025-05-12 | |
a. Net asset value per share | $1.0019 | |
b. Date | 2025-05-13 | |
a. Net asset value per share | $1.0021 | |
b. Date | 2025-05-14 | |
a. Net asset value per share | $1.0022 | |
b. Date | 2025-05-15 | |
a. Net asset value per share | $1.0026 | |
b. Date | 2025-05-16 | |
a. Net asset value per share | $1.0027 | |
b. Date | 2025-05-19 | |
a. Net asset value per share | $1.0028 | |
b. Date | 2025-05-20 | |
a. Net asset value per share | $1.0029 | |
b. Date | 2025-05-21 | |
a. Net asset value per share | $1.0030 | |
b. Date | 2025-05-22 | |
a. Net asset value per share | $1.0035 | |
b. Date | 2025-05-23 | |
a. Net asset value per share | $1.0037 | |
b. Date | 2025-05-27 | |
a. Net asset value per share | $1.0038 | |
b. Date | 2025-05-28 | |
a. Net asset value per share | $1.0039 | |
b. Date | 2025-05-29 | |
a. Net asset value per share | $1.0043 | |
b. Date | 2025-05-30 | |
| Item A.21. Is the fund established as a cash management vehicle for affiliated funds or other accounts managed by related entities or their affiliates and not available to other investors? | Yes
No
| |
| Item A.22. Liquidity Fee. During the reporting period, did the fund apply any liquidity fees under rule 2a-7(c)(2)? | Yes
No
| |
| If Yes, answer Item A.22.a |
| Item B.1. Full name of the Class | Single Class |
| Item B.2. EDGAR Class identifier | C000012005 |
| Item B.3. Minimum initial investment | $1.00 |
| Item B.4. Net assets of the Class, to the nearest cent | $77,974,740,828.49 |
| Item B.5. Number of shares outstanding, to the nearest hundredth | 0.00 |
| Item B.6. Net asset value per share. Provide the net asset value per share, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), rounded to the fourth decimal place in the case of a fund with a $1.0000 share price (or an equivalent level of accuracy for funds with a different share price), as of the close of business on each business day of the month reported. | |
a. Net asset value per share | $1.0005 |
b. Date | 2025-05-01 |
a. Net asset value per share | $1.0009 |
b. Date | 2025-05-02 |
a. Net asset value per share | $1.0010 |
b. Date | 2025-05-05 |
a. Net asset value per share | $1.0011 |
b. Date | 2025-05-06 |
a. Net asset value per share | $1.0012 |
b. Date | 2025-05-07 |
a. Net asset value per share | $1.0014 |
b. Date | 2025-05-08 |
a. Net asset value per share | $1.0017 |
b. Date | 2025-05-09 |
a. Net asset value per share | $1.0018 |
b. Date | 2025-05-12 |
a. Net asset value per share | $1.0019 |
b. Date | 2025-05-13 |
a. Net asset value per share | $1.0021 |
b. Date | 2025-05-14 |
a. Net asset value per share | $1.0022 |
b. Date | 2025-05-15 |
a. Net asset value per share | $1.0026 |
b. Date | 2025-05-16 |
a. Net asset value per share | $1.0027 |
b. Date | 2025-05-19 |
a. Net asset value per share | $1.0028 |
b. Date | 2025-05-20 |
a. Net asset value per share | $1.0029 |
b. Date | 2025-05-21 |
a. Net asset value per share | $1.0030 |
b. Date | 2025-05-22 |
a. Net asset value per share | $1.0035 |
b. Date | 2025-05-23 |
a. Net asset value per share | $1.0037 |
b. Date | 2025-05-27 |
a. Net asset value per share | $1.0038 |
b. Date | 2025-05-28 |
a. Net asset value per share | $1.0039 |
b. Date | 2025-05-29 |
a. Net asset value per share | $1.0043 |
b. Date | 2025-05-30 |
| Item B.7. Shareholder flow. Provide (a) the daily gross subscriptions (including dividend reinvestments) and gross redemptions, rounded to the nearest cent, as of the close of business on each business day of the month reported; and (b) the total gross subscriptions (including dividend reinvestments) and total gross redemptions for the month reported. For purposes of this Item, report gross subscriptions (including dividend reinvestments) and gross redemptions as of the trade date, and for Master-Feeder Funds, only report the required shareholder flow data at the Feeder Fund level. | |
a. Daily shareholder flows: | |
i. Gross subscriptions (including dividend reinvestments): | $0.00 |
ii. Gross redemptions: | $0.00 |
iii. Date: | 2025-05-01 |
i. Gross subscriptions (including dividend reinvestments): | $0.00 |
ii. Gross redemptions: | $0.00 |
iii. Date: | 2025-05-02 |
i. Gross subscriptions (including dividend reinvestments): | $0.00 |
ii. Gross redemptions: | $0.00 |
iii. Date: | 2025-05-05 |
i. Gross subscriptions (including dividend reinvestments): | $0.00 |
ii. Gross redemptions: | $0.00 |
iii. Date: | 2025-05-06 |
i. Gross subscriptions (including dividend reinvestments): | $0.00 |
ii. Gross redemptions: | $0.00 |
iii. Date: | 2025-05-07 |
i. Gross subscriptions (including dividend reinvestments): | $0.00 |
ii. Gross redemptions: | $0.00 |
iii. Date: | 2025-05-08 |
i. Gross subscriptions (including dividend reinvestments): | $0.00 |
ii. Gross redemptions: | $0.00 |
iii. Date: | 2025-05-09 |
i. Gross subscriptions (including dividend reinvestments): | $0.00 |
ii. Gross redemptions: | $0.00 |
iii. Date: | 2025-05-12 |
i. Gross subscriptions (including dividend reinvestments): | $0.00 |
ii. Gross redemptions: | $0.00 |
iii. Date: | 2025-05-13 |
i. Gross subscriptions (including dividend reinvestments): | $0.00 |
ii. Gross redemptions: | $0.00 |
iii. Date: | 2025-05-14 |
i. Gross subscriptions (including dividend reinvestments): | $0.00 |
ii. Gross redemptions: | $0.00 |
iii. Date: | 2025-05-15 |
i. Gross subscriptions (including dividend reinvestments): | $0.00 |
ii. Gross redemptions: | $0.00 |
iii. Date: | 2025-05-16 |
i. Gross subscriptions (including dividend reinvestments): | $0.00 |
ii. Gross redemptions: | $0.00 |
iii. Date: | 2025-05-19 |
i. Gross subscriptions (including dividend reinvestments): | $0.00 |
ii. Gross redemptions: | $0.00 |
iii. Date: | 2025-05-20 |
i. Gross subscriptions (including dividend reinvestments): | $0.00 |
ii. Gross redemptions: | $0.00 |
iii. Date: | 2025-05-21 |
i. Gross subscriptions (including dividend reinvestments): | $0.00 |
ii. Gross redemptions: | $0.00 |
iii. Date: | 2025-05-22 |
i. Gross subscriptions (including dividend reinvestments): | $0.00 |
ii. Gross redemptions: | $0.00 |
iii. Date: | 2025-05-23 |
i. Gross subscriptions (including dividend reinvestments): | $0.00 |
ii. Gross redemptions: | $0.00 |
iii. Date: | 2025-05-27 |
i. Gross subscriptions (including dividend reinvestments): | $0.00 |
ii. Gross redemptions: | $0.00 |
iii. Date: | 2025-05-28 |
i. Gross subscriptions (including dividend reinvestments): | $0.00 |
ii. Gross redemptions: | $0.00 |
iii. Date: | 2025-05-29 |
i. Gross subscriptions (including dividend reinvestments): | $0.00 |
ii. Gross redemptions: | $0.00 |
iii. Date: | 2025-05-30 |
b. Monthly shareholder flows: | |
i. Total gross subscriptions (including dividend reinvestments): | $0.00 |
ii. Total gross redemptions: | $0.00 |
| Item B.8. 7-day net yield for each business day of the month reported, as calculated under Item 26(a)(1) of Form N-1A (§ 274.11A of this chapter) except based on the 7 business days immediately preceding a given business day | |
a. 7-day net yield | 0.00%
|
b. Date | 2025-05-01 |
a. 7-day net yield | 0.00%
|
b. Date | 2025-05-02 |
a. 7-day net yield | 0.00%
|
b. Date | 2025-05-05 |
a. 7-day net yield | 0.00%
|
b. Date | 2025-05-06 |
a. 7-day net yield | 0.00%
|
b. Date | 2025-05-07 |
a. 7-day net yield | 0.00%
|
b. Date | 2025-05-08 |
a. 7-day net yield | 0.00%
|
b. Date | 2025-05-09 |
a. 7-day net yield | 0.00%
|
b. Date | 2025-05-12 |
a. 7-day net yield | 0.00%
|
b. Date | 2025-05-13 |
a. 7-day net yield | 0.00%
|
b. Date | 2025-05-14 |
a. 7-day net yield | 0.00%
|
b. Date | 2025-05-15 |
a. 7-day net yield | 0.00%
|
b. Date | 2025-05-16 |
a. 7-day net yield | 0.00%
|
b. Date | 2025-05-19 |
a. 7-day net yield | 0.00%
|
b. Date | 2025-05-20 |
a. 7-day net yield | 0.00%
|
b. Date | 2025-05-21 |
a. 7-day net yield | 0.00%
|
b. Date | 2025-05-22 |
a. 7-day net yield | 0.00%
|
b. Date | 2025-05-23 |
a. 7-day net yield | 0.00%
|
b. Date | 2025-05-27 |
a. 7-day net yield | 0.00%
|
b. Date | 2025-05-28 |
a. 7-day net yield | 0.00%
|
b. Date | 2025-05-29 |
a. 7-day net yield | 0.00%
|
b. Date | 2025-05-30 |
| Item B.9. During the reporting period, did any person pay for, or waive all or part of the fund’s operating expenses or management fees? | Yes
No
|
If Yes, answer Item B.9.a | |
a. Total amount of the expense payment or fee waiver, or both (reported in dollars) | $2,008,211.00 |
| Item B.10. For each person who owns of record or is known by the fund to own beneficially 5% or more of the shares outstanding in the Class, provide the following information. For purposes of this question, if the fund knows that two or more beneficial owners of the Class are affiliated with each other, treat them as a single beneficial owner when calculating the percentage ownership and identify separately each affiliated beneficial owner by type and the percentage interest of each affiliated beneficial owner. An affiliated beneficial owner is one that directly or indirectly controls or is controlled by another beneficial owner or is under common control with any other beneficial owner. | |
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 100.00%
|
c. Percent of shares outstanding in the Class owned beneficially | 0.00%
|
| Item B.11. Shareholder Composition. If the fund is not a Government Money Market Fund or Retail Money Market Fund, identify the percentage of investors within the following categories: | |
a. Non-financial corporations: | 0.00%
|
b. Pension plans: | 0.00%
|
c. Non-profits: | 0.00%
|
d. State or municipal government entities (excluding governmental pension plans): | 0.00%
|
e. Registered investment companies: | 100.00%
|
f. Private funds: | 0.00%
|
g. Depository institutions and other banking institutions: | 0.00%
|
h. Sovereign wealth funds: | 0.00%
|
i. Broker-dealers: | 0.00%
|
j. Insurance companies: | 0.00%
|
k. Other: | 0.00%
|
If Other, provide a brief description of the types of investors included in this category | |
| Item B.12. Share Cancellation. During the reporting period, were any shares cancelled under rule 2a-7(c)(3)? | Yes
No
|
If Yes, answer Item B.12.a | |
a. For each business day shares were cancelled under rule 2a-7(c)(3) during the reporting period, provide: |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | AMERICAN HONDA FINANCE CORPORATION |
| Item C.2. The title of the issue | AMERICAN HONDA FINANCE CORPORATION 4.623000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 02665JTR1 |
| Item C.4. The LEI | B6Q2VFHD1797Q7NZ3E43 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US02665JTR13 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-2 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-2 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-25 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-25 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-25 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.62%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $66,776,280.30 |
b. Excluding the value of any sponsor support: | $66,776,280.30 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.09%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | AQUITAINE FUNDING COMPANY LLC |
| Item C.2. The title of the issue | AQUITAINE FUNDING COMPANY LLC 144A 4.387000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 03843LT57 |
| Item C.4. The LEI | 549300RM1I17W1XLUM92 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US03843LT577 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-05 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-05 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-05 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | SOCIETE GENERALE SA |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.39%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $999,268,800.00 |
b. Excluding the value of any sponsor support: | $999,268,800.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 1.28%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD |
| Item C.2. The title of the issue | AUSTRALIA & NEW ZEALAND BANKING GR 144A 4.590000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 05253MWZ3 |
| Item C.4. The LEI | JHE42UYNWWTJB8YTTU19 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US05253MWZ30 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-08-21 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-08-21 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.47%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $100,026,610.00 |
b. Excluding the value of any sponsor support: | $100,026,610.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD |
| Item C.2. The title of the issue | AUSTRALIA & NEW ZEALAND BANKING GR 144A 4.600000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 05253MXP4 |
| Item C.4. The LEI | JHE42UYNWWTJB8YTTU19 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US05253MXP49 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-06 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.53%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $150,043,290.00 |
b. Excluding the value of any sponsor support: | $150,043,290.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.19%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD |
| Item C.2. The title of the issue | AUSTRALIA & NEW ZEALAND BANKING GR 144A 4.570000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 05253MYN8 |
| Item C.4. The LEI | JHE42UYNWWTJB8YTTU19 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US05253MYN81 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-03-12 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-03-12 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.60%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $99,975,680.00 |
b. Excluding the value of any sponsor support: | $99,975,680.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BPCE SA |
| Item C.2. The title of the issue | BPCE SA 144A 4.329000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 05571BTD5 |
| Item C.4. The LEI | 9695005MSX1OYEMGDF46 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US05571BTD54 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-13 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-13 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-13 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.33%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $184,688,534.00 |
b. Excluding the value of any sponsor support: | $184,688,534.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.24%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BPCE SA |
| Item C.2. The title of the issue | BPCE SA 144A 4.354000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 05571BU35 |
| Item C.4. The LEI | 9695005MSX1OYEMGDF46 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US05571BU357 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-07-03 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-03 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-03 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.35%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $161,333,839.80 |
b. Excluding the value of any sponsor support: | $161,333,839.80 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.21%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BPCE SA |
| Item C.2. The title of the issue | BPCE SA 144A 4.390000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 05571BVD2 |
| Item C.4. The LEI | 9695005MSX1OYEMGDF46 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US05571BVD27 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-08-13 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-08-13 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-08-13 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.39%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $148,628,130.00 |
b. Excluding the value of any sponsor support: | $148,628,130.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.19%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BNP PARIBAS (NEW YORK BRANCH) |
| Item C.2. The title of the issue | BNP PARIBAS (NEW YORK BRANCH) 4.610000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 05593DCX9 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US05593DCX93 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-08-07 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-08-07 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.45%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $171,049,077.00 |
b. Excluding the value of any sponsor support: | $171,049,077.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.22%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BNP PARIBAS (NEW YORK BRANCH) |
| Item C.2. The title of the issue | BNP PARIBAS (NEW YORK BRANCH) 4.580000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 05593DDX8 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US05593DDX84 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-04 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-04 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.41%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $194,003,666.60 |
b. Excluding the value of any sponsor support: | $194,003,666.60 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.25%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BNP PARIBAS (NEW YORK BRANCH) |
| Item C.2. The title of the issue | BNP PARIBAS (NEW YORK BRANCH) 4.420000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 05593DFS7 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US05593DFS71 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-09-19 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-09-19 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-09-19 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.44%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $149,975,205.00 |
b. Excluding the value of any sponsor support: | $149,975,205.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.19%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BNP PARIBAS (NEW YORK BRANCH) |
| Item C.2. The title of the issue | BNP PARIBAS (NEW YORK BRANCH) 4.360000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 05593DFY4 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US05593DFY40 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-10-01 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-10-01 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-10-01 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.44%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $139,947,192.00 |
b. Excluding the value of any sponsor support: | $139,947,192.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.18%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BNP PARIBAS (NEW YORK BRANCH) |
| Item C.2. The title of the issue | BNP PARIBAS (NEW YORK BRANCH) 4.420000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 05593DGG2 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US05593DGG25 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-10-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-10-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-10-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.47%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $99,977,300.00 |
b. Excluding the value of any sponsor support: | $99,977,300.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BNP PARIBAS (NEW YORK BRANCH) |
| Item C.2. The title of the issue | BNP PARIBAS (NEW YORK BRANCH) 4.400000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 05593DGH0 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US05593DGH08 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-11-03 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-03 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-03 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.48%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $99,959,200.00 |
b. Excluding the value of any sponsor support: | $99,959,200.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANCO SANTANDER SA (NEW YORK BRANCH) |
| Item C.2. The title of the issue | BANCO SANTANDER SA (NEW YORK BRANCH) 4.580000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 05973RDE9 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US05973RDE99 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-08 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-08 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.41%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $175,025,830.00 |
b. Excluding the value of any sponsor support: | $175,025,830.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.22%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANCO SANTANDER SA (NEW YORK BRANCH) |
| Item C.2. The title of the issue | BANCO SANTANDER SA (NEW YORK BRANCH) 4.500000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 05973RDF6 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US05973RDF64 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-07-08 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-08 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-08 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.42%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $190,000,532.00 |
b. Excluding the value of any sponsor support: | $190,000,532.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.24%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANCO SANTANDER SA (NEW YORK BRANCH) |
| Item C.2. The title of the issue | BANCO SANTANDER SA (NEW YORK BRANCH) 4.400000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 05973RDQ2 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US05973RDQ20 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-12-03 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-12-03 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-12-03 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.44%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $188,917,161.30 |
b. Excluding the value of any sponsor support: | $188,917,161.30 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.24%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANCO SANTANDER SA (NEW YORK BRANCH) |
| Item C.2. The title of the issue | BANCO SANTANDER SA (NEW YORK BRANCH) 4.360000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 05973RDY5 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US05973RDY53 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-11-03 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-03 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-03 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.53%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $62,944,812.00 |
b. Excluding the value of any sponsor support: | $62,944,812.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.08%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANCO SANTANDER SA (NEW YORK BRANCH) |
| Item C.2. The title of the issue | BANCO SANTANDER SA (NEW YORK BRANCH) 4.670000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 05973REF5 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US05973REF55 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-02-05 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-02-05 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.61%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $226,085,066.40 |
b. Excluding the value of any sponsor support: | $226,085,066.40 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.29%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANCO SANTANDER SA (NEW YORK BRANCH) |
| Item C.2. The title of the issue | BANCO SANTANDER SA (NEW YORK BRANCH) 4.460000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 05973REH1 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US05973REH12 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-11-06 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-06 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.46%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $219,990,496.00 |
b. Excluding the value of any sponsor support: | $219,990,496.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.28%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANCO SANTANDER SA (NEW YORK BRANCH) |
| Item C.2. The title of the issue | BANCO SANTANDER SA (NEW YORK BRANCH) 4.470000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 05973REL2 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US05973REL24 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-11-12 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-12 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-12 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.45%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $175,009,870.00 |
b. Excluding the value of any sponsor support: | $175,009,870.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.22%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANCO SANTANDER SA (NEW YORK BRANCH) |
| Item C.2. The title of the issue | BANCO SANTANDER SA (NEW YORK BRANCH) 4.430000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 05973REV0 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US05973REV06 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2026-02-26 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-02-26 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-02-26 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.35%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $200,116,240.00 |
b. Excluding the value of any sponsor support: | $200,116,240.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.26%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANK OF AMERICA NA |
| Item C.2. The title of the issue | BANK OF AMERICA NA 4.610000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06050FMN9 |
| Item C.4. The LEI | B4TYDEB6GKMZO031MB27 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06050FMN95 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-18 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-18 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.42%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $124,011,904.00 |
b. Excluding the value of any sponsor support: | $124,011,904.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.16%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANK OF AMERICA NA |
| Item C.2. The title of the issue | BANK OF AMERICA NA 4.600000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06050FMZ2 |
| Item C.4. The LEI | B4TYDEB6GKMZO031MB27 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06050FMZ26 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-08-11 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-08-11 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.48%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $100,023,680.00 |
b. Excluding the value of any sponsor support: | $100,023,680.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANK OF AMERICA NA |
| Item C.2. The title of the issue | BANK OF AMERICA NA 4.600000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06050FNE8 |
| Item C.4. The LEI | B4TYDEB6GKMZO031MB27 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06050FNE87 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-10-03 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-10-03 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.52%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $150,039,090.00 |
b. Excluding the value of any sponsor support: | $150,039,090.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.19%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANK OF AMERICA NA |
| Item C.2. The title of the issue | BANK OF AMERICA NA 4.730000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06050TNM0 |
| Item C.4. The LEI | B4TYDEB6GKMZO031MB27 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06050TNM08 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-01-09 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-01-09 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.60%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $93,002,385.45 |
b. Excluding the value of any sponsor support: | $93,002,385.45 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.12%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANK OF AMERICA NA |
| Item C.2. The title of the issue | BANK OF AMERICA NA 4.620000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06050TNN8 |
| Item C.4. The LEI | B4TYDEB6GKMZO031MB27 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06050TNN80 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-04-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-04-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.63%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $169,983,775.20 |
b. Excluding the value of any sponsor support: | $169,983,775.20 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.22%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANK OF AMERICA NA |
| Item C.2. The title of the issue | BANK OF AMERICA NA 4.510000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06051WQY3 |
| Item C.4. The LEI | B4TYDEB6GKMZO031MB27 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06051WQY39 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-10-31 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-10-31 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-10-31 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.47%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $143,954,409.60 |
b. Excluding the value of any sponsor support: | $143,954,409.60 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.18%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANK OF AMERICA NA |
| Item C.2. The title of the issue | BANK OF AMERICA NA 4.500000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06051WSB1 |
| Item C.4. The LEI | B4TYDEB6GKMZO031MB27 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06051WSB18 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2026-01-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-01-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-01-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.42%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $149,999,430.00 |
b. Excluding the value of any sponsor support: | $149,999,430.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.19%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANK OF AMERICA NA |
| Item C.2. The title of the issue | BANK OF AMERICA NA 4.500000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06051WSW5 |
| Item C.4. The LEI | B4TYDEB6GKMZO031MB27 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06051WSW54 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2026-01-22 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-01-22 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-01-22 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.41%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $158,021,361.60 |
b. Excluding the value of any sponsor support: | $158,021,361.60 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.20%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANK OF AMERICA NA |
| Item C.2. The title of the issue | BANK OF AMERICA NA 4.430000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06051WVN1 |
| Item C.4. The LEI | B4TYDEB6GKMZO031MB27 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06051WVN19 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-11-07 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-07 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-07 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.46%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $128,974,999.80 |
b. Excluding the value of any sponsor support: | $128,974,999.80 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.17%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANK OF AMERICA NA |
| Item C.2. The title of the issue | BANK OF AMERICA NA 4.750000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06053RBQ5 |
| Item C.4. The LEI | B4TYDEB6GKMZO031MB27 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06053RBQ56 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-05-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-05-06 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.71%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $100,040,170.00 |
b. Excluding the value of any sponsor support: | $100,040,170.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANK OF AMERICA NA |
| Item C.2. The title of the issue | BANK OF AMERICA NA 4.750000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06053RBR3 |
| Item C.4. The LEI | B4TYDEB6GKMZO031MB27 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06053RBR30 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-05-01 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-05-01 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.70%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $200,084,900.00 |
b. Excluding the value of any sponsor support: | $200,084,900.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.26%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANK OF AMERICA NA |
| Item C.2. The title of the issue | BANK OF AMERICA NA 4.670000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06054RAD4 |
| Item C.4. The LEI | B4TYDEB6GKMZO031MB27 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06054RAD44 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-04-27 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-04-27 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.63%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $165,071,435.10 |
b. Excluding the value of any sponsor support: | $165,071,435.10 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.21%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANK OF MONTREAL (CHICAGO BRANCH) |
| Item C.2. The title of the issue | BANK OF MONTREAL (CHICAGO BRANCH) 5.500000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06367DKQ7 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06367DKQ78 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-11 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-11 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-11 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.35%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $100,030,590.00 |
b. Excluding the value of any sponsor support: | $100,030,590.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANK OF MONTREAL (CHICAGO BRANCH) |
| Item C.2. The title of the issue | BANK OF MONTREAL (CHICAGO BRANCH) 4.560000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06367DMQ5 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06367DMQ50 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-11-10 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-10 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-10 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.45%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $150,000,240.00 |
b. Excluding the value of any sponsor support: | $150,000,240.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.19%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANK OF MONTREAL (CHICAGO BRANCH) |
| Item C.2. The title of the issue | BANK OF MONTREAL (CHICAGO BRANCH) 4.590000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06367DNN1 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06367DNN11 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-10-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-10-06 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.51%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $150,035,895.00 |
b. Excluding the value of any sponsor support: | $150,035,895.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.19%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANK OF MONTREAL (CHICAGO BRANCH) |
| Item C.2. The title of the issue | BANK OF MONTREAL (CHICAGO BRANCH) 4.490000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06367DNT8 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06367DNT80 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2026-01-13 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-01-13 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-01-13 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.41%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $155,001,209.00 |
b. Excluding the value of any sponsor support: | $155,001,209.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.20%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANK OF MONTREAL |
| Item C.2. The title of the issue | BANK OF MONTREAL 144A 4.680000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06367L2T3 |
| Item C.4. The LEI | NQQ6HPCNCCU6TUTQYE16 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06367L2T34 |
b. The CIK; | 0000009622 |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-03-19 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-03-19 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.61%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $159,098,656.32 |
b. Excluding the value of any sponsor support: | $159,098,656.32 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.20%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANK OF MONTREAL (CHICAGO BRANCH) |
| Item C.2. The title of the issue | BANK OF MONTREAL (CHICAGO BRANCH) 4.730000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06370B2C7 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06370B2C79 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-10-24 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-10-24 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.52%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $287,068,851.30 |
b. Excluding the value of any sponsor support: | $287,068,851.30 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.37%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANK OF MONTREAL (CHICAGO BRANCH) |
| Item C.2. The title of the issue | BANK OF MONTREAL (CHICAGO BRANCH) 4.730000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06370B2E3 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06370B2E36 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-10-20 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-10-20 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.50%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $192,175,776.00 |
b. Excluding the value of any sponsor support: | $192,175,776.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.25%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANK OF MONTREAL (CHICAGO BRANCH) |
| Item C.2. The title of the issue | BANK OF MONTREAL (CHICAGO BRANCH) 4.730000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06370B2J2 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06370B2J23 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-12-01 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-12-01 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.51%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $169,098,139.99 |
b. Excluding the value of any sponsor support: | $169,098,139.99 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.22%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANK OF MONTREAL (CHICAGO BRANCH) |
| Item C.2. The title of the issue | BANK OF MONTREAL (CHICAGO BRANCH) 4.730000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06370B2P8 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06370B2P82 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-17 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-17 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.53%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $200,188,780.00 |
b. Excluding the value of any sponsor support: | $200,188,780.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.26%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANK OF MONTREAL (CHICAGO BRANCH) |
| Item C.2. The title of the issue | BANK OF MONTREAL (CHICAGO BRANCH) 4.730000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06370B2X1 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06370B2X17 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-01-05 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-01-05 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.55%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $132,086,882.40 |
b. Excluding the value of any sponsor support: | $132,086,882.40 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.17%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANK OF MONTREAL (CHICAGO BRANCH) |
| Item C.2. The title of the issue | BANK OF MONTREAL (CHICAGO BRANCH) 4.620000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06370B3G7 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06370B3G74 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-03-13 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-03-13 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.61%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $126,017,724.42 |
b. Excluding the value of any sponsor support: | $126,017,724.42 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.16%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANK OF MONTREAL (CHICAGO BRANCH) |
| Item C.2. The title of the issue | BANK OF MONTREAL (CHICAGO BRANCH) 4.800000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06370B3K8 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06370B3K86 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-05-20 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-05-20 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.65%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $110,167,068.00 |
b. Excluding the value of any sponsor support: | $110,167,068.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.14%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANK OF MONTREAL |
| Item C.2. The title of the issue | BANK OF MONTREAL 144A 4.700000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06373LDT3 |
| Item C.4. The LEI | NQQ6HPCNCCU6TUTQYE16 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06373LDT35 |
b. The CIK; | 0000009622 |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-04-08 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-04-08 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.70%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $124,898,275.00 |
b. Excluding the value of any sponsor support: | $124,898,275.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.16%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANK OF NOVA SCOTIA (HOUSTON BRANCH) |
| Item C.2. The title of the issue | BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.639000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06418NFR8 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06418NFR89 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-02-05 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-02-05 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.64%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $177,995,923.80 |
b. Excluding the value of any sponsor support: | $177,995,923.80 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.23%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANK OF NOVA SCOTIA (HOUSTON BRANCH) |
| Item C.2. The title of the issue | BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.685000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06418NGF3 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06418NGF33 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-04-10 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-04-10 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.69%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $100,034,890.00 |
b. Excluding the value of any sponsor support: | $100,034,890.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANK OF NOVA SCOTIA (HOUSTON BRANCH) |
| Item C.2. The title of the issue | BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.691000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06418NGN6 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06418NGN66 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-06-01 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-06-01 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.69%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $200,056,460.00 |
b. Excluding the value of any sponsor support: | $200,056,460.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.26%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BARCLAYS BANK PLC (NEW YORK BRANCH) |
| Item C.2. The title of the issue | BARCLAYS BANK PLC (NEW YORK BRANCH) 4.670000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06745GCF6 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06745GCF63 |
b. The CIK; | 0001042452 |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-12-31 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-12-31 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.62%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $250,080,600.00 |
b. Excluding the value of any sponsor support: | $250,080,600.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.32%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BARCLAYS BANK PLC (NEW YORK BRANCH) |
| Item C.2. The title of the issue | BARCLAYS BANK PLC (NEW YORK BRANCH) 4.670000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06745GCH2 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06745GCH20 |
b. The CIK; | 0001042452 |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-12-31 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-12-31 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.62%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $129,041,589.60 |
b. Excluding the value of any sponsor support: | $129,041,589.60 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.17%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BARCLAYS BANK PLC (NEW YORK BRANCH) |
| Item C.2. The title of the issue | BARCLAYS BANK PLC (NEW YORK BRANCH) 4.770000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06745GDH1 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06745GDH11 |
b. The CIK; | 0001042452 |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-04-21 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-04-21 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.70%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $154,098,529.20 |
b. Excluding the value of any sponsor support: | $154,098,529.20 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.20%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BARCLAYS BANK PLC (NEW YORK BRANCH) |
| Item C.2. The title of the issue | BARCLAYS BANK PLC (NEW YORK BRANCH) 4.730000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06745GDQ1 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06745GDQ10 |
b. The CIK; | 0001042452 |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-05-08 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-05-08 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.71%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $150,030,915.00 |
b. Excluding the value of any sponsor support: | $150,030,915.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.19%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BARCLAYS BANK PLC (NEW YORK BRANCH) |
| Item C.2. The title of the issue | BARCLAYS BANK PLC (NEW YORK BRANCH) 4.470000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 06745GDT5 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US06745GDT58 |
b. The CIK; | 0001042452 |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-11-14 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-14 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-14 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.47%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $119,992,932.00 |
b. Excluding the value of any sponsor support: | $119,992,932.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.15%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BAYERISCHE LANDESBANK (NEW YORK BRANCH) |
| Item C.2. The title of the issue | BAYERISCHE LANDESBANK (NEW YORK BRANCH) 4.500000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 0727MDFE0 |
| Item C.4. The LEI | 549300DJ6F1V4GISFC11 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US0727MDFE00 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | NR |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-11-21 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-21 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-21 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.45%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $200,039,640.00 |
b. Excluding the value of any sponsor support: | $200,039,640.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.26%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BAYERISCHE LANDESBANK (NEW YORK BRANCH) |
| Item C.2. The title of the issue | BAYERISCHE LANDESBANK (NEW YORK BRANCH) 4.500000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 0727MDFF7 |
| Item C.4. The LEI | 549300DJ6F1V4GISFC11 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US0727MDFF74 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | NR |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-12-01 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-12-01 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-12-01 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.45%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $73,016,293.60 |
b. Excluding the value of any sponsor support: | $73,016,293.60 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.09%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) |
| Item C.2. The title of the issue | CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.680000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 13606DAF9 |
| Item C.4. The LEI | 549300H8L46OOZOFHU82 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US13606DAF96 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-09-23 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-09-23 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.48%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $163,105,819.60 |
b. Excluding the value of any sponsor support: | $163,105,819.60 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.21%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) |
| Item C.2. The title of the issue | CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.500000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 13606DAY8 |
| Item C.4. The LEI | 549300H8L46OOZOFHU82 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US13606DAY85 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-10-09 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-10-09 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-10-09 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.46%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $135,953,868.80 |
b. Excluding the value of any sponsor support: | $135,953,868.80 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.17%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) |
| Item C.2. The title of the issue | CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.550000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 13606DBU5 |
| Item C.4. The LEI | 549300H8L46OOZOFHU82 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US13606DBU54 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-11-10 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-10 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-10 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.43%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $166,007,735.60 |
b. Excluding the value of any sponsor support: | $166,007,735.60 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.21%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) |
| Item C.2. The title of the issue | CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.640000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 13606DFC1 |
| Item C.4. The LEI | 549300H8L46OOZOFHU82 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US13606DFC11 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-02-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-02-06 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.54%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $160,106,768.00 |
b. Excluding the value of any sponsor support: | $160,106,768.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.21%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) |
| Item C.2. The title of the issue | CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.610000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 13606DGD8 |
| Item C.4. The LEI | 549300H8L46OOZOFHU82 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US13606DGD84 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-04-08 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-04-08 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.58%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $125,026,925.00 |
b. Excluding the value of any sponsor support: | $125,026,925.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.16%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) |
| Item C.2. The title of the issue | CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.790000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 13606DJF0 |
| Item C.4. The LEI | 549300H8L46OOZOFHU82 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US13606DJF06 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-05-15 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-05-15 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.60%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $132,247,531.68 |
b. Excluding the value of any sponsor support: | $132,247,531.68 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.17%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) |
| Item C.2. The title of the issue | CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.800000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 13606DJM5 |
| Item C.4. The LEI | 549300H8L46OOZOFHU82 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US13606DJM56 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-05-22 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-05-22 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.60%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $109,218,967.92 |
b. Excluding the value of any sponsor support: | $109,218,967.92 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.14%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) |
| Item C.2. The title of the issue | CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.800000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 13606DJT0 |
| Item C.4. The LEI | 549300H8L46OOZOFHU82 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US13606DJT00 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-05-21 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-05-21 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.60%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $100,200,309.00 |
b. Excluding the value of any sponsor support: | $100,200,309.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) |
| Item C.2. The title of the issue | CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.750000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 13606DKR2 |
| Item C.4. The LEI | 549300H8L46OOZOFHU82 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US13606DKR25 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-06-08 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-06-08 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.61%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $175,261,644.25 |
b. Excluding the value of any sponsor support: | $175,261,644.25 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.22%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) |
| Item C.2. The title of the issue | CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 5.450000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 13606K4E3 |
| Item C.4. The LEI | 549300H8L46OOZOFHU82 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US13606K4E33 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-05 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-05 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-05 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.34%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $150,021,840.00 |
b. Excluding the value of any sponsor support: | $150,021,840.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.19%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 1 |
| Item C.2. The title of the issue | CHESHAM FIN LTD / CHESHAM FIN LLC 144A 4.349000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 16537AT21 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US16537AT219 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | NORDEA BANK AB |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | NR |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.35%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $169,938,392.00 |
b. Excluding the value of any sponsor support: | $169,938,392.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.22%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 1 |
| Item C.2. The title of the issue | CHESHAM FIN LTD / CHESHAM FIN LLC 144A 4.360000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 16537AT62 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-06 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-06 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | NORDEA BANK AB |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | NR |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.36%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $169,855,874.00 |
b. Excluding the value of any sponsor support: | $169,855,874.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.22%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3 |
| Item C.2. The title of the issue | CHESHAM FIN LTD / CHESHAM FIN LLC 144A 4.349000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 16537HT26 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US16537HT263 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | SOCIETE GENERALE SA |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.35%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $1,002,136,694.00 |
b. Excluding the value of any sponsor support: | $1,002,136,694.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 1.29%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3 |
| Item C.2. The title of the issue | CHESHAM FIN LTD / CHESHAM FIN LLC 144A 0.000000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 16537HT67 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-06 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-06 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | SOCIETE GENERALE SA |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 0.00%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $156,923,244.27 |
b. Excluding the value of any sponsor support: | $156,923,244.27 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.20%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4 |
| Item C.2. The title of the issue | CHESHAM FIN LTD / CHESHAM FIN LLC 144A 4.349000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 16538AT20 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US16538AT209 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | HSBC BANK PLC |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.35%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $339,876,784.00 |
b. Excluding the value of any sponsor support: | $339,876,784.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.44%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4 |
| Item C.2. The title of the issue | CHESHAM FIN LTD / CHESHAM FIN LLC 144A 0.000000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 16538AT61 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-06 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-06 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | HSBC BANK PLC |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 0.00%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $338,834,266.29 |
b. Excluding the value of any sponsor support: | $338,834,266.29 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.43%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 5 |
| Item C.2. The title of the issue | CHESHAM FIN LTD/FIN LLC 144A 0.000000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 16538KT28 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | MIZUHO SECURITIES USA LLC |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 0.00%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $312,384,062.50 |
b. Excluding the value of any sponsor support: | $312,384,062.50 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.40%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CITIBANK NA |
| Item C.2. The title of the issue | CITIBANK NA 4.670000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 17330QGW1 |
| Item C.4. The LEI | E57ODZWZ7FF32TWEFA76 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US17330QGW15 |
b. The CIK; | 0000036684 |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-09-19 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-09-19 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.58%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $100,028,860.00 |
b. Excluding the value of any sponsor support: | $100,028,860.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CITIBANK NA |
| Item C.2. The title of the issue | CITIBANK NA 4.600000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 17330QGY7 |
| Item C.4. The LEI | E57ODZWZ7FF32TWEFA76 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US17330QGY70 |
b. The CIK; | 0000036684 |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-20 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-20 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.41%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $100,010,700.00 |
b. Excluding the value of any sponsor support: | $100,010,700.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CITIBANK NA |
| Item C.2. The title of the issue | CITIBANK NA 4.620000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 17330QHH3 |
| Item C.4. The LEI | E57ODZWZ7FF32TWEFA76 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US17330QHH39 |
b. The CIK; | 0000036684 |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-01-22 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-01-22 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.63%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $111,991,656.00 |
b. Excluding the value of any sponsor support: | $111,991,656.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.14%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CITIBANK NA |
| Item C.2. The title of the issue | CITIBANK NA 4.480000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 17330QHJ9 |
| Item C.4. The LEI | E57ODZWZ7FF32TWEFA76 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US17330QHJ94 |
b. The CIK; | 0000036684 |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2026-01-21 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-01-21 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-01-21 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.42%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $102,993,562.50 |
b. Excluding the value of any sponsor support: | $102,993,562.50 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CITIBANK NA |
| Item C.2. The title of the issue | CITIBANK NA 4.480000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 17330QHP5 |
| Item C.4. The LEI | E57ODZWZ7FF32TWEFA76 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US17330QHP54 |
b. The CIK; | 0000036684 |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2026-02-25 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-02-25 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-02-25 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.37%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $102,031,079.40 |
b. Excluding the value of any sponsor support: | $102,031,079.40 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CITIBANK NA |
| Item C.2. The title of the issue | CITIBANK NA 4.740000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 17330QHU4 |
| Item C.4. The LEI | E57ODZWZ7FF32TWEFA76 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US17330QHU40 |
b. The CIK; | 0000036684 |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-04-22 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-04-22 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.68%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $110,059,290.00 |
b. Excluding the value of any sponsor support: | $110,059,290.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.14%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CITIBANK NA |
| Item C.2. The title of the issue | CITIBANK NA 4.720000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 17330QJG3 |
| Item C.4. The LEI | E57ODZWZ7FF32TWEFA76 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US17330QJG38 |
b. The CIK; | 0000036684 |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-03-27 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-03-27 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.67%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $165,066,957.00 |
b. Excluding the value of any sponsor support: | $165,066,957.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.21%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | COLUMBIA FUNDING COMPANY LLC |
| Item C.2. The title of the issue | COLUMBIA FUNDING COMPANY LLC 144A 4.690000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 19765V2E5 |
| Item C.4. The LEI | 549300O1V8MCLCRCFD82 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US19765V2E55 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-01-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-01-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | COLUMBIA FUNDING COMPANY LLC |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 217 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | NR |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | JP MORGAN SECURITIES LLC |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.69%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $150,015,937.50 |
b. Excluding the value of any sponsor support: | $150,015,937.50 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.19%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CONCORD MINUTEMEN CAPITAL CO LLC SERIES C |
| Item C.2. The title of the issue | CONCORD MINUTEMEN CAPITAL CO LLC 144A 4.730000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 20632CAQ0 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US20632CAQ06 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-07 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-07 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | MIZUHO BANK LTD |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.46%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $117,024,110.19 |
b. Excluding the value of any sponsor support: | $117,024,110.19 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.15%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CONCORD MINUTEMEN CAPITAL CO LLC SERIES C |
| Item C.2. The title of the issue | CONCORD MINUTEMEN CAPITAL CO LLC 144A 4.830000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 20632CBV8 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US20632CBV81 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-25 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-25 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | MIZUHO BANK LTD |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.65%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $167,152,638.00 |
b. Excluding the value of any sponsor support: | $167,152,638.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.21%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CONCORD MINUTEMEN CAPITAL CO LLC SERIES B |
| Item C.2. The title of the issue | CONCORD MINUTEMEN CAPITAL CO LLC 144A 4.630000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 20634PCT1 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US20634PCT12 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-09-22 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-09-22 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | GOLDMAN SACHS INTERNATIONAL |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.63%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $173,022,144.00 |
b. Excluding the value of any sponsor support: | $173,022,144.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.22%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CONCORD MINUTEMEN CAPITAL CO LLC SERIES D |
| Item C.2. The title of the issue | CONCORD MINUTEMEN CAPITAL CO LLC S 144A 4.404000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 2063CPYE1 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US2063CPYE11 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-11-14 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-14 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-14 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | DEUTSCHE BANK AG |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F2 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.40%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $133,204,928.00 |
b. Excluding the value of any sponsor support: | $133,204,928.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.17%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CONSTELLATION FUNDING COMPANY LLC |
| Item C.2. The title of the issue | CONSTELLATION FUNDING COMPANY LLC 144A 4.384000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 21038VT45 |
| Item C.4. The LEI | 98450093F7FC0A704744 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US21038VT456 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-04 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-04 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-04 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | CITIGROUP GLOBAL MARKETS INC |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.38%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $149,908,665.00 |
b. Excluding the value of any sponsor support: | $149,908,665.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.19%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CONSTELLATION FUNDING COMPANY LLC |
| Item C.2. The title of the issue | CONSTELLATION FUNDING COMPANY LLC 144A 4.387000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 21038VT52 |
| Item C.4. The LEI | 98450093F7FC0A704744 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US21038VT522 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-05 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-05 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-05 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | CITIGROUP GLOBAL MARKETS INC |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.39%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $113,916,643.20 |
b. Excluding the value of any sponsor support: | $113,916,643.20 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.15%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) |
| Item C.2. The title of the issue | COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.650000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 21684LJZ6 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US21684LJZ67 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-02-04 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-02-04 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.56%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $148,586,976.45 |
b. Excluding the value of any sponsor support: | $148,586,976.45 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.19%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) |
| Item C.2. The title of the issue | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.620000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 22532XZF8 |
| Item C.4. The LEI | 254900BN8XS34XZDJ223 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US22532XZF85 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-20 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-20 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.38%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $100,011,640.00 |
b. Excluding the value of any sponsor support: | $100,011,640.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) |
| Item C.2. The title of the issue | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.630000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 22532XZT8 |
| Item C.4. The LEI | 254900BN8XS34XZDJ223 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US22532XZT89 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-08-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-08-06 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.43%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $114,041,667.00 |
b. Excluding the value of any sponsor support: | $114,041,667.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.15%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) |
| Item C.2. The title of the issue | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.600000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 22536HYP8 |
| Item C.4. The LEI | 254900BN8XS34XZDJ223 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US22536HYP80 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-07-01 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-01 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-01 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.34%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $125,015,687.50 |
b. Excluding the value of any sponsor support: | $125,015,687.50 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.16%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) |
| Item C.2. The title of the issue | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.430000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 22536JAG0 |
| Item C.4. The LEI | 254900BN8XS34XZDJ223 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US22536JAG04 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-08-26 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-08-26 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-08-26 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.43%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $236,973,266.40 |
b. Excluding the value of any sponsor support: | $236,973,266.40 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.30%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) |
| Item C.2. The title of the issue | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.380000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 22536JAZ8 |
| Item C.4. The LEI | 254900BN8XS34XZDJ223 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US22536JAZ84 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-09-03 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-09-03 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-09-03 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.44%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $78,978,448.80 |
b. Excluding the value of any sponsor support: | $78,978,448.80 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.10%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) |
| Item C.2. The title of the issue | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.430000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 22536JJU0 |
| Item C.4. The LEI | 254900BN8XS34XZDJ223 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US22536JJU07 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-10-30 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-10-30 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-10-30 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.42%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $134,995,261.50 |
b. Excluding the value of any sponsor support: | $134,995,261.50 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.17%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) |
| Item C.2. The title of the issue | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.450000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 22536JJY2 |
| Item C.4. The LEI | 254900BN8XS34XZDJ223 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US22536JJY29 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-07-31 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-31 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-31 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.37%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $100,010,130.00 |
b. Excluding the value of any sponsor support: | $100,010,130.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) |
| Item C.2. The title of the issue | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.470000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 22536JPA7 |
| Item C.4. The LEI | 254900BN8XS34XZDJ223 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US22536JPA78 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-11-24 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-24 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-24 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.43%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $200,037,760.00 |
b. Excluding the value of any sponsor support: | $200,037,760.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.26%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) |
| Item C.2. The title of the issue | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.470000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 22536JPG4 |
| Item C.4. The LEI | 254900BN8XS34XZDJ223 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US22536JPG49 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-12-01 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-12-01 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-12-01 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.43%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $236,048,096.80 |
b. Excluding the value of any sponsor support: | $236,048,096.80 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.30%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH) |
| Item C.2. The title of the issue | CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH) 4.600000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 22536WJD9 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US22536WJD92 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-07-01 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-01 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-01 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.33%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $172,022,944.80 |
b. Excluding the value of any sponsor support: | $172,022,944.80 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.22%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH) |
| Item C.2. The title of the issue | CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH) 4.420000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 22536WLD6 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US22536WLD64 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-10-24 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-10-24 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-10-24 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.45%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $199,965,140.00 |
b. Excluding the value of any sponsor support: | $199,965,140.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.26%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH) |
| Item C.2. The title of the issue | CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH) 4.460000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 22536WLN4 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US22536WLN47 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-12-12 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-12-12 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-12-12 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.44%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $150,009,465.00 |
b. Excluding the value of any sponsor support: | $150,009,465.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.19%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | DZ BANK AG (NEW YORK BRANCH) |
| Item C.2. The title of the issue | DZ BANK AG (NEW YORK BRANCH) 4.420000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 23344JD51 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US23344JD513 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-09-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-09-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-09-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.40%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $188,988,074.10 |
b. Excluding the value of any sponsor support: | $188,988,074.10 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.24%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | DNB BANK ASA (NEW YORK BRANCH) |
| Item C.2. The title of the issue | DNB BANK ASA (NEW YORK BRANCH) 4.400000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 23345HQG6 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US23345HQG64 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-08-28 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-08-28 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-08-28 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.39%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $154,997,256.50 |
b. Excluding the value of any sponsor support: | $154,997,256.50 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.20%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | DANSKE BANK A/S |
| Item C.2. The title of the issue | DANSKE BANK A/S 144A 4.354000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 23636QT22 |
| Item C.4. The LEI | MAES062Z21O4RZ2U7M96 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US23636QT224 |
b. The CIK; | 0001142175 |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.35%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $192,929,960.30 |
b. Excluding the value of any sponsor support: | $192,929,960.30 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.25%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | DANSKE BANK A/S |
| Item C.2. The title of the issue | DANSKE BANK A/S 144A 4.356000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 23636QT30 |
| Item C.4. The LEI | MAES062Z21O4RZ2U7M96 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US23636QT307 |
b. The CIK; | 0001142175 |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-03 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-03 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-03 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.36%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $182,611,573.20 |
b. Excluding the value of any sponsor support: | $182,611,573.20 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.23%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | DEUTSCHE BANK AG (NEW YORK BRANCH) |
| Item C.2. The title of the issue | DEUTSCHE BANK AG (NEW YORK BRANCH) 4.695000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 25152XWR7 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US25152XWR78 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F2 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-11 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-11 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.41%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $40,003,184.00 |
b. Excluding the value of any sponsor support: | $40,003,184.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.05%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | DEUTSCHE BANK AG (NEW YORK BRANCH) |
| Item C.2. The title of the issue | DEUTSCHE BANK AG (NEW YORK BRANCH) 4.580000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 25152XXQ8 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US25152XXQ86 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F2 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-17 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-17 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.50%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $130,009,217.00 |
b. Excluding the value of any sponsor support: | $130,009,217.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.17%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | ECMC GROUP INC ECMCGR_24_2 |
| Item C.2. The title of the issue | ECMC GROUP INC 4.370000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 26828NAC8 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US26828NAC83 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | VMIG1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-06 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2054-12-01 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | ROYAL BANK OF CANADA |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 7 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.37%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $88,900,000.00 |
b. Excluding the value of any sponsor support: | $88,900,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.11%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | ERSTE FINANCE (DELAWARE) LLC |
| Item C.2. The title of the issue | ERSTE FINANCE (DELAWARE) LLC 144A 4.331000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 2960E2T29 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US2960E2T294 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | ERSTE GROUP BANK AG |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.33%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $48,982,311.00 |
b. Excluding the value of any sponsor support: | $48,982,311.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.06%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | FIRST ABU DHABI BANK PJSC |
| Item C.2. The title of the issue | FIRST ABU DHABI BANK PJSC 144A 4.302000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 31849HU18 |
| Item C.4. The LEI | 2138002Y3WMK6RZS8H90 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US31849HU188 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-07-01 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-01 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-01 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.30%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $196,246,672.00 |
b. Excluding the value of any sponsor support: | $196,246,672.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.25%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | FIRST ABU DHABI BANK PJSC |
| Item C.2. The title of the issue | FIRST ABU DHABI BANK PJSC 144A 4.340000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 31849HUV2 |
| Item C.4. The LEI | 2138002Y3WMK6RZS8H90 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US31849HUV22 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-07-29 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-29 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-29 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.34%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $105,233,270.20 |
b. Excluding the value of any sponsor support: | $105,233,270.20 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | GLENCORE FUNDING LLC |
| Item C.2. The title of the issue | GLENCORE FUNDING LLC 144A 4.547000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 37790AT52 |
| Item C.4. The LEI | 213800STG1QDNBY87K49 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US37790AT524 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-2 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-2 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-05 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-05 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-05 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.55%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $266,797,640.70 |
b. Excluding the value of any sponsor support: | $266,797,640.70 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.34%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | HSBC BANK PLC |
| Item C.2. The title of the issue | HSBC BANK PLC 144A 4.700000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 40433FVK2 |
| Item C.4. The LEI | MP6I5ZYZBEU3UXPYFY54 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US40433FVK29 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-01-05 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-01-05 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.62%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $141,070,020.60 |
b. Excluding the value of any sponsor support: | $141,070,020.60 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.18%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | HSBC BANK PLC |
| Item C.2. The title of the issue | HSBC BANK PLC 144A 4.630000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 40433FVL0 |
| Item C.4. The LEI | MP6I5ZYZBEU3UXPYFY54 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US40433FVL02 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-01-28 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-01-28 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.65%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $129,980,123.00 |
b. Excluding the value of any sponsor support: | $129,980,123.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.17%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | HSBC BANK PLC |
| Item C.2. The title of the issue | HSBC BANK PLC 144A 4.630000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 40433FVM8 |
| Item C.4. The LEI | MP6I5ZYZBEU3UXPYFY54 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US40433FVM84 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-02-24 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-02-24 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.68%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $99,963,120.00 |
b. Excluding the value of any sponsor support: | $99,963,120.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | ING US FUNDING LLC |
| Item C.2. The title of the issue | ING US FUNDING LLC 144A 4.590000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 44988GFH6 |
| Item C.4. The LEI | 254900QX5Y2ZDZ6XBT08 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US44988GFH65 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-08-19 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-08-19 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | ING BANK NV |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.50%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $100,020,850.00 |
b. Excluding the value of any sponsor support: | $100,020,850.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | ING US FUNDING LLC |
| Item C.2. The title of the issue | ING US FUNDING LLC 144A 4.570000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 44988GFU7 |
| Item C.4. The LEI | 254900QX5Y2ZDZ6XBT08 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US44988GFU76 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-14 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-14 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | ING BANK NV |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.54%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $150,022,950.00 |
b. Excluding the value of any sponsor support: | $150,022,950.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.19%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | ING US FUNDING LLC |
| Item C.2. The title of the issue | ING US FUNDING LLC (CPIB) 4.580000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 44988KLJ6 |
| Item C.4. The LEI | 254900QX5Y2ZDZ6XBT08 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US44988KLJ69 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-10-03 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-10-03 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | ING BANK NV |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.51%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $140,031,640.00 |
b. Excluding the value of any sponsor support: | $140,031,640.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.18%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | ING US FUNDING LLC |
| Item C.2. The title of the issue | ING US FUNDING LLC (CPIB) 4.580000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 44988KLN7 |
| Item C.4. The LEI | 254900QX5Y2ZDZ6XBT08 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US44988KLN71 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-10-17 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-10-17 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | ING BANK NV |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.52%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $130,027,742.00 |
b. Excluding the value of any sponsor support: | $130,027,742.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.17%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | ING US FUNDING LLC |
| Item C.2. The title of the issue | ING US FUNDING LLC 4.630000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 44988KLX5 |
| Item C.4. The LEI | 254900QX5Y2ZDZ6XBT08 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US44988KLX53 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-02-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-02-06 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.60%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $165,035,937.00 |
b. Excluding the value of any sponsor support: | $165,035,937.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.21%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | IOWA STUDENT LOAN LIQUIDITY CORP |
| Item C.2. The title of the issue | IOWA STUDENT LN LIQUIDITY CORP 4.370000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 462590NM8 |
| Item C.4. The LEI | 549300FO1LWVSZKGJK70 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US462590NM80 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | VMIG1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-06 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2053-03-01 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | ROYAL BANK OF CANADA |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 7 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.37%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $51,837,000.00 |
b. Excluding the value of any sponsor support: | $51,837,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.07%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | JETS STADIUM DEVELOPMENT LLC |
| Item C.2. The title of the issue | JETS STADIUM DEVELOPMENT LLC 4.800000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 477181AJ0 |
| Item C.4. The LEI | 98450040WC73705F8755 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US477181AJ00 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | VMIG1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-06 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2047-04-01 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | JETS STADIUM DEVELOPMENT LLC |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 7 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | Baa2 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | NR |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.80%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $37,555,000.00 |
b. Excluding the value of any sponsor support: | $37,555,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.05%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | JETS STADIUM DEVELOPMENT LLC |
| Item C.2. The title of the issue | JETS STADIUM DEVELOPMENT LLC 4.800000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 477181AK7 |
| Item C.4. The LEI | 98450040WC73705F8755 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US477181AK72 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | VMIG1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-06 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2047-04-01 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | JETS STADIUM DEVELOPMENT LLC |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 7 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | Baa2 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | NR |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.80%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $2,300,000.00 |
b. Excluding the value of any sponsor support: | $2,300,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.00%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | JETS STADIUM DEVELOPMENT LLC |
| Item C.2. The title of the issue | JETS STADIUM DEVELOPMENT LLC 4.800000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 477181AL5 |
| Item C.4. The LEI | 98450040WC73705F8755 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US477181AL55 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | VMIG1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-06 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2047-04-01 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | JETS STADIUM DEVELOPMENT LLC |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 7 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | Baa2 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | NR |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.80%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $32,400,000.00 |
b. Excluding the value of any sponsor support: | $32,400,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.04%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | JETS STADIUM FINANCE ISSUER 2015 LLC |
| Item C.2. The title of the issue | JETS STADIUM FINANCE ISSUER 2015 L 144A 4.800000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 477182AA7 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US477182AA73 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | VMIG1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-06 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2047-04-01 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | JETS STADIUM FINANCE ISSUER 2015 LLC |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 7 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | NR |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.80%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $114,180,000.00 |
b. Excluding the value of any sponsor support: | $114,180,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.15%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | KBC BANK NV |
| Item C.2. The title of the issue | KBC BANK NV 4.430000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 4823TDZC8 |
| Item C.4. The LEI | 6B2PBRV1FCJDMR45RZ53 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US4823TDZC89 |
b. The CIK; | 0001411306 |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-09-05 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-09-05 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-09-05 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.47%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $141,981,256.00 |
b. Excluding the value of any sponsor support: | $141,981,256.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.18%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | KEURIG DR PEPPER INC |
| Item C.2. The title of the issue | KEURIG DR PEPPER INC 144A 4.590000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 49271JT64 |
| Item C.4. The LEI | DYTQ8KRTKO7Y2BVU5K74 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US49271JT647 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-2 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-2 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-06 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-06 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.59%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $236,788,477.50 |
b. Excluding the value of any sponsor support: | $236,788,477.50 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.30%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) |
| Item C.2. The title of the issue | LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 4.500000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 51501YD41 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US51501YD413 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | NR |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-08-14 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-08-14 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-08-14 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.42%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $50,002,795.00 |
b. Excluding the value of any sponsor support: | $50,002,795.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.06%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) |
| Item C.2. The title of the issue | LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 4.420000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 51501YG48 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US51501YG481 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | NR |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-09-03 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-09-03 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-09-03 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.42%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $154,979,664.00 |
b. Excluding the value of any sponsor support: | $154,979,664.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.20%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) |
| Item C.2. The title of the issue | LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 4.360000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 51501YG71 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US51501YG713 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | NR |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-09-04 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-09-04 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-09-04 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.42%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $157,954,180.00 |
b. Excluding the value of any sponsor support: | $157,954,180.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.20%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | LEGACY CAPITAL COMPANY LLC |
| Item C.2. The title of the issue | LEGACY CAPITAL LLC 144A 4.680000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 52473GEH2 |
| Item C.4. The LEI | 549300R17K287CL1GQ68 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US52473GEH20 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-08-11 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-08-11 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | MACQUARIE BANK LTD |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.69%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $86,008,514.00 |
b. Excluding the value of any sponsor support: | $86,008,514.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.11%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | LEGACY CAPITAL COMPANY LLC |
| Item C.2. The title of the issue | LEGACY CAPITAL LLC 144A 4.680000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 52473GEJ8 |
| Item C.4. The LEI | 549300R17K287CL1GQ68 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US52473GEJ85 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-08-18 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-08-18 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | MACQUARIE BANK LTD |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.69%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $83,008,964.00 |
b. Excluding the value of any sponsor support: | $83,008,964.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.11%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | LEGACY CAPITAL COMPANY LLC |
| Item C.2. The title of the issue | LEGACY CAPITAL LLC 144A 4.680000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 52473GEL3 |
| Item C.4. The LEI | 549300R17K287CL1GQ68 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US52473GEL32 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-06 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | MACQUARIE BANK LTD |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.62%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $189,068,051.34 |
b. Excluding the value of any sponsor support: | $189,068,051.34 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.24%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | LEGACY CAPITAL COMPANY LLC |
| Item C.2. The title of the issue | LEGACY CAPITAL LLC 144A 4.730000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 52473GEN9 |
| Item C.4. The LEI | 549300R17K287CL1GQ68 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US52473GEN97 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-02-20 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-02-20 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | MACQUARIE BANK LTD |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.79%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $95,020,330.00 |
b. Excluding the value of any sponsor support: | $95,020,330.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.12%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | LLOYDS BANK PLC |
| Item C.2. The title of the issue | LLOYDS BANK PLC 144A 4.418000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 53943FXV2 |
| Item C.4. The LEI | H7FNTJ4851HG0EXQ1Z70 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US53943FXV20 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-10-29 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-10-29 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-10-29 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.42%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $127,575,006.00 |
b. Excluding the value of any sponsor support: | $127,575,006.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.16%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | LLOYDS BANK PLC |
| Item C.2. The title of the issue | LLOYDS BANK PLC 144A 4.570000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 53944TBC7 |
| Item C.4. The LEI | H7FNTJ4851HG0EXQ1Z70 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US53944TBC71 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-10-15 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-10-15 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.56%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $231,062,370.00 |
b. Excluding the value of any sponsor support: | $231,062,370.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.30%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | LLOYDS BANK PLC |
| Item C.2. The title of the issue | LLOYDS BANK PLC 144A 4.590000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 53944TBD5 |
| Item C.4. The LEI | H7FNTJ4851HG0EXQ1Z70 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US53944TBD54 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-21 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-21 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.57%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $218,021,647.40 |
b. Excluding the value of any sponsor support: | $218,021,647.40 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.28%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH |
| Item C.2. The title of the issue | LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.630000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 53947B2Z2 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US53947B2Z20 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-10 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-10 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.56%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $115,036,179.00 |
b. Excluding the value of any sponsor support: | $115,036,179.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.15%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH |
| Item C.2. The title of the issue | LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.380000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 53947B3J7 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US53947B3J78 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2026-03-26 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-03-26 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-03-26 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.38%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $170,947,280.70 |
b. Excluding the value of any sponsor support: | $170,947,280.70 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.22%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH |
| Item C.2. The title of the issue | LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.780000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 53947B3R9 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US53947B3R94 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-05-27 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-05-27 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.70%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $204,228,888.00 |
b. Excluding the value of any sponsor support: | $204,228,888.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.26%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | MUFG BANK LTD (NEW YORK BRANCH) |
| Item C.2. The title of the issue | MUFG BANK LTD (NEW YORK BRANCH) 4.580000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 55380U6K8 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US55380U6K82 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-20 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-20 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.39%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $100,008,750.00 |
b. Excluding the value of any sponsor support: | $100,008,750.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | MUFG BANK LTD (NEW YORK BRANCH) |
| Item C.2. The title of the issue | MUFG BANK LTD (NEW YORK BRANCH) 4.580000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 55381BBS6 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US55381BBS60 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-07 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-07 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.41%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $175,026,565.00 |
b. Excluding the value of any sponsor support: | $175,026,565.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.22%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | MUFG BANK LTD (NEW YORK BRANCH) |
| Item C.2. The title of the issue | MUFG BANK LTD (NEW YORK BRANCH) 4.570000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 55381BDN5 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US55381BDN55 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-09-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-09-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.51%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $192,030,662.40 |
b. Excluding the value of any sponsor support: | $192,030,662.40 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.25%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | MUFG BANK LTD (NEW YORK BRANCH) |
| Item C.2. The title of the issue | MUFG BANK LTD (NEW YORK BRANCH) 4.520000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 55381BEP9 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US55381BEP94 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-11-18 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-18 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-18 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.45%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $125,007,937.50 |
b. Excluding the value of any sponsor support: | $125,007,937.50 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.16%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | MUFG BANK LTD (NEW YORK BRANCH) |
| Item C.2. The title of the issue | MUFG BANK LTD (NEW YORK BRANCH) 4.370000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 55381BFP8 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US55381BFP85 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-09-09 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-09-09 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-09-09 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.46%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $158,940,629.40 |
b. Excluding the value of any sponsor support: | $158,940,629.40 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.20%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | MUFG BANK LTD (NEW YORK BRANCH) |
| Item C.2. The title of the issue | MUFG BANK LTD (NEW YORK BRANCH) 4.460000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 55381BJK5 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US55381BJK52 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2026-02-27 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-02-27 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-02-27 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.42%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $200,055,820.00 |
b. Excluding the value of any sponsor support: | $200,055,820.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.26%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | MACQUARIE BANK LTD |
| Item C.2. The title of the issue | MACQUARIE BANK LTD 144A 4.429000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 55607KXV3 |
| Item C.4. The LEI | 4ZHCHI4KYZG2WVRT8631 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US55607KXV33 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-10-29 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-10-29 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-10-29 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.43%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $98,129,840.00 |
b. Excluding the value of any sponsor support: | $98,129,840.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | MACQUARIE BANK LTD |
| Item C.2. The title of the issue | MACQUARIE BANK LTD 144A 4.760000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 55607NA91 |
| Item C.4. The LEI | 4ZHCHI4KYZG2WVRT8631 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US55607NA918 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-04-22 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-04-22 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.72%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $123,108,855.00 |
b. Excluding the value of any sponsor support: | $123,108,855.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.16%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | MACQUARIE BANK LTD |
| Item C.2. The title of the issue | MACQUARIE BANK LTD 144A 4.700000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 55607NWX4 |
| Item C.4. The LEI | 4ZHCHI4KYZG2WVRT8631 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US55607NWX47 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-08-22 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-08-22 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.52%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $120,048,612.00 |
b. Excluding the value of any sponsor support: | $120,048,612.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.15%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | MACQUARIE BANK LTD |
| Item C.2. The title of the issue | MACQUARIE BANK LTD 144A 4.600000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 55607NYB0 |
| Item C.4. The LEI | 4ZHCHI4KYZG2WVRT8631 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US55607NYB09 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-08-20 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-08-20 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.52%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $100,018,040.00 |
b. Excluding the value of any sponsor support: | $100,018,040.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | MACQUARIE BANK LTD |
| Item C.2. The title of the issue | MACQUARIE BANK LTD 144A 4.730000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 55607NYM6 |
| Item C.4. The LEI | 4ZHCHI4KYZG2WVRT8631 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US55607NYM63 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-12-11 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-12-11 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.62%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $168,102,328.80 |
b. Excluding the value of any sponsor support: | $168,102,328.80 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.22%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | MACQUARIE BANK LTD |
| Item C.2. The title of the issue | MACQUARIE BANK LTD 144A 4.560000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 55607NYZ7 |
| Item C.4. The LEI | 4ZHCHI4KYZG2WVRT8631 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US55607NYZ76 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-03 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-03 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.69%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $97,995,590.00 |
b. Excluding the value of any sponsor support: | $97,995,590.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | MACQUARIE BANK LTD |
| Item C.2. The title of the issue | MACQUARIE BANK LTD 144A 4.630000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 55607NZP8 |
| Item C.4. The LEI | 4ZHCHI4KYZG2WVRT8631 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US55607NZP85 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-03-23 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-03-23 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.70%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $149,975,400.00 |
b. Excluding the value of any sponsor support: | $149,975,400.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.19%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | MACQUARIE GROUP LTD |
| Item C.2. The title of the issue | MACQUARIE GROUP LTD 4.448000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 55608UUP6 |
| Item C.4. The LEI | ACMHD8HWFMFUIQQ8Y590 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US55608UUP64 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-2 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-07-23 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-23 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-23 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.45%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $70,526,288.00 |
b. Excluding the value of any sponsor support: | $70,526,288.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.09%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | MACQUARIE GROUP LTD |
| Item C.2. The title of the issue | MACQUARIE GROUP LTD 4.452000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 55608UUQ4 |
| Item C.4. The LEI | ACMHD8HWFMFUIQQ8Y590 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US55608UUQ48 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-2 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-07-24 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-24 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-24 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.45%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $99,319,880.00 |
b. Excluding the value of any sponsor support: | $99,319,880.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) |
| Item C.2. The title of the issue | MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.350000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 60683D4S5 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US60683D4S58 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-03 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-03 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-03 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.35%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $399,999,800.00 |
b. Excluding the value of any sponsor support: | $399,999,800.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.51%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) |
| Item C.2. The title of the issue | MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.730000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 60683DB32 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US60683DB325 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-08-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-08-06 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.46%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $192,093,523.20 |
b. Excluding the value of any sponsor support: | $192,093,523.20 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.25%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) |
| Item C.2. The title of the issue | MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.730000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 60683DK99 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US60683DK995 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-12 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-12 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.56%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $170,130,543.00 |
b. Excluding the value of any sponsor support: | $170,130,543.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.22%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) |
| Item C.2. The title of the issue | MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.730000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 60683DYL7 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US60683DYL71 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-01 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-01 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.40%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $150,039,120.00 |
b. Excluding the value of any sponsor support: | $150,039,120.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.19%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | TAXABLE TENDER OPTION BOND SERIES 2020-MIZ9043 TRUST |
| Item C.2. The title of the issue | MIZUHO FLOATER/RESIDUAL TRUSTVARIO 144A 4.450000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 60700HFG9 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US60700HFG92 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-06 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2049-11-01 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | MIZUHO BANK LTD |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 7 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.45%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $28,765,000.00 |
b. Excluding the value of any sponsor support: | $28,765,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.04%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | MIZUHO BANK LTD (NEW YORK BRANCH) |
| Item C.2. The title of the issue | MIZUHO BANK LTD (NEW YORK BRANCH) 4.680000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 60710TB42 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US60710TB421 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-02-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-02-06 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.60%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $100,055,770.00 |
b. Excluding the value of any sponsor support: | $100,055,770.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | MIZUHO BANK LTD (NEW YORK BRANCH) |
| Item C.2. The title of the issue | MIZUHO BANK LTD (NEW YORK BRANCH) 4.600000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 60710TVT5 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US60710TVT59 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-11-07 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-07 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-07 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.46%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $169,021,564.40 |
b. Excluding the value of any sponsor support: | $169,021,564.40 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.22%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | MIZUHO BANK LTD (NEW YORK BRANCH) |
| Item C.2. The title of the issue | MIZUHO BANK LTD (NEW YORK BRANCH) 4.570000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 60710TWG2 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US60710TWG20 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-18 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-18 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.41%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $120,009,684.00 |
b. Excluding the value of any sponsor support: | $120,009,684.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.15%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | MIZUHO BANK LTD (NEW YORK BRANCH) |
| Item C.2. The title of the issue | MIZUHO BANK LTD (NEW YORK BRANCH) 4.580000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 60710TYD7 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US60710TYD70 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-07 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-07 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.43%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $200,032,320.00 |
b. Excluding the value of any sponsor support: | $200,032,320.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.26%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | MIZUHO BANK LTD (NEW YORK BRANCH) |
| Item C.2. The title of the issue | MIZUHO BANK LTD (NEW YORK BRANCH) 4.680000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 60710TZR5 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US60710TZR57 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-01-30 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-01-30 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.59%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $193,111,573.30 |
b. Excluding the value of any sponsor support: | $193,111,573.30 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.25%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | TXBL MUNI FUNDING TRUST VARIOUS STATES |
| Item C.2. The title of the issue | MUNICIPAL FDG TR VAR STS 144A 4.450000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 62630WAK3 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US62630WAK36 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-06 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2028-11-01 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | BARCLAYS BANK PLC |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 7 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.45%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $2,900,000.00 |
b. Excluding the value of any sponsor support: | $2,900,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.00%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | TXBL MUNI FUNDING TRUST VARIOUS STATES |
| Item C.2. The title of the issue | MUNICIPAL FDG TR VAR STS 144A 4.450000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 62630WAS6 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US62630WAS61 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-06 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2047-06-01 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | TXBL MUNI FUNDING TRUST VARIOUS |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 7 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | NR |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.45%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $49,190,000.00 |
b. Excluding the value of any sponsor support: | $49,190,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.06%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | NATIONAL BANK OF CANADA |
| Item C.2. The title of the issue | NATIONAL BANK OF CANADA 144A 4.335000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 63307LTC5 |
| Item C.4. The LEI | BSGEFEIOM18Y80CKCV46 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US63307LTC53 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-12 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-12 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-12 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.34%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $78,876,325.50 |
b. Excluding the value of any sponsor support: | $78,876,325.50 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.10%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | NATIONAL BANK OF CANADA |
| Item C.2. The title of the issue | NATIONAL BANK OF CANADA 144A 4.379000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 63307LXX4 |
| Item C.4. The LEI | BSGEFEIOM18Y80CKCV46 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US63307LXX45 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-10-31 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-10-31 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-10-31 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.38%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $254,595,148.40 |
b. Excluding the value of any sponsor support: | $254,595,148.40 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.33%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | NATIONAL BANK OF CANADA |
| Item C.2. The title of the issue | NATIONAL BANK OF CANADA 144A 4.272000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 63307MB24 |
| Item C.4. The LEI | BSGEFEIOM18Y80CKCV46 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US63307MB246 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2026-02-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-02-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-02-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.27%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $156,262,124.20 |
b. Excluding the value of any sponsor support: | $156,262,124.20 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.20%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | NATIONAL BANK OF CANADA |
| Item C.2. The title of the issue | NATIONAL BANK OF CANADA 144A 4.690000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 63307NLL9 |
| Item C.4. The LEI | BSGEFEIOM18Y80CKCV46 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US63307NLL90 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-08-19 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-08-19 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.48%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $134,062,913.00 |
b. Excluding the value of any sponsor support: | $134,062,913.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.17%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | NATIONAL BANK OF CANADA |
| Item C.2. The title of the issue | NATIONAL BANK OF CANADA 144A 4.660000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 63307NMN4 |
| Item C.4. The LEI | BSGEFEIOM18Y80CKCV46 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US63307NMN48 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-02-04 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-02-04 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.75%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $161,999,676.00 |
b. Excluding the value of any sponsor support: | $161,999,676.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.21%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | NATIONAL BANK OF CANADA |
| Item C.2. The title of the issue | NATIONAL BANK OF CANADA 144A 4.710000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 63307NNP8 |
| Item C.4. The LEI | BSGEFEIOM18Y80CKCV46 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US63307NNP86 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-05-29 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-05-29 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.65%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $100,059,790.00 |
b. Excluding the value of any sponsor support: | $100,059,790.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | NATIONAL FINANCE AUTHORITY NH |
| Item C.2. The title of the issue | NATIONAL FIN AUTH N H INDL DEV 144A 4.520000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 63609FAB5 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US63609FAB58 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-06 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2029-07-01 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | KOOKMIN BANK |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 7 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.52%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $12,500,000.00 |
b. Excluding the value of any sponsor support: | $12,500,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.02%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | NATIXIS (NEW YORK BRANCH) |
| Item C.2. The title of the issue | NATIXIS (NEW YORK BRANCH) 4.380000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 63873TBL1 |
| Item C.4. The LEI | 2549003L5ZG5M2ZSE107 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US63873TBL17 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-09-03 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-09-03 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-09-03 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.42%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $157,962,791.00 |
b. Excluding the value of any sponsor support: | $157,962,791.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.20%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | NATIXIS (NEW YORK BRANCH) |
| Item C.2. The title of the issue | NATIXIS (NEW YORK BRANCH) 4.430000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 63873TCF3 |
| Item C.4. The LEI | 2549003L5ZG5M2ZSE107 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US63873TCF30 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-11-05 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-05 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-05 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.43%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $99,993,660.00 |
b. Excluding the value of any sponsor support: | $99,993,660.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | NORDEA BANK ABP (NEW YORK BRANCH) |
| Item C.2. The title of the issue | NORDEA BANK ABP (NEW YORK BRANCH) 4.710000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 65558WJN9 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US65558WJN92 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-04-28 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-04-28 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.62%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $200,159,560.00 |
b. Excluding the value of any sponsor support: | $200,159,560.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.26%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | NORDEA BANK ABP (NEW YORK BRANCH) |
| Item C.2. The title of the issue | NORDEA BANK ABP (NEW YORK BRANCH) 4.430000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 65558WKM9 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US65558WKM90 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-11-26 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-26 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-26 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.41%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $163,014,653.70 |
b. Excluding the value of any sponsor support: | $163,014,653.70 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.21%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | NORTH TEX HIGHER ED AUTH INC TEX |
| Item C.2. The title of the issue | NORTH TEX HIGHER ED AUTH INC TEX 4.370000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 662826FR2 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US662826FR29 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | VMIG1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-06 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2053-12-01 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | ROYAL BANK OF CANADA |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 7 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.37%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $34,700,000.00 |
b. Excluding the value of any sponsor support: | $34,700,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.04%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | NORTHERN TRUST COMPANY (THE) |
| Item C.2. The title of the issue | NORTHERN TRUST COMPANY (THE) 4.530000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 66585QDT0 |
| Item C.4. The LEI | 6PTKHDJ8HDUF78PFWH30 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US66585QDT04 |
b. The CIK; | 0000919972 |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-10-15 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-10-15 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-10-15 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.45%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $185,003,071.00 |
b. Excluding the value of any sponsor support: | $185,003,071.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.24%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | OLD LINE FUNDING LLC |
| Item C.2. The title of the issue | OLD LINE FUNDING LLC 144A 4.560000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 67985FFF6 |
| Item C.4. The LEI | 5493004QSN8OZAIU2J90 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US67985FFF62 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-08-20 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-08-20 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | ROYAL BANK OF CANADA |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.53%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $145,011,791.40 |
b. Excluding the value of any sponsor support: | $145,011,791.40 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.19%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) |
| Item C.2. The title of the issue | OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.570000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 69033NFB6 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US69033NFB64 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-10 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-10 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.52%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $170,034,646.00 |
b. Excluding the value of any sponsor support: | $170,034,646.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.22%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) |
| Item C.2. The title of the issue | OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.730000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 69033NGJ8 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US69033NGJ81 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-04-24 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-04-24 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.63%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $85,119,425.00 |
b. Excluding the value of any sponsor support: | $85,119,425.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.11%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | OVERWATCH ALPHA FUNDING LLC |
| Item C.2. The title of the issue | OVERWATCH ALPHA FUNDING LLC 144A 4.349000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 69039TT22 |
| Item C.4. The LEI | 254900B3TINYQPJOZP37 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US69039TT220 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | BANK OF NOVA SCOTIA |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.35%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $252,908,312.80 |
b. Excluding the value of any sponsor support: | $252,908,312.80 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.32%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | PODIUM FUNDING TRUST |
| Item C.2. The title of the issue | PODIUM FUNDING TRUST 144A 4.560000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 73044BDC1 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US73044BDC19 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-09-04 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-09-04 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | BANK OF MONTREAL |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.52%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $99,010,484.10 |
b. Excluding the value of any sponsor support: | $99,010,484.10 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | PRUDENTIAL FINANCIAL INC |
| Item C.2. The title of the issue | PRUDENTIAL FINANCIAL INC 144A 4.446000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 74432JT35 |
| Item C.4. The LEI | 5PRBRS5FEH7NREC8OR45 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US74432JT353 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-2 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-03 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-03 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-03 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.45%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $246,877,982.00 |
b. Excluding the value of any sponsor support: | $246,877,982.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.32%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | RANGER FUNDING COMPANY LLC |
| Item C.2. The title of the issue | RANGER FUNDING COMPANY LLC 144A 4.441000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 75300AW44 |
| Item C.4. The LEI | 98450051F658C0AS7E68 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US75300AW446 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-09-04 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-09-04 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-09-04 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | MERRILL LYNCH INTERNATIONAL |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.44%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $163,025,527.50 |
b. Excluding the value of any sponsor support: | $163,025,527.50 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.21%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | RIDGEFIELD FUNDING COMPANY LLC |
| Item C.2. The title of the issue | RIDGEFIELD FUNDING COMPANY LLC 144A 4.399000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 76582JYK4 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US76582JYK41 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-11-19 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-19 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-19 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | BNP PARIBAS SA |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.40%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $150,342,312.85 |
b. Excluding the value of any sponsor support: | $150,342,312.85 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.19%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | ROYAL BANK OF CANADA |
| Item C.2. The title of the issue | ROYAL BANK OF CANADA 144A 4.340000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 78013VY71 |
| Item C.4. The LEI | ES7IP3U3RHIGC71XBU11 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US78013VY717 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-11-07 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-07 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-07 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.34%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $49,029,530.00 |
b. Excluding the value of any sponsor support: | $49,029,530.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.06%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | ROYAL BANK OF CANADA |
| Item C.2. The title of the issue | ROYAL BANK OF CANADA 144A 4.183000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 78013WET3 |
| Item C.4. The LEI | ES7IP3U3RHIGC71XBU11 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US78013WET36 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2026-05-27 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-05-27 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-05-27 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.18%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $95,794,230.00 |
b. Excluding the value of any sponsor support: | $95,794,230.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.12%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | ROYAL BANK OF CANADA |
| Item C.2. The title of the issue | ROYAL BANK OF CANADA 144A 4.670000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 78014XPE1 |
| Item C.4. The LEI | ES7IP3U3RHIGC71XBU11 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US78014XPE12 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-01-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-01-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.58%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $159,076,924.20 |
b. Excluding the value of any sponsor support: | $159,076,924.20 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.20%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | ROYAL BANK OF CANADA |
| Item C.2. The title of the issue | ROYAL BANK OF CANADA 144A 4.710000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 78014XQF7 |
| Item C.4. The LEI | ES7IP3U3RHIGC71XBU11 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US78014XQF77 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-05-01 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-05-01 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.64%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $170,097,818.00 |
b. Excluding the value of any sponsor support: | $170,097,818.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.22%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | ROYAL BANK OF CANADA (NEW YORK BRANCH) |
| Item C.2. The title of the issue | ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.550000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 78015J2L0 |
| Item C.4. The LEI | 549300HXQQQCCUBS2Z23 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US78015J2L00 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-11-07 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-07 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-07 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.42%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $165,012,012.00 |
b. Excluding the value of any sponsor support: | $165,012,012.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.21%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | ROYAL BANK OF CANADA (NEW YORK BRANCH) |
| Item C.2. The title of the issue | ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.680000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 78015J6U6 |
| Item C.4. The LEI | 549300HXQQQCCUBS2Z23 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US78015J6U62 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-12-05 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-12-05 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.58%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $117,059,237.10 |
b. Excluding the value of any sponsor support: | $117,059,237.10 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.15%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | ROYAL BANK OF CANADA (NEW YORK BRANCH) |
| Item C.2. The title of the issue | ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.610000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 78015JE45 |
| Item C.4. The LEI | 549300HXQQQCCUBS2Z23 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US78015JE453 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-04-07 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-04-07 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.63%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $139,974,100.00 |
b. Excluding the value of any sponsor support: | $139,974,100.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.18%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | ROYAL BANK OF CANADA (NEW YORK BRANCH) |
| Item C.2. The title of the issue | ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.710000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 78015JFC6 |
| Item C.4. The LEI | 549300HXQQQCCUBS2Z23 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US78015JFC62 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-05-05 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-05-05 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.65%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $150,084,690.00 |
b. Excluding the value of any sponsor support: | $150,084,690.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.19%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | ROYAL BANK OF CANADA (NEW YORK BRANCH) |
| Item C.2. The title of the issue | ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.680000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 78015JSF5 |
| Item C.4. The LEI | 549300HXQQQCCUBS2Z23 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US78015JSF56 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-10 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-10 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.46%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $173,037,990.80 |
b. Excluding the value of any sponsor support: | $173,037,990.80 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.22%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | ROYAL BANK OF CANADA (NEW YORK BRANCH) |
| Item C.2. The title of the issue | ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.500000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 78015JWX1 |
| Item C.4. The LEI | 549300HXQQQCCUBS2Z23 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US78015JWX17 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-10-07 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-10-07 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-10-07 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.43%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $99,977,410.00 |
b. Excluding the value of any sponsor support: | $99,977,410.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | SKANDINAVISKA ENSKILDA BANKEN AB |
| Item C.2. The title of the issue | SKANDINAVISKA ENSKILDA BANKEN AB 144A 4.580000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 83050WNX8 |
| Item C.4. The LEI | F3JS33DEI6XQ4ZBPTN86 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US83050WNX82 |
b. The CIK; | 0001534653 |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-10-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-10-06 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.47%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $144,051,408.00 |
b. Excluding the value of any sponsor support: | $144,051,408.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.18%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | SKANDINAVISKA ENSKILDA BANKEN AB |
| Item C.2. The title of the issue | SKANDINAVISKA ENSKILDA BANKEN AB 144A 4.510000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 83050WPF5 |
| Item C.4. The LEI | F3JS33DEI6XQ4ZBPTN86 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US83050WPF58 |
b. The CIK; | 0001534653 |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-08-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-08-06 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.45%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $29,002,685.40 |
b. Excluding the value of any sponsor support: | $29,002,685.40 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.04%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) |
| Item C.2. The title of the issue | SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 4.420000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 83050YDZ0 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US83050YDZ07 |
b. The CIK; | 0001534653 |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-11-24 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-24 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-24 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.41%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $200,004,720.00 |
b. Excluding the value of any sponsor support: | $200,004,720.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.26%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | SOCIETE GENERALE SA |
| Item C.2. The title of the issue | SOCIETE GENERALE SA 144A 4.424000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 83369BX76 |
| Item C.4. The LEI | O2RNE8IBXP4R0TD8PU41 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US83369BX769 |
b. The CIK; | 0000865845 |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-10-07 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-10-07 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-10-07 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.42%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $196,805,220.00 |
b. Excluding the value of any sponsor support: | $196,805,220.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.25%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | STANDARD CHARTERED BANK (NEW YORK BRANCH) |
| Item C.2. The title of the issue | STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.600000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 85325VPA2 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US85325VPA25 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-07-01 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-01 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-01 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.42%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $172,008,754.80 |
b. Excluding the value of any sponsor support: | $172,008,754.80 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.22%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | STANDARD CHARTERED BANK (NEW YORK BRANCH) |
| Item C.2. The title of the issue | STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.730000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 85325VPH7 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US85325VPH77 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-06 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.38%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $203,312,620.00 |
b. Excluding the value of any sponsor support: | $203,312,620.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.26%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | STANDARD CHARTERED BANK (NEW YORK BRANCH) |
| Item C.2. The title of the issue | STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.630000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 85325VQD5 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US85325VQD54 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-09-30 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-09-30 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.50%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $200,085,780.00 |
b. Excluding the value of any sponsor support: | $200,085,780.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.26%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | STANDARD CHARTERED BANK (NEW YORK BRANCH) |
| Item C.2. The title of the issue | STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.500000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 85325VQF0 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US85325VQF03 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-10-07 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-10-07 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-10-07 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.50%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $199,940,420.00 |
b. Excluding the value of any sponsor support: | $199,940,420.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.26%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | STANDARD CHARTERED BANK (NEW YORK BRANCH) |
| Item C.2. The title of the issue | STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.700000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 85325VQM5 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US85325VQM53 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-01-28 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-01-28 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.44%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $175,295,750.00 |
b. Excluding the value of any sponsor support: | $175,295,750.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.22%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | STANDARD CHARTERED BANK (NEW YORK BRANCH) |
| Item C.2. The title of the issue | STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.670000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 85325VQQ6 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US85325VQQ67 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2026-02-12 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-02-12 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-02-12 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.45%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $152,165,619.20 |
b. Excluding the value of any sponsor support: | $152,165,619.20 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.20%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | STATE STREET BANK AND TRUST COMPANY |
| Item C.2. The title of the issue | STATE STREET BANK AND TRUST COMPANY 4.650000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 8574P1PH3 |
| Item C.4. The LEI | 571474TGEMMWANRLN572 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US8574P1PH36 |
b. The CIK; | 0001145958 |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-12 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-12 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.59%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $200,053,020.00 |
b. Excluding the value of any sponsor support: | $200,053,020.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.26%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) |
| Item C.2. The title of the issue | SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.590000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 86565GGT1 |
| Item C.4. The LEI | 549300MS3WYYVQ4HXM15 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US86565GGT13 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-10 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-10 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.44%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $96,004,214.40 |
b. Excluding the value of any sponsor support: | $96,004,214.40 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.12%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) |
| Item C.2. The title of the issue | SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.540000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 86565GHC7 |
| Item C.4. The LEI | 549300MS3WYYVQ4HXM15 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US86565GHC78 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-16 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-16 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-16 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.39%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $100,002,720.00 |
b. Excluding the value of any sponsor support: | $100,002,720.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) |
| Item C.2. The title of the issue | SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.600000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 86565GJA9 |
| Item C.4. The LEI | 549300MS3WYYVQ4HXM15 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US86565GJA94 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-03 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-03 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.45%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $200,028,240.00 |
b. Excluding the value of any sponsor support: | $200,028,240.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.26%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) |
| Item C.2. The title of the issue | SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.580000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 86565GJC5 |
| Item C.4. The LEI | 549300MS3WYYVQ4HXM15 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US86565GJC50 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-07 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-07 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.45%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $150,020,310.00 |
b. Excluding the value of any sponsor support: | $150,020,310.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.19%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) |
| Item C.2. The title of the issue | SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.660000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 86565GKJ8 |
| Item C.4. The LEI | 549300MS3WYYVQ4HXM15 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US86565GKJ84 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-01-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-01-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.58%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $163,075,224.50 |
b. Excluding the value of any sponsor support: | $163,075,224.50 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.21%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) |
| Item C.2. The title of the issue | SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.580000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 86565GKU3 |
| Item C.4. The LEI | 549300MS3WYYVQ4HXM15 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US86565GKU30 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-19 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-19 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.56%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $61,006,893.00 |
b. Excluding the value of any sponsor support: | $61,006,893.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.08%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) |
| Item C.2. The title of the issue | SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.630000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 86565GLB4 |
| Item C.4. The LEI | 549300MS3WYYVQ4HXM15 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US86565GLB40 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-02-27 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-02-27 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.65%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $200,096,200.00 |
b. Excluding the value of any sponsor support: | $200,096,200.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.26%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) |
| Item C.2. The title of the issue | SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.420000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 86565GLC2 |
| Item C.4. The LEI | 549300MS3WYYVQ4HXM15 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US86565GLC23 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2026-02-27 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-02-27 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-02-27 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.48%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $132,893,666.50 |
b. Excluding the value of any sponsor support: | $132,893,666.50 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.17%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) |
| Item C.2. The title of the issue | SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.360000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 86565GLV0 |
| Item C.4. The LEI | 549300MS3WYYVQ4HXM15 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US86565GLV04 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-12-12 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-12-12 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-12-12 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.46%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $156,877,948.20 |
b. Excluding the value of any sponsor support: | $156,877,948.20 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.20%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) |
| Item C.2. The title of the issue | SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.430000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 86565GMD9 |
| Item C.4. The LEI | 549300MS3WYYVQ4HXM15 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US86565GMD96 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-12-18 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-12-18 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-12-18 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.47%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $149,938,425.00 |
b. Excluding the value of any sponsor support: | $149,938,425.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.19%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) |
| Item C.2. The title of the issue | SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.680000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 86959TGN0 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US86959TGN00 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-08-21 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-08-21 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.45%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $137,070,883.80 |
b. Excluding the value of any sponsor support: | $137,070,883.80 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.18%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) |
| Item C.2. The title of the issue | SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.660000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 86959TKE5 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US86959TKE54 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-01-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-01-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.55%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $222,145,299.00 |
b. Excluding the value of any sponsor support: | $222,145,299.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.28%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) |
| Item C.2. The title of the issue | SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.590000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 86959TLF1 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US86959TLF11 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-02-20 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-02-20 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.60%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $74,995,785.00 |
b. Excluding the value of any sponsor support: | $74,995,785.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.10%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) |
| Item C.2. The title of the issue | SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.570000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 86959TLM6 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US86959TLM61 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-03-04 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-03-04 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.60%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $159,959,616.00 |
b. Excluding the value of any sponsor support: | $159,959,616.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.21%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) |
| Item C.2. The title of the issue | SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.730000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 86959TMU7 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US86959TMU78 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-04-10 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-04-10 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.62%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $100,098,180.00 |
b. Excluding the value of any sponsor support: | $100,098,180.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) |
| Item C.2. The title of the issue | SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.730000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 86959TNF9 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US86959TNF92 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-04-22 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-04-22 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.62%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $100,098,300.00 |
b. Excluding the value of any sponsor support: | $100,098,300.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) |
| Item C.2. The title of the issue | SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.710000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 86959TNL6 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US86959TNL60 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-04-30 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-04-30 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.62%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $100,079,250.00 |
b. Excluding the value of any sponsor support: | $100,079,250.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) |
| Item C.2. The title of the issue | SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.405000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 86959TNM4 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US86959TNM44 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-10-28 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-10-28 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-10-28 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.39%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $149,998,020.00 |
b. Excluding the value of any sponsor support: | $149,998,020.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.19%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) |
| Item C.2. The title of the issue | SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.435000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 86959TNX0 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US86959TNX09 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-11-28 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-28 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-28 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.42%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $175,013,107.50 |
b. Excluding the value of any sponsor support: | $175,013,107.50 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.22%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | SVENSKA HANDELSBANKEN AB |
| Item C.2. The title of the issue | SVENSKA HANDELSBANKEN AB 144A 4.590000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 86960LKR0 |
| Item C.4. The LEI | NHBDILHZTYCNBV5UYZ31 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US86960LKR05 |
b. The CIK; | 0001448613 |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-18 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-18 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.44%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $100,020,420.00 |
b. Excluding the value of any sponsor support: | $100,020,420.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | SWEDBANK AB |
| Item C.2. The title of the issue | SWEDBANK AB 144A 4.650000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 87020YDP0 |
| Item C.4. The LEI | M312WZV08Y7LYUC71685 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US87020YDP07 |
b. The CIK; | 0001633050 |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-01-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-01-06 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.62%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $125,082,750.00 |
b. Excluding the value of any sponsor support: | $125,082,750.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.16%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | SWEDBANK AB |
| Item C.2. The title of the issue | SWEDBANK AB 144A 4.720000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 87020YFB9 |
| Item C.4. The LEI | M312WZV08Y7LYUC71685 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US87020YFB92 |
b. The CIK; | 0001633050 |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-04-27 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-04-27 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.62%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $97,086,873.20 |
b. Excluding the value of any sponsor support: | $97,086,873.20 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.12%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CALIFORNIA STATE UNIVERSITY |
| Item C.2. The title of the issue | TENDER OPT BD TR RCPTS / CTFS 144A 4.510000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 88034YFU9 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US88034YFU91 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-06 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2052-11-01 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | JPMORGAN CHASE BANK NA |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 7 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.51%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $2,000,000.00 |
b. Excluding the value of any sponsor support: | $2,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.00%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | TORONTO-DOMINION BANK (NEW YORK BRANCH) |
| Item C.2. The title of the issue | TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.100000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 89115BUR9 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US89115BUR94 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-08-25 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-08-25 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-08-25 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.45%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $186,203,651.40 |
b. Excluding the value of any sponsor support: | $186,203,651.40 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.24%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | TORONTO-DOMINION BANK (NEW YORK BRANCH) |
| Item C.2. The title of the issue | TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.780000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 89115D3C8 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US89115D3C81 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-05-04 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-05-04 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.64%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $125,190,587.50 |
b. Excluding the value of any sponsor support: | $125,190,587.50 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.16%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | TORONTO-DOMINION BANK (NEW YORK BRANCH) |
| Item C.2. The title of the issue | TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.800000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 89115D5L6 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US89115D5L62 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-05-22 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-05-22 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.65%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $109,185,581.22 |
b. Excluding the value of any sponsor support: | $109,185,581.22 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.14%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | TORONTO-DOMINION BANK (NEW YORK BRANCH) |
| Item C.2. The title of the issue | TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.780000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 89115DAL0 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US89115DAL01 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-04-28 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-04-28 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.65%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $125,141,275.00 |
b. Excluding the value of any sponsor support: | $125,141,275.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.16%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | TORONTO-DOMINION BANK (NEW YORK BRANCH) |
| Item C.2. The title of the issue | TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.500000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 89115DAT3 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US89115DAT37 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-10-07 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-10-07 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-10-07 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.47%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $139,951,854.00 |
b. Excluding the value of any sponsor support: | $139,951,854.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.18%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | TORONTO-DOMINION BANK (NEW YORK BRANCH) |
| Item C.2. The title of the issue | TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.445000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 89115DDT0 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US89115DDT00 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-08-07 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-08-07 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.45%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $100,025,100.00 |
b. Excluding the value of any sponsor support: | $100,025,100.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | TORONTO-DOMINION BANK (NEW YORK BRANCH) |
| Item C.2. The title of the issue | TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.620000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 89115DL38 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US89115DL381 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-10-01 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-10-01 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.52%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $200,059,680.00 |
b. Excluding the value of any sponsor support: | $200,059,680.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.26%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | TORONTO-DOMINION BANK (NEW YORK BRANCH) |
| Item C.2. The title of the issue | TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.500000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 89115DRX6 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US89115DRX65 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2026-02-20 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-02-20 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-02-20 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.40%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $120,038,736.00 |
b. Excluding the value of any sponsor support: | $120,038,736.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.15%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | TORONTO-DOMINION BANK (NEW YORK BRANCH) |
| Item C.2. The title of the issue | TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.610000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 89115DUF1 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US89115DUF13 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-04-13 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-04-13 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.64%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $124,958,300.00 |
b. Excluding the value of any sponsor support: | $124,958,300.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.16%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | TORONTO-DOMINION BANK (NEW YORK BRANCH) |
| Item C.2. The title of the issue | TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.420000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 89115DZE9 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US89115DZE92 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-07-03 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-03 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-03 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.39%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $200,153,260.00 |
b. Excluding the value of any sponsor support: | $200,153,260.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.26%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | TORONTO-DOMINION BANK (NEW YORK BRANCH) |
| Item C.2. The title of the issue | TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.700000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 89115DZS8 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US89115DZS88 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-08-08 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-08-08 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.45%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $139,066,108.40 |
b. Excluding the value of any sponsor support: | $139,066,108.40 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.18%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | TOYOTA MOTOR CREDIT CORP |
| Item C.2. The title of the issue | TOYOTA MOTOR CREDIT CORP 5.090000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 89233BEH6 |
| Item C.4. The LEI | Z2VZBHUMB7PWWJ63I008 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US89233BEH69 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | (P)P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-29 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-29 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.56%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $175,014,350.00 |
b. Excluding the value of any sponsor support: | $175,014,350.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.22%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | TOYOTA MOTOR CREDIT CORP |
| Item C.2. The title of the issue | TOYOTA MOTOR CREDIT CORP. 4.345000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 89233GU79 |
| Item C.4. The LEI | Z2VZBHUMB7PWWJ63I008 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US89233GU790 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | (P)P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-07-07 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-07 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-07 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.35%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $99,541,330.00 |
b. Excluding the value of any sponsor support: | $99,541,330.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | TOYOTA MOTOR CREDIT CORP |
| Item C.2. The title of the issue | TOYOTA MOTOR CREDIT CORP 4.670000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 89236TMG7 |
| Item C.4. The LEI | Z2VZBHUMB7PWWJ63I008 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US89236TMG75 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
If Other Instrument, include a brief description | Floating/Adjustable Rate Bank Note |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | A+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | A1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-10 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-10 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.54%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $167,004,819.62 |
b. Excluding the value of any sponsor support: | $167,004,819.62 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.21%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | TOYOTA MOTOR CREDIT CORP |
| Item C.2. The title of the issue | TOYOTA MOTOR CREDIT CORP MTN 4.983000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 89236TMM4 |
| Item C.4. The LEI | Z2VZBHUMB7PWWJ63I008 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US89236TMM44 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
If Other Instrument, include a brief description | Floating/Adjustable Rate Bank Note |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | A+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | A1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-09-17 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-09-17 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.63%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $157,226,728.72 |
b. Excluding the value of any sponsor support: | $157,226,728.72 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.20%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | TOYOTA MOTOR CREDIT CORP |
| Item C.2. The title of the issue | TOYOTA MOTOR CREDIT CORP MTN 4.983000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 89236TMX0 |
| Item C.4. The LEI | Z2VZBHUMB7PWWJ63I008 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US89236TMX09 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
If Other Instrument, include a brief description | Floating/Adjustable Rate Bank Note |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | A+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | A1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-12-09 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-12-09 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.69%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $131,000,226.63 |
b. Excluding the value of any sponsor support: | $131,000,226.63 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.17%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | TOYOTA MOTOR CREDIT CORP |
| Item C.2. The title of the issue | TOYOTA MOTOR CREDIT CORP MTN 4.877000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 89236TND3 |
| Item C.4. The LEI | Z2VZBHUMB7PWWJ63I008 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US89236TND36 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
If Other Instrument, include a brief description | Floating/Adjustable Rate Bank Note |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | A+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | A1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-02-24 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-02-24 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.71%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $120,545,308.97 |
b. Excluding the value of any sponsor support: | $120,545,308.97 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.15%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | TOYOTA FINANCE AUSTRALIA LTD |
| Item C.2. The title of the issue | TOYOTA FINANCE AUSTRALIA LTD 4.347000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 89237DT41 |
| Item C.4. The LEI | 3UKPTDP5PGQRH8AUK042 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US89237DT410 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-04 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-04 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-04 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.35%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $72,955,922.60 |
b. Excluding the value of any sponsor support: | $72,955,922.60 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.09%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | UBS AG (LONDON BRANCH) |
| Item C.2. The title of the issue | UBS AG (LONDON BRANCH) 144A 4.665000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 90276JWZ5 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US90276JWZ55 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-10 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-10 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.57%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $219,067,938.18 |
b. Excluding the value of any sponsor support: | $219,067,938.18 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.28%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | UBS AG (LONDON BRANCH) |
| Item C.2. The title of the issue | UBS AG (LONDON BRANCH) 144A 4.660000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 90276JXT8 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US90276JXT86 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-03-03 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-03-03 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.66%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $193,009,555.43 |
b. Excluding the value of any sponsor support: | $193,009,555.43 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.25%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | UBS AG (LONDON BRANCH) |
| Item C.2. The title of the issue | UBS AG (LONDON BRANCH) 144A 4.652000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 90276JYB6 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US90276JYB69 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-03-25 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-03-25 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.67%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $149,989,867.50 |
b. Excluding the value of any sponsor support: | $149,989,867.50 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.19%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | UBS AG (LONDON BRANCH) |
| Item C.2. The title of the issue | UBS AG (LONDON BRANCH) 144A 4.646000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 90276JYD2 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US90276JYD26 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-03-31 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-03-31 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.67%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $106,992,391.23 |
b. Excluding the value of any sponsor support: | $106,992,391.23 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.14%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | UBS AG (LONDON BRANCH) |
| Item C.2. The title of the issue | UBS AG (LONDON BRANCH) 144A 4.775000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 90276JYF7 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US90276JYF73 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-04-14 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-04-14 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.68%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $142,105,182.24 |
b. Excluding the value of any sponsor support: | $142,105,182.24 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.18%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | UBS AG (LONDON BRANCH) |
| Item C.2. The title of the issue | UBS AG (LONDON BRANCH) 144A 4.701000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 90276JYH3 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US90276JYH30 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-05-01 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-05-01 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.70%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $125,042,381.25 |
b. Excluding the value of any sponsor support: | $125,042,381.25 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.16%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | UNITEDHEALTH GROUP INC |
| Item C.2. The title of the issue | UNITEDHEALTH GROUP INC 144A 4.354000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 91058TT22 |
| Item C.4. The LEI | 549300GHBMY8T5GXDE41 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US91058TT222 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.35%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $308,887,863.90 |
b. Excluding the value of any sponsor support: | $308,887,863.90 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.40%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | UNITEDHEALTH GROUP INC |
| Item C.2. The title of the issue | UNITEDHEALTH GROUP INC 144A 4.409000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 91058TTG1 |
| Item C.4. The LEI | 549300GHBMY8T5GXDE41 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US91058TTG12 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-16 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-16 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-16 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.41%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $299,375,430.00 |
b. Excluding the value of any sponsor support: | $299,375,430.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.38%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | UNITED STATES TREASURY |
| Item C.2. The title of the issue | TREASURY FLOATING RATE NOTE 4.426000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 91282CHS3 |
| Item C.4. The LEI | 254900HROIFWPRGM1V77 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US91282CHS35 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | AA+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | Aa1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | AA+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-31 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-31 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.31%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $182,017,766.84 |
b. Excluding the value of any sponsor support: | $182,017,766.84 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.23%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | UNITED STATES TREASURY |
| Item C.2. The title of the issue | TREASURY FLOATING RATE NOTE 4.471000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 91282CJD4 |
| Item C.4. The LEI | 254900HROIFWPRGM1V77 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US91282CJD48 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | AA+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | Aa1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | AA+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-10-31 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-10-31 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.33%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $304,154,039.84 |
b. Excluding the value of any sponsor support: | $304,154,039.84 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.39%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | UNITED STATES TREASURY |
| Item C.2. The title of the issue | TREASURY FLOATING RATE NOTE 4.451000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 91282CKM2 |
| Item C.4. The LEI | 254900HROIFWPRGM1V77 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US91282CKM28 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | AA+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | Aa1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | AA+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-04-30 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-04-30 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.37%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $182,119,786.94 |
b. Excluding the value of any sponsor support: | $182,119,786.94 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.23%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | VW CREDIT INC |
| Item C.2. The title of the issue | VW CREDIT INC 144A 4.610000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 91842JTS8 |
| Item C.4. The LEI | 549300UUPJ2NXDB68M19 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US91842JTS86 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-2 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-2 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-26 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-26 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-26 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.61%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $145,495,248.80 |
b. Excluding the value of any sponsor support: | $145,495,248.80 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.19%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | VERTO CAPITAL I-B LLC |
| Item C.2. The title of the issue | VERTO CAPITAL I-B LLC 144A 0.000000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 92543VT28 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US92543VT285 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | SOCIETE GENERALE SA |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 0.00%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $419,847,792.00 |
b. Excluding the value of any sponsor support: | $419,847,792.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.54%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | VERTO CAPITAL I-B LLC |
| Item C.2. The title of the issue | VERTO CAPITAL I-B LLC 144A 4.405000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 92543VVM1 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US92543VVM17 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-08-21 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-08-21 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-08-21 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | SOCIETE GENERALE SA |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.41%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $226,674,115.70 |
b. Excluding the value of any sponsor support: | $226,674,115.70 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.29%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | VERTO CAPITAL I-A LLC |
| Item C.2. The title of the issue | VERTO CAPITAL I-A LLC 144A 4.405000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 92544KVL6 |
| Item C.4. The LEI | 254900ANIP6J04OFNA54 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US92544KVL69 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-08-20 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-08-20 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-08-20 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | UBS AG |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.41%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $181,163,979.30 |
b. Excluding the value of any sponsor support: | $181,163,979.30 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.23%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | VERTO CAPITAL I-A LLC |
| Item C.2. The title of the issue | VERTO CAPITAL I-A LLC 144A 4.480000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 92544M2A8 |
| Item C.4. The LEI | 254900ANIP6J04OFNA54 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US92544M2A81 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-14 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-14 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | VERTO CAPITAL I-A LLC |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 45 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | NR |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | UBS AG |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.41%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $572,048,276.80 |
b. Excluding the value of any sponsor support: | $572,048,276.80 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.73%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | WASHINGTON MORGAN CAPITAL COMPANY LLC |
| Item C.2. The title of the issue | WASHINGTON MORGAN CAPITAL COMPANY 144A 4.680000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 93930N3D9 |
| Item C.4. The LEI | 2549001B50UEKC5ND641 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US93930N3D93 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-12-19 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-12-19 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | GOLDMAN SACHS & CO LLC |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.67%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $76,001,444.00 |
b. Excluding the value of any sponsor support: | $76,001,444.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.10%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | WASHINGTON MORGAN CAPITAL COMPANY LLC |
| Item C.2. The title of the issue | WASHINGTON MORGAN CAP 144A 4.630000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 93930N3F4 |
| Item C.4. The LEI | 2549001B50UEKC5ND641 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US93930N3F42 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-09-22 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-09-22 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | GOLDMAN SACHS & CO LLC |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.66%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $200,007,000.00 |
b. Excluding the value of any sponsor support: | $200,007,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.26%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | WASHINGTON MORGAN CAPITAL COMPANY LLC |
| Item C.2. The title of the issue | WASHINGTON MORGAN CAP 144A 4.730000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 93930N3G2 |
| Item C.4. The LEI | 2549001B50UEKC5ND641 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US93930N3G25 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-11-03 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-11-03 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
a. The identity of the Guarantor(s) | GOLDMAN SACHS & CO LLC |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor | 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.65%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $129,057,147.00 |
b. Excluding the value of any sponsor support: | $129,057,147.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.17%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | WESTPAC BANKING CORP |
| Item C.2. The title of the issue | WESTPAC BANKING CORP 144A 4.670000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 9612C47J4 |
| Item C.4. The LEI | EN5TNI6CI43VEPAMHL14 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US9612C47J45 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-04-30 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-04-30 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.62%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $100,044,200.00 |
b. Excluding the value of any sponsor support: | $100,044,200.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | WESTPAC BANKING CORPORATION (NEW YORK BRANCH) |
| Item C.2. The title of the issue | WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 4.610000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 96130AYM4 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US96130AYM43 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-10-20 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-10-20 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.52%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $173,060,048.30 |
b. Excluding the value of any sponsor support: | $173,060,048.30 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.22%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | WESTPAC BANKING CORPORATION (NEW YORK BRANCH) |
| Item C.2. The title of the issue | WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 4.460000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 96130AYU6 |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US96130AYU68 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2026-01-23 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2026-01-23 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2026-01-23 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.37%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $100,015,110.00 |
b. Excluding the value of any sponsor support: | $100,015,110.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | MIZUHO SECURITIES USA LLC |
| Item C.2. The title of the issue | TRI-PARTY MIZUHO SECURITIES USA LLC 4.480000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | 7TK5RJIZDFROZCA6XF66 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | BRTC49TA6 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | DISTRICT COLUMBIA INCOME TAX R SECD REF BDS 2025 |
e. LEI | N/A |
f. The CUSIP | 25477GYN9 |
g. Maturity date | 2050-06-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $25,000,000.00 |
j. Value of collateral, to the nearest cent | $25,699,333.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | DISTRICT COLUMBIA INCOME TAX R SECD REF BDS 2025 |
e. LEI | N/A |
f. The CUSIP | 25477GYP4 |
g. Maturity date | 2050-06-01 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $22,720,000.00 |
j. Value of collateral, to the nearest cent | $23,918,877.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | CALIFORNIA ST VAR PURP GO BDS |
e. LEI | N/A |
f. The CUSIP | 13063ELN4 |
g. Maturity date | 2055-03-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $34,900,000.00 |
j. Value of collateral, to the nearest cent | $36,587,221.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | CALIFORNIA ST PUB WKS BRD LEAS BDS 2025 |
e. LEI | N/A |
f. The CUSIP | 13068XPW3 |
g. Maturity date | 2050-04-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $23,655,000.00 |
j. Value of collateral, to the nearest cent | $24,689,485.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | NEW YORK ST DORM AUTH ST PERS GEN PURP BDS 2025 |
e. LEI | N/A |
f. The CUSIP | 64990KHB2 |
g. Maturity date | 2054-03-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,630,000.00 |
j. Value of collateral, to the nearest cent | $6,805,628.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.48%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $110,000,000.00 |
b. Excluding the value of any sponsor support: | $110,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.14%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BARCLAYS BANK PLC |
| Item C.2. The title of the issue | TRI-PARTY BARCLAYS BANK PLC 4.430000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | G5GSEF7VJP5I7OUK5573 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001042452 |
c. The RSSD ID; or | |
d. Other unique identifier | BRW767N78 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | STRYKER CORP |
e. LEI | 5493002F0SC4JTBU5137 |
f. The CUSIP | 863667BM2 |
g. Maturity date | 2035-02-10 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,016,000.00 |
j. Value of collateral, to the nearest cent | $5,086,268.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SUMITOMO MITSUI FIN GRP INC |
e. LEI | 35380028MYWPB6AUO129 |
f. The CUSIP | 86562MCD0 |
g. Maturity date | 2026-01-12 |
h. Coupon | 0.948000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $300,000.00 |
j. Value of collateral, to the nearest cent | $294,391.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SUMITOMO MITSUI FIN GRP INC |
e. LEI | 35380028MYWPB6AUO129 |
f. The CUSIP | 86562MCR9 |
g. Maturity date | 2028-01-13 |
h. Coupon | 5.520000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,467,000.00 |
j. Value of collateral, to the nearest cent | $2,584,149.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SUMITOMO MITSUI TRUST BANK LTD |
e. LEI | 5493006GGLR4BTEL8O61 |
f. The CUSIP | 86563VBP3 |
g. Maturity date | 2027-03-07 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $365,000.00 |
j. Value of collateral, to the nearest cent | $373,613.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SUNTORY HOLDINGS |
e. LEI | 54930074QUY8RD0UZM08 |
f. The CUSIP | 86803UAE1 |
g. Maturity date | 2029-06-11 |
h. Coupon | 5.124000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $207,894.87 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SWEDBANK AB |
e. LEI | M312WZV08Y7LYUC71685 |
f. The CUSIP | 87020PAX5 |
g. Maturity date | 2026-09-12 |
h. Coupon | 6.136000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $216,000.00 |
j. Value of collateral, to the nearest cent | $223,208.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TD SYNNEX CORP |
e. LEI | 5493004HI6PFLF46NS53 |
f. The CUSIP | 87162WAH3 |
g. Maturity date | 2028-08-09 |
h. Coupon | 2.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $86,000.00 |
j. Value of collateral, to the nearest cent | $80,060.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SYSCO CORP |
e. LEI | 5RGWIFLMGH3YS7KWI652 |
f. The CUSIP | 871829BV8 |
g. Maturity date | 2035-03-23 |
h. Coupon | 5.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $538,000.00 |
j. Value of collateral, to the nearest cent | $544,515.18 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | STATE STREET CORP |
e. LEI | 549300ZFEEJ2IP5VME73 |
f. The CUSIP | 857477BV4 |
g. Maturity date | 2033-08-04 |
h. Coupon | 4.164000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,000.00 |
j. Value of collateral, to the nearest cent | $5,762.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EQUINOR ASA |
e. LEI | OW6OFBNCKXC4US5C7523 |
f. The CUSIP | 85771PAE2 |
g. Maturity date | 2041-11-23 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $295,000.00 |
j. Value of collateral, to the nearest cent | $252,501.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | STELLANTIS FINANCE US INC |
e. LEI | 549300QZ0AI8Q7LNON33 |
f. The CUSIP | 85855CAL4 |
g. Maturity date | 2035-03-18 |
h. Coupon | 6.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,755,000.00 |
j. Value of collateral, to the nearest cent | $3,757,365.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SHELL FINANCE US INC |
e. LEI | N/A |
f. The CUSIP | 822905AA3 |
g. Maturity date | 2045-05-11 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $546,000.00 |
j. Value of collateral, to the nearest cent | $452,944.69 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED PARCEL SERVICE INC |
e. LEI | D01LMJZU09ULLNCY6Z23 |
f. The CUSIP | 911312CJ3 |
g. Maturity date | 2035-05-14 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $32,000.00 |
j. Value of collateral, to the nearest cent | $32,051.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | US BANCORP |
e. LEI | N1GZ7BBF3NP8GI976H15 |
f. The CUSIP | 91159HJT8 |
g. Maturity date | 2031-02-12 |
h. Coupon | 5.046000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $4,084.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EQUIFAX INC |
e. LEI | 5493004MCF8JDC86VS77 |
f. The CUSIP | 294429AW5 |
g. Maturity date | 2028-06-01 |
h. Coupon | 5.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,400,000.00 |
j. Value of collateral, to the nearest cent | $1,450,775.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SANTANDER HOLDINGS USA INC |
e. LEI | 549300SMVCQN2P0O6I58 |
f. The CUSIP | 80282KBM7 |
g. Maturity date | 2030-09-06 |
h. Coupon | 5.353000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,566,000.00 |
j. Value of collateral, to the nearest cent | $4,640,655.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHARLES SCHWAB CORP |
e. LEI | 549300VSGCJ7E698NM85 |
f. The CUSIP | 808513CD5 |
g. Maturity date | 2029-05-19 |
h. Coupon | 5.643000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,248,000.00 |
j. Value of collateral, to the nearest cent | $5,427,189.02 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALPEK SAB DE CV |
e. LEI | 549300PWKJTP62D4IQ66 |
f. The CUSIP | BRWHMLDH6 |
g. Maturity date | 2031-02-25 |
h. Coupon | 3.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,100,000.00 |
j. Value of collateral, to the nearest cent | $951,111.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTHWESTERN ELECTRIC POWER COMPANY |
e. LEI | R64UBJHEC74EB3HGQ410 |
f. The CUSIP | 845437BU5 |
g. Maturity date | 2033-04-01 |
h. Coupon | 5.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $79,000.00 |
j. Value of collateral, to the nearest cent | $78,840.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EXPAND ENERGY CORP |
e. LEI | X2MT1W32SPAZ9WSKLE78 |
f. The CUSIP | 845467AS8 |
g. Maturity date | 2030-03-15 |
h. Coupon | 5.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,349,000.00 |
j. Value of collateral, to the nearest cent | $5,373,968.69 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EXPAND ENERGY CORP |
e. LEI | X2MT1W32SPAZ9WSKLE78 |
f. The CUSIP | 845467AS8 |
g. Maturity date | 2030-03-15 |
h. Coupon | 5.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,988,000.00 |
j. Value of collateral, to the nearest cent | $7,020,619.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | STANDARD CHARTERED PLC |
e. LEI | U4LOSYZ7YG4W3S5F2G91 |
f. The CUSIP | 853254CS7 |
g. Maturity date | 2029-01-09 |
h. Coupon | 6.301000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,118,000.00 |
j. Value of collateral, to the nearest cent | $2,239,465.01 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | STARBUCKS CORP |
e. LEI | OQSJ1DU9TAOC51A47K68 |
f. The CUSIP | 855244AP4 |
g. Maturity date | 2028-03-01 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,881,000.00 |
j. Value of collateral, to the nearest cent | $1,851,943.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | STARBUCKS CORP |
e. LEI | OQSJ1DU9TAOC51A47K68 |
f. The CUSIP | 855244BF5 |
g. Maturity date | 2033-02-15 |
h. Coupon | 4.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $557,000.00 |
j. Value of collateral, to the nearest cent | $554,526.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | STARBUCKS CORP |
e. LEI | OQSJ1DU9TAOC51A47K68 |
f. The CUSIP | 855244BG3 |
g. Maturity date | 2027-02-08 |
h. Coupon | 4.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $90,000.00 |
j. Value of collateral, to the nearest cent | $91,880.90 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | STARBUCKS CORP |
e. LEI | OQSJ1DU9TAOC51A47K68 |
f. The CUSIP | 855244BL2 |
g. Maturity date | 2030-05-15 |
h. Coupon | 4.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $100,505.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SIMON PROPERTY GROUP LP (PRE-REINCORPORATION) |
e. LEI | MR92GTD0MJTTTTQDVG45 |
f. The CUSIP | 828807DJ3 |
g. Maturity date | 2050-07-15 |
h. Coupon | 3.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,505,000.00 |
j. Value of collateral, to the nearest cent | $2,562,785.90 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SKANDINAVISKA ENSKILDA BANKEN AB |
e. LEI | F3JS33DEI6XQ4ZBPTN86 |
f. The CUSIP | 830505AY9 |
g. Maturity date | 2025-06-09 |
h. Coupon | 4.330000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $500,000.00 |
j. Value of collateral, to the nearest cent | $506,156.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NORTHWEST NATURAL HOLDING CO |
e. LEI | 254900PSJL6ZEC8FR782 |
f. The CUSIP | 66765NAA3 |
g. Maturity date | 2055-09-15 |
h. Coupon | 7.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $28,988,000.00 |
j. Value of collateral, to the nearest cent | $29,426,298.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NORTHWESTERN MUTUAL LIFE INSURANCE CO |
e. LEI | 1DU7IM20QESYGDO4HO54 |
f. The CUSIP | 668131AA3 |
g. Maturity date | 2040-03-30 |
h. Coupon | 6.063000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,250,000.00 |
j. Value of collateral, to the nearest cent | $4,416,876.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NORTHWESTERN MUTUAL GLOBAL FUNDING |
e. LEI | 635400LZXFVELZDVP257 |
f. The CUSIP | 66815L2S7 |
g. Maturity date | 2031-05-28 |
h. Coupon | 5.160000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $300,000.00 |
j. Value of collateral, to the nearest cent | $304,688.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SIERRA PACIFIC POWER COMPANY |
e. LEI | QB888G5GSVGE1LD1WV84 |
f. The CUSIP | 826418BQ7 |
g. Maturity date | 2054-03-15 |
h. Coupon | 5.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,290,000.00 |
j. Value of collateral, to the nearest cent | $1,266,601.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SONOCO PRODUCTS COMPANY |
e. LEI | GKOMIK4RDJGHEF0VNP11 |
f. The CUSIP | 835495AQ5 |
g. Maturity date | 2026-09-01 |
h. Coupon | 4.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $16,616,000.00 |
j. Value of collateral, to the nearest cent | $16,716,383.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SNAP-ON INC |
e. LEI | HHWAT5TDOYZMM26KKQ73 |
f. The CUSIP | 833034AL5 |
g. Maturity date | 2048-03-01 |
h. Coupon | 4.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $157,679.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOCIETE GENERALE SA |
e. LEI | O2RNE8IBXP4R0TD8PU41 |
f. The CUSIP | 83368RBH4 |
g. Maturity date | 2028-01-19 |
h. Coupon | 2.797000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $194,857.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOCIETE GENERALE SA |
e. LEI | O2RNE8IBXP4R0TD8PU41 |
f. The CUSIP | 83368TBT4 |
g. Maturity date | 2053-01-10 |
h. Coupon | 7.367000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $300,000.00 |
j. Value of collateral, to the nearest cent | $315,347.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTHERN CALIFORNIA EDISON COMPANY |
e. LEI | 9R1Z5I36FERIBVKW4P77 |
f. The CUSIP | 842400EB5 |
g. Maturity date | 2029-04-01 |
h. Coupon | 6.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,500,000.00 |
j. Value of collateral, to the nearest cent | $2,624,846.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTHERN CALIFORNIA EDISON COMPANY |
e. LEI | 9R1Z5I36FERIBVKW4P77 |
f. The CUSIP | 842400JB0 |
g. Maturity date | 2026-03-01 |
h. Coupon | 5.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $130,000.00 |
j. Value of collateral, to the nearest cent | $132,286.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTHERN CALIFORNIA EDISON COMPANY |
e. LEI | 9R1Z5I36FERIBVKW4P77 |
f. The CUSIP | 842400JD6 |
g. Maturity date | 2054-04-15 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $502,000.00 |
j. Value of collateral, to the nearest cent | $444,499.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTHERN CALIFORNIA EDISON COMPANY |
e. LEI | 9R1Z5I36FERIBVKW4P77 |
f. The CUSIP | 842400JG9 |
g. Maturity date | 2035-03-01 |
h. Coupon | 5.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $24,329,000.00 |
j. Value of collateral, to the nearest cent | $24,076,120.31 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ELI LILLY AND COMPANY |
e. LEI | FRDRIPF3EKNDJ2CQJL29 |
f. The CUSIP | 532457CJ5 |
g. Maturity date | 2027-02-09 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $80,000.00 |
j. Value of collateral, to the nearest cent | $81,527.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PUBLIC SERVICE ELECTRIC AND GAS COMPANY |
e. LEI | 549300RUHPVD434XUK18 |
f. The CUSIP | 74456QCQ7 |
g. Maturity date | 2034-03-01 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $4,088.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED |
e. LEI | PUSS41EMO3E6XXNV3U28 |
f. The CUSIP | 744573AS5 |
g. Maturity date | 2031-04-15 |
h. Coupon | 8.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,796,000.00 |
j. Value of collateral, to the nearest cent | $2,107,374.77 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PUBLIC STORAGE OPERATING CO |
e. LEI | 549300LMZF40TKJ6DM64 |
f. The CUSIP | 74460WAJ6 |
g. Maturity date | 2025-07-25 |
h. Coupon | 4.916550 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $307,000.00 |
j. Value of collateral, to the nearest cent | $308,614.54 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BERKSHIRE HATHAWAY ENERGY CO |
e. LEI | 549300JD0S5IZJE9LY15 |
f. The CUSIP | 084659AF8 |
g. Maturity date | 2045-02-01 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $38,000.00 |
j. Value of collateral, to the nearest cent | $32,333.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | METLIFE INC |
e. LEI | C4BXATY60WC6XEOZDX54 |
f. The CUSIP | 59156RBS6 |
g. Maturity date | 2068-04-08 |
h. Coupon | 9.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,690,000.00 |
j. Value of collateral, to the nearest cent | $2,001,130.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMISION FEDERAL DE ELECTRICIDAD |
e. LEI | 4469000001BFPONMPF32 |
f. The CUSIP | BRWYCDKE7 |
g. Maturity date | 2029-05-15 |
h. Coupon | 4.688000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000,000.00 |
j. Value of collateral, to the nearest cent | $972,513.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMISION FEDERAL DE ELECTRICIDAD |
e. LEI | 4469000001BFPONMPF32 |
f. The CUSIP | BRWYCDNH7 |
g. Maturity date | 2052-02-15 |
h. Coupon | 6.264000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000,000.00 |
j. Value of collateral, to the nearest cent | $864,580.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NATIONWIDE BUILDING SOCIETY |
e. LEI | 549300XFX12G42QIKN82 |
f. The CUSIP | BRWYE0R55 |
g. Maturity date | 2028-02-16 |
h. Coupon | 2.972000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $300,000.00 |
j. Value of collateral, to the nearest cent | $293,953.73 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BROADCOM INC |
e. LEI | 549300WV6GIDOZJTV909 |
f. The CUSIP | BRY0SSL81 |
g. Maturity date | 2029-04-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $285,000.00 |
j. Value of collateral, to the nearest cent | $280,750.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SUZANO INTERNATIONAL FINANCE BV |
e. LEI | 5493000KMIB6J1KMKL84 |
f. The CUSIP | BRYNS66F0 |
g. Maturity date | 2027-01-17 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $15,000.00 |
j. Value of collateral, to the nearest cent | $15,394.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ROCHE HOLDINGS INC |
e. LEI | PVJRP0EQNV6OGDPZGY95 |
f. The CUSIP | BRYRQL6Y9 |
g. Maturity date | 2030-11-13 |
h. Coupon | 5.489000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,779,000.00 |
j. Value of collateral, to the nearest cent | $9,201,551.07 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ELEMENT FLEET MANAGEMENT CORP |
e. LEI | 5493000PGBS1C22ELQ16 |
f. The CUSIP | BRYSHM468 |
g. Maturity date | 2028-12-04 |
h. Coupon | 6.319000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $136,000.00 |
j. Value of collateral, to the nearest cent | $146,665.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ST MARYS CEMENT INC |
e. LEI | 5493009981WBHS86CJ89 |
f. The CUSIP | BRYXKC416 |
g. Maturity date | 2034-04-02 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $279,000.00 |
j. Value of collateral, to the nearest cent | $279,871.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NUTRIEN LTD |
e. LEI | 5493002QQ7GD21OWF963 |
f. The CUSIP | 67077MBC1 |
g. Maturity date | 2027-06-21 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $51,704.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BECTON DICKINSON AND COMPANY |
e. LEI | ICE2EP6D98PQUILVRZ91 |
f. The CUSIP | 075887CJ6 |
g. Maturity date | 2030-05-20 |
h. Coupon | 2.823000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $95,000.00 |
j. Value of collateral, to the nearest cent | $86,838.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BECTON DICKINSON AND COMPANY |
e. LEI | ICE2EP6D98PQUILVRZ91 |
f. The CUSIP | 075887CS6 |
g. Maturity date | 2034-02-08 |
h. Coupon | 5.110000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $19,665,000.00 |
j. Value of collateral, to the nearest cent | $19,683,441.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BAXALTA INC |
e. LEI | 5493000JW8DCO3T45R55 |
f. The CUSIP | 07177MAB9 |
g. Maturity date | 2025-06-23 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $24,511,000.00 |
j. Value of collateral, to the nearest cent | $24,920,932.85 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BAYER US FINANCE LLC |
e. LEI | 54930093Q75GSEM74I71 |
f. The CUSIP | 07274EAJ2 |
g. Maturity date | 2029-01-21 |
h. Coupon | 6.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,903,000.00 |
j. Value of collateral, to the nearest cent | $9,444,443.36 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTHERN COMPANY GAS CAPITAL CORPORATION |
e. LEI | E8CD46SWUD2TSN8PA636 |
f. The CUSIP | 8426EPAG3 |
g. Maturity date | 2033-09-15 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $400,000.00 |
j. Value of collateral, to the nearest cent | $415,959.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTHWESTERN ELECTRIC POWER COMPANY |
e. LEI | R64UBJHEC74EB3HGQ410 |
f. The CUSIP | 845437BN1 |
g. Maturity date | 2045-04-01 |
h. Coupon | 3.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $225,000.00 |
j. Value of collateral, to the nearest cent | $165,269.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LINCOLN NATIONAL CORPORATION |
e. LEI | EFQMQROEDSNBRIP7LE47 |
f. The CUSIP | 534187BQ1 |
g. Maturity date | 2032-03-01 |
h. Coupon | 3.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,113,000.00 |
j. Value of collateral, to the nearest cent | $991,199.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DH EUROPE FINANCE II SARL |
e. LEI | 222100KDGL314CKTZ511 |
f. The CUSIP | 23291KAK1 |
g. Maturity date | 2049-11-15 |
h. Coupon | 3.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $786,000.00 |
j. Value of collateral, to the nearest cent | $543,555.68 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MACQUARIE GROUP LTD |
e. LEI | ACMHD8HWFMFUIQQ8Y590 |
f. The CUSIP | 55608JBG2 |
g. Maturity date | 2033-11-09 |
h. Coupon | 5.491000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $98,000.00 |
j. Value of collateral, to the nearest cent | $98,547.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MACQUARIE BANK LTD |
e. LEI | 4ZHCHI4KYZG2WVRT8631 |
f. The CUSIP | 55608PBT0 |
g. Maturity date | 2027-07-02 |
h. Coupon | 5.272000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $910,000.00 |
j. Value of collateral, to the nearest cent | $945,238.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MPLX LP |
e. LEI | 5493000CZJ19CK4P3G36 |
f. The CUSIP | 55336VBN9 |
g. Maturity date | 2027-12-01 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,446,000.00 |
j. Value of collateral, to the nearest cent | $5,512,125.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DAIMLER TRUCK FINANCE NORTH AMERICA LLC |
e. LEI | 5493003HSDTSCZRXBA58 |
f. The CUSIP | 233853AH3 |
g. Maturity date | 2031-12-14 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,132,000.00 |
j. Value of collateral, to the nearest cent | $981,158.48 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HF SINCLAIR CORP |
e. LEI | 2549009G116AM01XHN24 |
f. The CUSIP | 403949AC4 |
g. Maturity date | 2030-10-01 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $13,900,000.00 |
j. Value of collateral, to the nearest cent | $13,396,194.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HF SINCLAIR CORP |
e. LEI | 2549009G116AM01XHN24 |
f. The CUSIP | 403949AS9 |
g. Maturity date | 2035-01-15 |
h. Coupon | 6.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $500,000.00 |
j. Value of collateral, to the nearest cent | $500,734.31 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HCA-THE HEALTHCARE CO |
e. LEI | L3CJ6J7LJ2DX62FTXD46 |
f. The CUSIP | 404119CT4 |
g. Maturity date | 2031-04-01 |
h. Coupon | 5.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $932,000.00 |
j. Value of collateral, to the nearest cent | $955,404.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HEALTHPEAK OP LLC |
e. LEI | PZ9HF5U52KPF0MH0QN75 |
f. The CUSIP | 40414LAR0 |
g. Maturity date | 2029-07-15 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $64,000.00 |
j. Value of collateral, to the nearest cent | $61,844.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HSBC HOLDINGS PLC |
e. LEI | MLU0ZO3ML4LN2LL2TL39 |
f. The CUSIP | 404280CC1 |
g. Maturity date | 2030-05-22 |
h. Coupon | 3.973000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $671,000.00 |
j. Value of collateral, to the nearest cent | $646,557.41 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HSBC HOLDINGS PLC |
e. LEI | MLU0ZO3ML4LN2LL2TL39 |
f. The CUSIP | 404280ES4 |
g. Maturity date | 2036-03-03 |
h. Coupon | 5.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,138,000.00 |
j. Value of collateral, to the nearest cent | $4,126,044.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HSBC HOLDINGS PLC |
e. LEI | MLU0ZO3ML4LN2LL2TL39 |
f. The CUSIP | 404280EW5 |
g. Maturity date | 2031-05-13 |
h. Coupon | 5.240000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $398,000.00 |
j. Value of collateral, to the nearest cent | $400,421.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HSBC HOLDINGS PLC |
e. LEI | MLU0ZO3ML4LN2LL2TL39 |
f. The CUSIP | 404280EX3 |
g. Maturity date | 2036-05-13 |
h. Coupon | 5.790000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000,000.00 |
j. Value of collateral, to the nearest cent | $3,024,852.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HP INC |
e. LEI | WHKXQACZ14C5XRO8LW03 |
f. The CUSIP | 40434LAR6 |
g. Maturity date | 2030-04-25 |
h. Coupon | 5.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,940,000.00 |
j. Value of collateral, to the nearest cent | $2,992,978.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LOWES COMPANIES INC |
e. LEI | WAFCR4OKGSC504WU3E95 |
f. The CUSIP | 548661EP8 |
g. Maturity date | 2026-04-01 |
h. Coupon | 4.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $269,000.00 |
j. Value of collateral, to the nearest cent | $271,672.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MEXICO CITY AIRPORT TRUST |
e. LEI | N/A |
f. The CUSIP | 59284MAD6 |
g. Maturity date | 2047-07-31 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $424,000.00 |
j. Value of collateral, to the nearest cent | $345,913.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OGLETHORPE POWER CORP |
e. LEI | 3EERXCUSWMS9GV5D9M98 |
f. The CUSIP | 677050AS5 |
g. Maturity date | 2047-04-01 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,290,000.00 |
j. Value of collateral, to the nearest cent | $1,834,209.85 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OGLETHORPE POWER CORP |
e. LEI | 3EERXCUSWMS9GV5D9M98 |
f. The CUSIP | 677050AY2 |
g. Maturity date | 2055-02-01 |
h. Coupon | 5.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $369,000.00 |
j. Value of collateral, to the nearest cent | $361,901.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MICRON TECHNOLOGY INC |
e. LEI | B3DXGBC8GAIYWI2Z0172 |
f. The CUSIP | 595112CE1 |
g. Maturity date | 2035-01-15 |
h. Coupon | 5.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,345,000.00 |
j. Value of collateral, to the nearest cent | $2,407,210.24 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MID-AMERICA APARTMENTS LP |
e. LEI | 549300FXWGE3QSYCUJ38 |
f. The CUSIP | 59523UAP2 |
g. Maturity date | 2028-06-15 |
h. Coupon | 4.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,483,000.00 |
j. Value of collateral, to the nearest cent | $10,590,031.43 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | D R HORTON INC |
e. LEI | 529900ZIUEYVSB8QDD25 |
f. The CUSIP | 23331ABT5 |
g. Maturity date | 2030-10-15 |
h. Coupon | 4.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,500,000.00 |
j. Value of collateral, to the nearest cent | $3,503,283.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DTE ELECTRIC COMPANY |
e. LEI | 9N0FWODEJVKHC2DYLO03 |
f. The CUSIP | 23338VAH9 |
g. Maturity date | 2048-05-15 |
h. Coupon | 4.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,250,000.00 |
j. Value of collateral, to the nearest cent | $982,596.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HEALTH CARE SERVICE CORP MUT LEG RES CO |
e. LEI | 549300TMJ1FKCKECR148 |
f. The CUSIP | 42218SAM0 |
g. Maturity date | 2054-06-15 |
h. Coupon | 5.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $51,000.00 |
j. Value of collateral, to the nearest cent | $49,372.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HELMERICH AND PAYNE INC |
e. LEI | 254900NAOGHJ88RZ4C73 |
f. The CUSIP | 423452AJ0 |
g. Maturity date | 2029-12-01 |
h. Coupon | 4.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000.00 |
j. Value of collateral, to the nearest cent | $4,880.87 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HEWLETT PACKARD ENTERPRISE CO |
e. LEI | 549300BX44RGX6ANDV88 |
f. The CUSIP | 42824CBU2 |
g. Maturity date | 2031-10-15 |
h. Coupon | 4.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $475,000.00 |
j. Value of collateral, to the nearest cent | $474,055.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HIGHWOODS REALTY LP |
e. LEI | JUJNVZX73BIYHLR58F51 |
f. The CUSIP | 431282AR3 |
g. Maturity date | 2029-04-15 |
h. Coupon | 4.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $94,000.00 |
j. Value of collateral, to the nearest cent | $90,114.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HOLCIM FINANCE US LLC |
e. LEI | 529900FB2F1WKLFNGY62 |
f. The CUSIP | 43475RAC0 |
g. Maturity date | 2030-04-07 |
h. Coupon | 4.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,003,000.00 |
j. Value of collateral, to the nearest cent | $2,029,134.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HOME DEPOT INC |
e. LEI | QEKMOTMBBKA8I816DO57 |
f. The CUSIP | 437076CV2 |
g. Maturity date | 2026-09-30 |
h. Coupon | 4.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,009,000.00 |
j. Value of collateral, to the nearest cent | $4,075,389.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | T-MOBILE USA INC |
e. LEI | 549300V2JRLO5DIFGE82 |
f. The CUSIP | 87264ABD6 |
g. Maturity date | 2027-04-15 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,000,000.00 |
j. Value of collateral, to the nearest cent | $9,914,075.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | T-MOBILE USA INC |
e. LEI | 549300V2JRLO5DIFGE82 |
f. The CUSIP | 87264ADM4 |
g. Maturity date | 2035-01-15 |
h. Coupon | 4.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $95,000.00 |
j. Value of collateral, to the nearest cent | $92,354.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TAKE-TWO INTERACTIVE SOFTWARE INC. |
e. LEI | BOMSTHHJK882EWYX3334 |
f. The CUSIP | 874054AK5 |
g. Maturity date | 2028-03-28 |
h. Coupon | 4.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $771,000.00 |
j. Value of collateral, to the nearest cent | $784,997.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TARGA RESOURCES PARTNERS LP |
e. LEI | 6OQWTZ1SPC04IFT4T704 |
f. The CUSIP | 87612BBQ4 |
g. Maturity date | 2030-03-01 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,623,000.00 |
j. Value of collateral, to the nearest cent | $1,655,942.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AT&T INC |
e. LEI | 549300Z40J86GGSTL398 |
f. The CUSIP | 00206RDK5 |
g. Maturity date | 2049-03-09 |
h. Coupon | 4.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $282,000.00 |
j. Value of collateral, to the nearest cent | $232,217.84 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AT&T INC |
e. LEI | 549300Z40J86GGSTL398 |
f. The CUSIP | 00206RGW6 |
g. Maturity date | 2034-11-15 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $510,000.00 |
j. Value of collateral, to the nearest cent | $513,386.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HARLEY-DAVIDSON FINANCIAL |
e. LEI | RLUFFFFW4GRYU77BTS24 |
f. The CUSIP | 41284VAC6 |
g. Maturity date | 2028-03-10 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,482,000.00 |
j. Value of collateral, to the nearest cent | $2,566,150.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AEP TEXAS INC |
e. LEI | 5493001L78U618KXNZ75 |
f. The CUSIP | 00108WAJ9 |
g. Maturity date | 2049-05-01 |
h. Coupon | 4.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,242,000.00 |
j. Value of collateral, to the nearest cent | $913,258.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AEP TEXAS INC |
e. LEI | 5493001L78U618KXNZ75 |
f. The CUSIP | 00108WAS9 |
g. Maturity date | 2029-05-15 |
h. Coupon | 5.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $818,000.00 |
j. Value of collateral, to the nearest cent | $838,172.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AEP TEXAS INC |
e. LEI | 5493001L78U618KXNZ75 |
f. The CUSIP | 00108WAT7 |
g. Maturity date | 2034-05-15 |
h. Coupon | 5.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $11,128,000.00 |
j. Value of collateral, to the nearest cent | $11,186,366.36 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MARUBENI CORP |
e. LEI | 4P4N3ORD02UGQT1T1W12 |
f. The CUSIP | BYDGFYLV4 |
g. Maturity date | 2035-04-01 |
h. Coupon | 5.383000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,200,000.00 |
j. Value of collateral, to the nearest cent | $2,209,948.71 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LG ENERGY SOLUTION LTD |
e. LEI | 988400QX6P286XA6ZS85 |
f. The CUSIP | BYDGJ2AH3 |
g. Maturity date | 2028-04-02 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,000,000.00 |
j. Value of collateral, to the nearest cent | $7,044,578.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORBIA ADVANCE CORPORATION SAB DE CV |
e. LEI | 549300MVHZ20SBIOEQ79 |
f. The CUSIP | BYDJ9J8Z4 |
g. Maturity date | 2035-05-13 |
h. Coupon | 7.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $202,208.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AKER BP ASA |
e. LEI | 549300NFTY73920OYK69 |
f. The CUSIP | 00973RAL7 |
g. Maturity date | 2028-06-13 |
h. Coupon | 5.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $196,000.00 |
j. Value of collateral, to the nearest cent | $203,790.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AKER BP ASA |
e. LEI | 549300NFTY73920OYK69 |
f. The CUSIP | 00973RAM5 |
g. Maturity date | 2033-06-13 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,551,000.00 |
j. Value of collateral, to the nearest cent | $3,668,301.37 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AIR LIQUIDE FINANCE SA |
e. LEI | 549300YGXL5Z3R14K812 |
f. The CUSIP | 00913RAD8 |
g. Maturity date | 2026-09-27 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000,000.00 |
j. Value of collateral, to the nearest cent | $980,925.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ABBOTT LABORATORIES |
e. LEI | HQD377W2YR662HK5JX27 |
f. The CUSIP | 002824AY6 |
g. Maturity date | 2040-05-27 |
h. Coupon | 5.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,100,000.00 |
j. Value of collateral, to the nearest cent | $2,094,165.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AERCAP IRELAND CAPITAL DAC |
e. LEI | 549300TI38531ODB1G63 |
f. The CUSIP | 00774MBJ3 |
g. Maturity date | 2029-01-19 |
h. Coupon | 5.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $205,453.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALEXANDRIA REAL EST EQ INC |
e. LEI | MGCJBT4MKTQBVLNUIS88 |
f. The CUSIP | 015271AX7 |
g. Maturity date | 2051-05-18 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $75,000.00 |
j. Value of collateral, to the nearest cent | $43,916.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALEXANDRIA REAL EST EQ INC |
e. LEI | MGCJBT4MKTQBVLNUIS88 |
f. The CUSIP | 015271BA6 |
g. Maturity date | 2035-04-15 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,323,000.00 |
j. Value of collateral, to the nearest cent | $2,169,118.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALGONQUIN POWER & UTILITIES CORP |
e. LEI | 549300K5VIUTJXQL7X75 |
f. The CUSIP | 015857AF2 |
g. Maturity date | 2026-06-15 |
h. Coupon | 5.365000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000,000.00 |
j. Value of collateral, to the nearest cent | $4,064,668.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALIBABA GROUP HOLDING LTD |
e. LEI | 5493001NTNQJDH60PM02 |
f. The CUSIP | 01609WBK7 |
g. Maturity date | 2035-05-26 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,434,000.00 |
j. Value of collateral, to the nearest cent | $6,446,053.02 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CATERPILLAR FINANCIAL SERVICES CORP |
e. LEI | EDBQKYOPJUCJKLOJDE72 |
f. The CUSIP | 14913UAD2 |
g. Maturity date | 2025-08-11 |
h. Coupon | 4.330000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $83,000.00 |
j. Value of collateral, to the nearest cent | $83,244.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CATERPILLAR FINANCIAL SERVICES CORP |
e. LEI | EDBQKYOPJUCJKLOJDE72 |
f. The CUSIP | 14913UAQ3 |
g. Maturity date | 2029-08-16 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,000.00 |
j. Value of collateral, to the nearest cent | $10,116.19 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC |
e. LEI | 549300S8SEQBOJLKHW63 |
f. The CUSIP | 15189XAW8 |
g. Maturity date | 2051-04-01 |
h. Coupon | 3.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $68,133.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CARDINAL HEALTH INC |
e. LEI | CCU46N3GJMF4OK4N7U60 |
f. The CUSIP | 14149YBQ0 |
g. Maturity date | 2026-11-15 |
h. Coupon | 4.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $245,000.00 |
j. Value of collateral, to the nearest cent | $245,697.84 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CARDINAL HEALTH INC |
e. LEI | CCU46N3GJMF4OK4N7U60 |
f. The CUSIP | 14149YBR8 |
g. Maturity date | 2029-11-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,000,000.00 |
j. Value of collateral, to the nearest cent | $7,085,913.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CARNIVAL CORP |
e. LEI | F1OF2ZSX47CR0BCWA982 |
f. The CUSIP | 143658BQ4 |
g. Maturity date | 2028-08-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $21,621,000.00 |
j. Value of collateral, to the nearest cent | $21,096,522.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CARNIVAL CORP |
e. LEI | F1OF2ZSX47CR0BCWA982 |
f. The CUSIP | 143658BW1 |
g. Maturity date | 2029-08-15 |
h. Coupon | 7.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,700,000.00 |
j. Value of collateral, to the nearest cent | $8,239,821.34 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EXPAND ENERGY CORP |
e. LEI | X2MT1W32SPAZ9WSKLE78 |
f. The CUSIP | 165167DH7 |
g. Maturity date | 2035-01-15 |
h. Coupon | 5.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $16,275,000.00 |
j. Value of collateral, to the nearest cent | $16,504,368.99 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HONEYWELL INTERNATIONAL INC |
e. LEI | ISRPG12PN4EIEOEMW547 |
f. The CUSIP | 438516CZ7 |
g. Maturity date | 2032-02-01 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,806,000.00 |
j. Value of collateral, to the nearest cent | $6,874,818.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WELLS FARGO & COMPANY |
e. LEI | PBLD0EJDB5FWOLXP3B76 |
f. The CUSIP | 929903AM4 |
g. Maturity date | 2035-08-01 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,606,000.00 |
j. Value of collateral, to the nearest cent | $1,621,836.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WALMART INC |
e. LEI | Y87794H0US1R65VBXU25 |
f. The CUSIP | 931142CB7 |
g. Maturity date | 2035-09-01 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,241,000.00 |
j. Value of collateral, to the nearest cent | $3,403,533.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HUMANA INC |
e. LEI | 529900YLDW34GJAO4J06 |
f. The CUSIP | 444859CD2 |
g. Maturity date | 2035-05-01 |
h. Coupon | 5.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $13,200,000.00 |
j. Value of collateral, to the nearest cent | $13,116,499.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HYATT HOTELS CORP |
e. LEI | T27JQIMTYSH41TCD5186 |
f. The CUSIP | 448579AT9 |
g. Maturity date | 2031-12-15 |
h. Coupon | 5.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,228,000.00 |
j. Value of collateral, to the nearest cent | $2,266,339.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HYATT HOTELS CORP |
e. LEI | T27JQIMTYSH41TCD5186 |
f. The CUSIP | 448579AU6 |
g. Maturity date | 2028-03-30 |
h. Coupon | 5.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,496,000.00 |
j. Value of collateral, to the nearest cent | $1,514,816.36 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HYUNDAI CAPITAL AMERICA |
e. LEI | 549300RIPPWJB5Z0FK07 |
f. The CUSIP | 44891ADD6 |
g. Maturity date | 2031-06-24 |
h. Coupon | 5.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,600,000.00 |
j. Value of collateral, to the nearest cent | $3,709,800.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HYUNDAI CAPITAL AMERICA |
e. LEI | 549300RIPPWJB5Z0FK07 |
f. The CUSIP | 44891ADD6 |
g. Maturity date | 2031-06-24 |
h. Coupon | 5.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $12,850,000.00 |
j. Value of collateral, to the nearest cent | $13,241,925.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HYUNDAI CAPITAL AMERICA |
e. LEI | 549300RIPPWJB5Z0FK07 |
f. The CUSIP | 44891ADL8 |
g. Maturity date | 2028-01-07 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $528,000.00 |
j. Value of collateral, to the nearest cent | $538,349.97 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ELEVANCE HEALTH INC |
e. LEI | 8MYN82XMYQH89CTMTH67 |
f. The CUSIP | 036752AV5 |
g. Maturity date | 2025-10-15 |
h. Coupon | 5.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $290,000.00 |
j. Value of collateral, to the nearest cent | $292,362.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AON NORTH AMERICA INC |
e. LEI | N/A |
f. The CUSIP | 03740MAA8 |
g. Maturity date | 2027-03-01 |
h. Coupon | 5.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $3,068.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | APA CORP (US) |
e. LEI | 549300VCIWLRHYVSHC79 |
f. The CUSIP | 03743QAE8 |
g. Maturity date | 2029-12-15 |
h. Coupon | 7.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $111,064.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | APOLLO GLOBAL MANAGEMENT INC |
e. LEI | 254900LMFT1CY9IYB476 |
f. The CUSIP | 03769MAA4 |
g. Maturity date | 2033-11-15 |
h. Coupon | 6.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,170,000.00 |
j. Value of collateral, to the nearest cent | $1,259,641.01 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | APPALACHIAN POWER CO |
e. LEI | 3SCHO1ABYYIG382BEI70 |
f. The CUSIP | 037735BZ9 |
g. Maturity date | 2033-05-15 |
h. Coupon | 5.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,500,000.00 |
j. Value of collateral, to the nearest cent | $4,587,926.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | APPLE INC |
e. LEI | HWUPKR0MPOU8FGXBT394 |
f. The CUSIP | 037833AL4 |
g. Maturity date | 2043-05-04 |
h. Coupon | 3.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $301,000.00 |
j. Value of collateral, to the nearest cent | $247,136.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | APPLE INC |
e. LEI | HWUPKR0MPOU8FGXBT394 |
f. The CUSIP | 037833AL4 |
g. Maturity date | 2043-05-04 |
h. Coupon | 3.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $855,000.00 |
j. Value of collateral, to the nearest cent | $701,998.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | APPLE INC |
e. LEI | HWUPKR0MPOU8FGXBT394 |
f. The CUSIP | 037833EE6 |
g. Maturity date | 2041-02-08 |
h. Coupon | 2.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,782,000.00 |
j. Value of collateral, to the nearest cent | $2,614,416.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | APPLE INC |
e. LEI | HWUPKR0MPOU8FGXBT394 |
f. The CUSIP | 037833FA3 |
g. Maturity date | 2032-05-12 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $31,416,000.00 |
j. Value of collateral, to the nearest cent | $31,290,021.84 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SALESFORCE INC |
e. LEI | RCGZFPDMRW58VJ54VR07 |
f. The CUSIP | 79466LAK0 |
g. Maturity date | 2041-07-15 |
h. Coupon | 2.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $138,000.00 |
j. Value of collateral, to the nearest cent | $97,815.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WEC ENERGY GROUP INC |
e. LEI | 549300IGLYTZUK3PVP70 |
f. The CUSIP | 92939UAJ5 |
g. Maturity date | 2027-10-01 |
h. Coupon | 5.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,000.00 |
j. Value of collateral, to the nearest cent | $6,127.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WASHINGTON UNIVERSITY |
e. LEI | 2V765680J33YAZOYW441 |
f. The CUSIP | 940663AC1 |
g. Maturity date | 2054-04-15 |
h. Coupon | 3.524000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $30,000.00 |
j. Value of collateral, to the nearest cent | $21,121.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CRH AMERICA FINANCE INC |
e. LEI | 549300WEVUODRJ4CWK56 |
f. The CUSIP | 12636YAC6 |
g. Maturity date | 2028-04-04 |
h. Coupon | 3.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,457,000.00 |
j. Value of collateral, to the nearest cent | $1,440,338.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FARMERS EXCHANGE CAP |
e. LEI | N/A |
f. The CUSIP | 309588AE1 |
g. Maturity date | 2048-07-15 |
h. Coupon | 7.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $70,000.00 |
j. Value of collateral, to the nearest cent | $69,507.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CVS HEALTH CORP |
e. LEI | 549300EJG376EN5NQE29 |
f. The CUSIP | 126650BC3 |
g. Maturity date | 2028-01-10 |
h. Coupon | 5.880000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $98,000.00 |
j. Value of collateral, to the nearest cent | $19,771.69 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CVS HEALTH CORP |
e. LEI | 549300EJG376EN5NQE29 |
f. The CUSIP | 126650CL2 |
g. Maturity date | 2025-07-20 |
h. Coupon | 3.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $27,000.00 |
j. Value of collateral, to the nearest cent | $27,334.34 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CVS HEALTH CORP |
e. LEI | 549300EJG376EN5NQE29 |
f. The CUSIP | 126650DG2 |
g. Maturity date | 2029-08-15 |
h. Coupon | 3.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,536,000.00 |
j. Value of collateral, to the nearest cent | $3,352,584.73 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CAMERON LNG LLC |
e. LEI | 549300C39FLHGVD73K22 |
f. The CUSIP | 133434AB6 |
g. Maturity date | 2035-01-15 |
h. Coupon | 3.302000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,460,000.00 |
j. Value of collateral, to the nearest cent | $5,482,941.15 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CANADIAN IMPERIAL BANK OF COMMER |
e. LEI | 2IGI19DL77OX0HC3ZE78 |
f. The CUSIP | 13607PH98 |
g. Maturity date | 2029-03-30 |
h. Coupon | 4.857000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,466,000.00 |
j. Value of collateral, to the nearest cent | $2,498,341.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CANADIAN NTL RAIL CO |
e. LEI | 3SU7BEP7TH9YEQOZCS77 |
f. The CUSIP | 136375CZ3 |
g. Maturity date | 2050-05-01 |
h. Coupon | 2.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,558,000.00 |
j. Value of collateral, to the nearest cent | $2,608,559.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CANADIAN NTL RAIL CO |
e. LEI | 3SU7BEP7TH9YEQOZCS77 |
f. The CUSIP | 136375DJ8 |
g. Maturity date | 2053-11-01 |
h. Coupon | 6.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,858,000.00 |
j. Value of collateral, to the nearest cent | $3,033,578.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MIDMICHIGAN HEALTH |
e. LEI | N/A |
f. The CUSIP | 597861AA1 |
g. Maturity date | 2050-06-01 |
h. Coupon | 3.409000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,449,000.00 |
j. Value of collateral, to the nearest cent | $5,086,402.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MORGAN STANLEY BANK NA |
e. LEI | G1MLHIS0N32I3QPILB75 |
f. The CUSIP | 61690DK72 |
g. Maturity date | 2029-01-12 |
h. Coupon | 5.016000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,067,000.00 |
j. Value of collateral, to the nearest cent | $2,123,416.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CANTOR FITZGERALD LP |
e. LEI | 549300RLUEEVQEMX0450 |
f. The CUSIP | 138616AM9 |
g. Maturity date | 2028-12-12 |
h. Coupon | 7.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,310,000.00 |
j. Value of collateral, to the nearest cent | $3,588,536.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MINERA MEXICO SA DE CV |
e. LEI | 2549005BMA2EK49I0T98 |
f. The CUSIP | 60284MAC6 |
g. Maturity date | 2032-02-12 |
h. Coupon | 5.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $11,600,000.00 |
j. Value of collateral, to the nearest cent | $11,654,230.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MOHAWK IND INC |
e. LEI | 549300JI1115MG3Q6322 |
f. The CUSIP | 608190AM6 |
g. Maturity date | 2028-09-18 |
h. Coupon | 5.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,122,000.00 |
j. Value of collateral, to the nearest cent | $3,255,590.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MOLEX ELECTRONIC TECHNOLOGIES LLC |
e. LEI | 549300WTBVUFUPSIWI20 |
f. The CUSIP | 60856BAF1 |
g. Maturity date | 2032-04-30 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $360,000.00 |
j. Value of collateral, to the nearest cent | $360,965.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MITSUBISHI UFJ FINANCIAL GROUP |
e. LEI | 353800V2V8PUY9TK3E06 |
f. The CUSIP | 606822AN4 |
g. Maturity date | 2027-02-22 |
h. Coupon | 3.677000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $721,000.00 |
j. Value of collateral, to the nearest cent | $718,829.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MITSUBISHI UFJ FINANCIAL GROUP |
e. LEI | 353800V2V8PUY9TK3E06 |
f. The CUSIP | 606822BS2 |
g. Maturity date | 2025-07-17 |
h. Coupon | 1.412000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $851,000.00 |
j. Value of collateral, to the nearest cent | $851,737.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MORGAN STANLEY |
e. LEI | IGJSJL3JD5P30I6NJZ34 |
f. The CUSIP | 61747YDY8 |
g. Maturity date | 2045-01-27 |
h. Coupon | 4.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $203,000.00 |
j. Value of collateral, to the nearest cent | $171,545.49 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MORGAN STANLEY |
e. LEI | IGJSJL3JD5P30I6NJZ34 |
f. The CUSIP | 61747YFG5 |
g. Maturity date | 2034-07-21 |
h. Coupon | 5.424000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $283,000.00 |
j. Value of collateral, to the nearest cent | $290,427.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RENTOKIL TERMINIX FUNDING LLC |
e. LEI | 984500D5BAA7560EKJ44 |
f. The CUSIP | 760130AA2 |
g. Maturity date | 2030-04-28 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,322,000.00 |
j. Value of collateral, to the nearest cent | $6,316,085.41 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | REPUBLIC SERVICES INC |
e. LEI | NKNQHM6BLECKVOQP7O46 |
f. The CUSIP | 760759AK6 |
g. Maturity date | 2040-03-01 |
h. Coupon | 6.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $53,791.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | REPUBLIC SERVICES INC |
e. LEI | NKNQHM6BLECKVOQP7O46 |
f. The CUSIP | 760759AV2 |
g. Maturity date | 2030-03-01 |
h. Coupon | 2.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,000.00 |
j. Value of collateral, to the nearest cent | $6,366.26 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RELX CAPITAL INC |
e. LEI | 2R15C3RTKJN1RCBOV146 |
f. The CUSIP | 74949LAG7 |
g. Maturity date | 2035-03-27 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,875,000.00 |
j. Value of collateral, to the nearest cent | $8,981,389.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RTX CORP |
e. LEI | I07WOS4YJ0N7YRFE7309 |
f. The CUSIP | 75513EBZ3 |
g. Maturity date | 2028-11-01 |
h. Coupon | 7.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,517,000.00 |
j. Value of collateral, to the nearest cent | $10,258,268.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | REALTY INCOME CORP |
e. LEI | 549300CUWDAUZSH43859 |
f. The CUSIP | 756109CD4 |
g. Maturity date | 2031-02-15 |
h. Coupon | 3.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $271,000.00 |
j. Value of collateral, to the nearest cent | $250,936.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | REYNOLDS AMERICAN INC |
e. LEI | 02S2RPPVO9RP4NEU2740 |
f. The CUSIP | 761713BW5 |
g. Maturity date | 2041-08-04 |
h. Coupon | 7.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,000.00 |
j. Value of collateral, to the nearest cent | $10,485.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WILLIAMS COMPANIES INC |
e. LEI | D71FAKCBLFS2O0RBPG08 |
f. The CUSIP | 88339WAB2 |
g. Maturity date | 2029-03-15 |
h. Coupon | 4.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,886,000.00 |
j. Value of collateral, to the nearest cent | $1,919,982.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | 3M CO |
e. LEI | LUZQVYP4VS22CLWDAR65 |
f. The CUSIP | 88579YBQ3 |
g. Maturity date | 2030-03-15 |
h. Coupon | 4.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,112,000.00 |
j. Value of collateral, to the nearest cent | $4,180,245.49 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | QUALCOMM INC |
e. LEI | H1J8DDZKZP6H7RWC0H53 |
f. The CUSIP | 747525AK9 |
g. Maturity date | 2045-05-20 |
h. Coupon | 4.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $555,000.00 |
j. Value of collateral, to the nearest cent | $493,535.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | QUEBEC (PROVINCE OF) |
e. LEI | 549300WN65YFEQH74Y36 |
f. The CUSIP | 748148QH9 |
g. Maturity date | 2036-07-22 |
h. Coupon | 7.970000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,139,000.00 |
j. Value of collateral, to the nearest cent | $1,439,534.01 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DOMINION ENERGY INC |
e. LEI | ILUL7B6Z54MRYCF6H308 |
f. The CUSIP | 25746UCE7 |
g. Maturity date | 2025-10-01 |
h. Coupon | 3.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $4,014.81 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DOMINION ENERGY INC |
e. LEI | ILUL7B6Z54MRYCF6H308 |
f. The CUSIP | 25746UDG1 |
g. Maturity date | 2030-04-01 |
h. Coupon | 3.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $117,000.00 |
j. Value of collateral, to the nearest cent | $110,215.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DOMINION ENERGY INC |
e. LEI | ILUL7B6Z54MRYCF6H308 |
f. The CUSIP | 25746UDG1 |
g. Maturity date | 2030-04-01 |
h. Coupon | 3.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $812,000.00 |
j. Value of collateral, to the nearest cent | $764,913.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DOW CHEMICAL CO |
e. LEI | ZQUIP1CSZO8LXRBSOU78 |
f. The CUSIP | 260543CV3 |
g. Maturity date | 2049-05-15 |
h. Coupon | 4.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $159,062.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DUPONT DE NEMOURS INC |
e. LEI | 5493004JF0SDFLM8GD76 |
f. The CUSIP | 26078JAC4 |
g. Maturity date | 2025-11-15 |
h. Coupon | 4.493000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,329,000.00 |
j. Value of collateral, to the nearest cent | $1,330,876.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | F&G ANNUITIES & LIFE INC |
e. LEI | N/A |
f. The CUSIP | 30190AAG9 |
g. Maturity date | 2034-10-04 |
h. Coupon | 6.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $14,651,000.00 |
j. Value of collateral, to the nearest cent | $14,289,006.34 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EXTRA SPACE STORAGE LP |
e. LEI | 549300YNKSKNZFR8UC42 |
f. The CUSIP | 30225VAT4 |
g. Maturity date | 2035-01-15 |
h. Coupon | 5.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $23,000.00 |
j. Value of collateral, to the nearest cent | $23,095.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EXXON MOBIL CORP |
e. LEI | J3WHBG0MTS7O8ZVMDC91 |
f. The CUSIP | 30231GAN2 |
g. Maturity date | 2045-03-06 |
h. Coupon | 3.567000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $62,000.00 |
j. Value of collateral, to the nearest cent | $46,776.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FMC CORP |
e. LEI | CKDHZ2X64EEBQCSP7013 |
f. The CUSIP | 302491AX3 |
g. Maturity date | 2033-05-18 |
h. Coupon | 5.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $774,000.00 |
j. Value of collateral, to the nearest cent | $742,972.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | META PLATFORMS INC |
e. LEI | BQ4BKCS1HXDV9HN80Z93 |
f. The CUSIP | 30303M8V7 |
g. Maturity date | 2054-08-15 |
h. Coupon | 5.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,805,000.00 |
j. Value of collateral, to the nearest cent | $4,643,119.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FACTSET RESEARCH SYST INC |
e. LEI | 549300ZSJE7NBK6K9P30 |
f. The CUSIP | 303075AB1 |
g. Maturity date | 2032-03-01 |
h. Coupon | 3.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $16,567,000.00 |
j. Value of collateral, to the nearest cent | $15,057,069.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TOLL BROS FIN |
e. LEI | N/A |
f. The CUSIP | 88947EAS9 |
g. Maturity date | 2027-03-15 |
h. Coupon | 4.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $202,000.00 |
j. Value of collateral, to the nearest cent | $204,055.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TORONTO-DOMINION BANK/THE |
e. LEI | PT3QB789TSUIDF371261 |
f. The CUSIP | 89115A2M3 |
g. Maturity date | 2028-01-10 |
h. Coupon | 5.156000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $53,000.00 |
j. Value of collateral, to the nearest cent | $54,890.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CONSTELLATION ENERGY GENERATION LLC |
e. LEI | S2PEWKCZFFECR4533P43 |
f. The CUSIP | 30161MAJ2 |
g. Maturity date | 2041-10-01 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,686,000.00 |
j. Value of collateral, to the nearest cent | $1,651,544.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FEDEX CORP |
e. LEI | 549300E707U7WNPZN687 |
f. The CUSIP | 31428XBR6 |
g. Maturity date | 2028-10-17 |
h. Coupon | 4.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,204,000.00 |
j. Value of collateral, to the nearest cent | $1,193,930.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FEDEX CORP |
e. LEI | 549300E707U7WNPZN687 |
f. The CUSIP | 31428XCG9 |
g. Maturity date | 2028-10-17 |
h. Coupon | 4.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $18,883,000.00 |
j. Value of collateral, to the nearest cent | $18,725,075.18 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FELLS POINT FUNDING TRUST |
e. LEI | N/A |
f. The CUSIP | 314382AA0 |
g. Maturity date | 2027-01-31 |
h. Coupon | 3.046000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $144,000.00 |
j. Value of collateral, to the nearest cent | $141,287.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ROCHE HOLDINGS INC |
e. LEI | PVJRP0EQNV6OGDPZGY95 |
f. The CUSIP | 771196CK6 |
g. Maturity date | 2031-03-08 |
h. Coupon | 4.909000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,084,000.00 |
j. Value of collateral, to the nearest cent | $3,166,841.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ROGERS COMMUNICATIONS INC |
e. LEI | 5493000M6Z4XFIP6PF03 |
f. The CUSIP | 775109BB6 |
g. Maturity date | 2044-03-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,768,000.00 |
j. Value of collateral, to the nearest cent | $1,554,119.15 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ROGERS COMMUNICATIONS INC |
e. LEI | 5493000M6Z4XFIP6PF03 |
f. The CUSIP | 775109CJ8 |
g. Maturity date | 2042-03-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $65,000.00 |
j. Value of collateral, to the nearest cent | $54,671.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ROLLINS INC |
e. LEI | 549300F2A0BXT4SGWD84 |
f. The CUSIP | 775711AA2 |
g. Maturity date | 2035-02-24 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $155,000.00 |
j. Value of collateral, to the nearest cent | $155,601.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ROPER TECHNOLOGIES INC |
e. LEI | 54930003T4SXCIWVXY35 |
f. The CUSIP | 776696AG1 |
g. Maturity date | 2029-10-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,390,000.00 |
j. Value of collateral, to the nearest cent | $1,387,546.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NATWEST GROUP PLC |
e. LEI | 2138005O9XJIJN4JPN90 |
f. The CUSIP | 780097BL4 |
g. Maturity date | 2030-05-08 |
h. Coupon | 4.445000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $212,000.00 |
j. Value of collateral, to the nearest cent | $208,757.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DEUTSCHE BANK AG (NEW YORK BRANC |
e. LEI | N/A |
f. The CUSIP | 251526CE7 |
g. Maturity date | 2026-11-24 |
h. Coupon | 2.129000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,000,000.00 |
j. Value of collateral, to the nearest cent | $8,874,403.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DEUTSCHE BANK AG (NEW YORK BRANC |
e. LEI | N/A |
f. The CUSIP | 251526CF4 |
g. Maturity date | 2032-01-14 |
h. Coupon | 3.729000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $182,863.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DEUTSCHE BANK AG (NEW YORK BRANC |
e. LEI | N/A |
f. The CUSIP | 25160PAJ6 |
g. Maturity date | 2026-07-14 |
h. Coupon | 6.119000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $204,839.24 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JOHN DEERE CAPITAL CORP |
e. LEI | E0KSF7PFQ210NWI8Z391 |
f. The CUSIP | 24422ETW9 |
g. Maturity date | 2027-09-08 |
h. Coupon | 2.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $82,000.00 |
j. Value of collateral, to the nearest cent | $79,978.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DELL INTERNATIONAL LLC |
e. LEI | 254900ZARLSVK41DKO78 |
f. The CUSIP | 24703TAG1 |
g. Maturity date | 2029-10-01 |
h. Coupon | 5.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,666,000.00 |
j. Value of collateral, to the nearest cent | $8,904,887.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DELL INTERNATIONAL LLC |
e. LEI | 254900ZARLSVK41DKO78 |
f. The CUSIP | 24703TAN6 |
g. Maturity date | 2032-04-01 |
h. Coupon | 5.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,969,000.00 |
j. Value of collateral, to the nearest cent | $8,062,923.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DARDEN RESTAURANTS INC |
e. LEI | CY1NFSCCB5GUXC7WZC70 |
f. The CUSIP | 237194AQ8 |
g. Maturity date | 2029-10-15 |
h. Coupon | 4.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,656,000.00 |
j. Value of collateral, to the nearest cent | $1,649,090.34 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NMI HOLDINGS INC |
e. LEI | 529900KNNGFXJX1C3Z08 |
f. The CUSIP | 629209AC1 |
g. Maturity date | 2029-08-15 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000.00 |
j. Value of collateral, to the nearest cent | $5,183.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NXP BV |
e. LEI | 724500RKKW4NOJ9YQF60 |
f. The CUSIP | 62954HBE7 |
g. Maturity date | 2027-06-01 |
h. Coupon | 4.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $255,000.00 |
j. Value of collateral, to the nearest cent | $260,504.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NASDAQ INC |
e. LEI | 549300L8X1Q78ERXFD06 |
f. The CUSIP | 63111XAE1 |
g. Maturity date | 2040-12-21 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,849,000.00 |
j. Value of collateral, to the nearest cent | $2,622,407.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NASDAQ INC |
e. LEI | 549300L8X1Q78ERXFD06 |
f. The CUSIP | 63111XAG6 |
g. Maturity date | 2025-06-28 |
h. Coupon | 5.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $40,000.00 |
j. Value of collateral, to the nearest cent | $40,954.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GATX CORP |
e. LEI | 549300IHYHCQP2PIR591 |
f. The CUSIP | 361448AZ6 |
g. Maturity date | 2027-03-30 |
h. Coupon | 3.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $537,000.00 |
j. Value of collateral, to the nearest cent | $532,245.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DUKE ENERGY FLORIDA LLC |
e. LEI | 7MOHLM3DKE63RX2ZCN83 |
f. The CUSIP | 341099CN7 |
g. Maturity date | 2040-04-01 |
h. Coupon | 5.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $50,638.49 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FOX CORP |
e. LEI | 549300DDU6FDRBIELS05 |
f. The CUSIP | 35137LAL9 |
g. Maturity date | 2030-04-08 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $341,000.00 |
j. Value of collateral, to the nearest cent | $324,224.69 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FISERV INC |
e. LEI | GI7UBEJLXYLGR2C7GV83 |
f. The CUSIP | 337738BH0 |
g. Maturity date | 2033-08-21 |
h. Coupon | 5.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $832,000.00 |
j. Value of collateral, to the nearest cent | $859,646.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FIRSTENERGY CORP |
e. LEI | 549300SVYJS666PQJH88 |
f. The CUSIP | 337932AJ6 |
g. Maturity date | 2047-07-15 |
h. Coupon | 4.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,540,000.00 |
j. Value of collateral, to the nearest cent | $3,810,773.85 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COLGATE-PALMOLIVE CO |
e. LEI | YMEGZFW4SBUSS5BQXF88 |
f. The CUSIP | 19416QCE8 |
g. Maturity date | 2028-06-16 |
h. Coupon | 6.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $325,000.00 |
j. Value of collateral, to the nearest cent | $352,033.77 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMMONSPIRIT HEALTH |
e. LEI | 4SXHN5XW08IBO0UG2V58 |
f. The CUSIP | 20268JAR4 |
g. Maturity date | 2031-12-01 |
h. Coupon | 5.205000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $448,000.00 |
j. Value of collateral, to the nearest cent | $463,801.15 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMMONWEALTH BANK OF AUSTRALIA |
e. LEI | MSFSBD3QN1GSN7Q6C537 |
f. The CUSIP | 202712BJ3 |
g. Maturity date | 2048-01-10 |
h. Coupon | 4.316000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $500,000.00 |
j. Value of collateral, to the nearest cent | $395,682.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CORPORACION NACIONAL DEL COBRE DE CHILE |
e. LEI | 549300UVMBCBCIPSUI70 |
f. The CUSIP | BRS1GXUX3 |
g. Maturity date | 2035-09-21 |
h. Coupon | 5.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $348,000.00 |
j. Value of collateral, to the nearest cent | $344,029.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORBIA ADVANCE CORPORATION SAB DE CV |
e. LEI | 549300MVHZ20SBIOEQ79 |
f. The CUSIP | BRSPQQ355 |
g. Maturity date | 2044-09-17 |
h. Coupon | 5.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,580,000.00 |
j. Value of collateral, to the nearest cent | $2,140,092.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TEACHERS INS & ANN ASSOC OF AMER |
e. LEI | O06XD7BJ4EPXNABVFN69 |
f. The CUSIP | BRTA30TQ5 |
g. Maturity date | 2047-05-15 |
h. Coupon | 4.270000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $380,000.00 |
j. Value of collateral, to the nearest cent | $301,096.48 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GLENCORE FUNDING LLC |
e. LEI | 213800STG1QDNBY87K49 |
f. The CUSIP | BRTDAV357 |
g. Maturity date | 2027-10-27 |
h. Coupon | 3.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $66,000.00 |
j. Value of collateral, to the nearest cent | $64,860.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VICI PROPERTIES LP |
e. LEI | 254900X4QE7SGKQLLN38 |
f. The CUSIP | BRTYYUSN1 |
g. Maturity date | 2029-12-01 |
h. Coupon | 4.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $88,000.00 |
j. Value of collateral, to the nearest cent | $87,419.77 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TRANSCANADA PIPELINES LTD |
e. LEI | 5BV01I6231JPDAPMGH09 |
f. The CUSIP | 89352HAD1 |
g. Maturity date | 2037-10-15 |
h. Coupon | 6.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,654,000.00 |
j. Value of collateral, to the nearest cent | $5,806,940.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DUKE ENERGY PROGRESS LLC |
e. LEI | 0NIFZ782LS46WOC9QK20 |
f. The CUSIP | 26442UAR5 |
g. Maturity date | 2053-03-15 |
h. Coupon | 5.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,861.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DUKE ENERGY FLORIDA LLC |
e. LEI | 7MOHLM3DKE63RX2ZCN83 |
f. The CUSIP | 26444HAQ4 |
g. Maturity date | 2033-11-15 |
h. Coupon | 5.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $4,201.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALTA WIND HOLDINGS LLC |
e. LEI | N/A |
f. The CUSIP | 021345AA1 |
g. Maturity date | 2035-06-30 |
h. Coupon | 7.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $689.07 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TRACTOR SUPPLY CO |
e. LEI | 549300OJ9VZHZRO6I137 |
f. The CUSIP | 892356AB2 |
g. Maturity date | 2033-05-15 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $19,193,000.00 |
j. Value of collateral, to the nearest cent | $19,190,073.07 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TOYOTA MOTOR CREDIT CORP |
e. LEI | Z2VZBHUMB7PWWJ63I008 |
f. The CUSIP | 89236TNA9 |
g. Maturity date | 2030-01-09 |
h. Coupon | 4.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,529,000.00 |
j. Value of collateral, to the nearest cent | $4,672,150.37 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EQM MIDSTREAM PARTNERS LP |
e. LEI | 549300NELT611CL6XM83 |
f. The CUSIP | 26885BAM2 |
g. Maturity date | 2027-06-01 |
h. Coupon | 7.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $58,000.00 |
j. Value of collateral, to the nearest cent | $61,204.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EASTERN ENERGY GAS HOLDINGS LLC |
e. LEI | 549300BFOD6TDMVV4O24 |
f. The CUSIP | 27636AAA0 |
g. Maturity date | 2054-10-15 |
h. Coupon | 5.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $818,000.00 |
j. Value of collateral, to the nearest cent | $764,243.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EASTMAN CHEMICAL COMPANY |
e. LEI | FDPVHDGJ1IQZFK9KH630 |
f. The CUSIP | 277432AY6 |
g. Maturity date | 2034-02-20 |
h. Coupon | 5.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,467,000.00 |
j. Value of collateral, to the nearest cent | $1,485,095.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EDISON INTL |
e. LEI | 549300I7ROF15MAEVP56 |
f. The CUSIP | 281020BB2 |
g. Maturity date | 2032-03-15 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $928,000.00 |
j. Value of collateral, to the nearest cent | $887,592.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EL PASO NATURAL GAS CO LLC |
e. LEI | N/A |
f. The CUSIP | 283695BK9 |
g. Maturity date | 2032-06-15 |
h. Coupon | 8.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,000.00 |
j. Value of collateral, to the nearest cent | $7,115.31 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ELEMENT FLEET MANAGEMENT CORP |
e. LEI | 5493000PGBS1C22ELQ16 |
f. The CUSIP | 286181AK8 |
g. Maturity date | 2028-12-04 |
h. Coupon | 6.319000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $11,853,000.00 |
j. Value of collateral, to the nearest cent | $12,782,546.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KOREA DEVELOPMENT BANK (THE) |
e. LEI | 549300ML2LNRZUCS7149 |
f. The CUSIP | 500630DT2 |
g. Maturity date | 2025-09-08 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $261,000.00 |
j. Value of collateral, to the nearest cent | $262,897.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KRAFT HEINZ FOODS CO |
e. LEI | 5493003STKEZ2S0RNU91 |
f. The CUSIP | 50077LBM7 |
g. Maturity date | 2032-03-15 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $16,277,000.00 |
j. Value of collateral, to the nearest cent | $16,513,703.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KEURIG DR PEPPER INC |
e. LEI | DYTQ8KRTKO7Y2BVU5K74 |
f. The CUSIP | 49271VAZ3 |
g. Maturity date | 2028-05-15 |
h. Coupon | 4.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,895,000.00 |
j. Value of collateral, to the nearest cent | $7,881,348.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KEYSIGHT TECHNOLOGIES INC |
e. LEI | 549300GLKVIO8YRCYN02 |
f. The CUSIP | 49338LAF0 |
g. Maturity date | 2029-10-30 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,160,000.00 |
j. Value of collateral, to the nearest cent | $2,942,212.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KEYSIGHT TECHNOLOGIES INC |
e. LEI | 549300GLKVIO8YRCYN02 |
f. The CUSIP | 49338LAH6 |
g. Maturity date | 2030-07-30 |
h. Coupon | 5.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,697,000.00 |
j. Value of collateral, to the nearest cent | $8,919,732.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KIMBERLY-CLARK CORPORATION |
e. LEI | MP3J6QPYPGN75NVW2S34 |
f. The CUSIP | 494368BR3 |
g. Maturity date | 2025-08-15 |
h. Coupon | 3.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $230,000.00 |
j. Value of collateral, to the nearest cent | $231,316.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KIMBERLY-CLARK CORPORATION |
e. LEI | MP3J6QPYPGN75NVW2S34 |
f. The CUSIP | 494368BZ5 |
g. Maturity date | 2029-04-25 |
h. Coupon | 3.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $96,642.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KIMCO REALTY OP LLC |
e. LEI | 549300EA7I6T15IBYS12 |
f. The CUSIP | 49447BAB9 |
g. Maturity date | 2035-03-01 |
h. Coupon | 4.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $337,000.00 |
j. Value of collateral, to the nearest cent | $326,714.85 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KINDER MORGAN INC |
e. LEI | 549300WR7IX8XE0TBO16 |
f. The CUSIP | 49456BBB6 |
g. Maturity date | 2030-06-01 |
h. Coupon | 5.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,262,000.00 |
j. Value of collateral, to the nearest cent | $4,312,754.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WASTE CONNECTIONS INC |
e. LEI | 549300HDLRTPBQU69P29 |
f. The CUSIP | 94106BAC5 |
g. Maturity date | 2032-01-15 |
h. Coupon | 2.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $503,000.00 |
j. Value of collateral, to the nearest cent | $431,795.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WASTE MANAGEMENT INC |
e. LEI | 549300YX8JIID70NFS41 |
f. The CUSIP | 94106LBP3 |
g. Maturity date | 2031-03-15 |
h. Coupon | 1.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $714,000.00 |
j. Value of collateral, to the nearest cent | $604,168.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KELLANOVA |
e. LEI | LONOZNOJYIBXOHXWDB86 |
f. The CUSIP | 487836BZ0 |
g. Maturity date | 2033-03-01 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,647,000.00 |
j. Value of collateral, to the nearest cent | $1,685,670.19 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KELLANOVA |
e. LEI | LONOZNOJYIBXOHXWDB86 |
f. The CUSIP | 487836CA4 |
g. Maturity date | 2054-05-16 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,000,000.00 |
j. Value of collateral, to the nearest cent | $5,813,436.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP |
e. LEI | 06BTX5UWZD0GQ5N5Y745 |
f. The CUSIP | 960386AM2 |
g. Maturity date | 2028-09-15 |
h. Coupon | 4.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $101,166.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP |
e. LEI | 06BTX5UWZD0GQ5N5Y745 |
f. The CUSIP | 960386AS9 |
g. Maturity date | 2030-05-29 |
h. Coupon | 4.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $800,000.00 |
j. Value of collateral, to the nearest cent | $803,196.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP |
e. LEI | 06BTX5UWZD0GQ5N5Y745 |
f. The CUSIP | 960386AT7 |
g. Maturity date | 2035-05-29 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $12,305,000.00 |
j. Value of collateral, to the nearest cent | $12,321,522.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WHISTLER PIPELINE LLC |
e. LEI | 549300NG57SGLTNW5C85 |
f. The CUSIP | 96337RAB8 |
g. Maturity date | 2031-09-30 |
h. Coupon | 5.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $13,015,000.00 |
j. Value of collateral, to the nearest cent | $13,180,030.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WILLIAMS COMPANIES INC |
e. LEI | D71FAKCBLFS2O0RBPG08 |
f. The CUSIP | 96950FAK0 |
g. Maturity date | 2043-11-15 |
h. Coupon | 5.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $332,000.00 |
j. Value of collateral, to the nearest cent | $318,121.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WIPRO IT SERVICES LLC |
e. LEI | 549300S6XZZ65F0EJS98 |
f. The CUSIP | 97654MAA4 |
g. Maturity date | 2026-06-23 |
h. Coupon | 1.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $445,000.00 |
j. Value of collateral, to the nearest cent | $432,625.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WISCONSIN ELECTRIC POWER COMPANY |
e. LEI | AENKIFMULUAWOUU8Q584 |
f. The CUSIP | 976656CG1 |
g. Maturity date | 2044-06-01 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,633.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WORKDAY INC |
e. LEI | 549300J0DYC0N31V7G13 |
f. The CUSIP | 98138HAH4 |
g. Maturity date | 2029-04-01 |
h. Coupon | 3.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,073,000.00 |
j. Value of collateral, to the nearest cent | $1,044,537.48 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | XCEL ENERGY INC |
e. LEI | LGJNMI9GH8XIDG5RCM61 |
f. The CUSIP | 98389BBD1 |
g. Maturity date | 2028-03-21 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $109,000.00 |
j. Value of collateral, to the nearest cent | $110,418.54 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ZIMMER BIOMET HOLDINGS INC |
e. LEI | 2P2YLDVPES3BXQ1FRB91 |
f. The CUSIP | 98956PAS1 |
g. Maturity date | 2026-01-15 |
h. Coupon | 3.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $18,000.00 |
j. Value of collateral, to the nearest cent | $18,036.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SANDS CHINA LTD |
e. LEI | 549300EVO6UZDGY05787 |
f. The CUSIP | 80007RAE5 |
g. Maturity date | 2028-08-08 |
h. Coupon | 5.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,023,000.00 |
j. Value of collateral, to the nearest cent | $1,035,920.49 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | APTIV SWISS HOLDINGS LTD |
e. LEI | N/A |
f. The CUSIP | 03835VAH9 |
g. Maturity date | 2049-03-15 |
h. Coupon | 5.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,727,000.00 |
j. Value of collateral, to the nearest cent | $7,333,123.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BLACKSTONE PRIVATE CREDIT FUND |
e. LEI | 549300ORP3TTCNXSYO43 |
f. The CUSIP | 09261HBN6 |
g. Maturity date | 2029-07-16 |
h. Coupon | 5.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,000.00 |
j. Value of collateral, to the nearest cent | $6,182.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BLUE OWL CREDIT INCOME CORP |
e. LEI | 5493003I42XBWPE05N35 |
f. The CUSIP | 09581CAD3 |
g. Maturity date | 2030-03-15 |
h. Coupon | 5.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $600,000.00 |
j. Value of collateral, to the nearest cent | $600,374.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BNP PARIBAS SA |
e. LEI | R0MUWSFPU8MPRO8K5P83 |
f. The CUSIP | 09659X2X9 |
g. Maturity date | 2030-11-19 |
h. Coupon | 5.283000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $300,000.00 |
j. Value of collateral, to the nearest cent | $302,974.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CONSTELLATION SOFTWARE INC |
e. LEI | 549300B6PYHMCTDWQV29 |
f. The CUSIP | 21037XAD2 |
g. Maturity date | 2034-02-16 |
h. Coupon | 5.461000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $4,071.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CONSUMERS ENERGY COMPANY |
e. LEI | 7NKTFWJ1G6MELP9TU740 |
f. The CUSIP | 210518CY0 |
g. Maturity date | 2045-11-15 |
h. Coupon | 4.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,276,000.00 |
j. Value of collateral, to the nearest cent | $1,786,861.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CONSUMERS ENERGY COMPANY |
e. LEI | 7NKTFWJ1G6MELP9TU740 |
f. The CUSIP | 210518DP8 |
g. Maturity date | 2032-08-15 |
h. Coupon | 3.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $46,181.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CONTINENTAL RESOURCES INC |
e. LEI | XXRTID9RYWOZ0UPIVR53 |
f. The CUSIP | 212015AQ4 |
g. Maturity date | 2044-06-01 |
h. Coupon | 4.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $79,098.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CORNING INC |
e. LEI | 549300X2937PB0CJ7I56 |
f. The CUSIP | 219350BK0 |
g. Maturity date | 2048-11-15 |
h. Coupon | 5.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $33,000.00 |
j. Value of collateral, to the nearest cent | $30,007.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) |
e. LEI | N/A |
f. The CUSIP | 20271RAU4 |
g. Maturity date | 2026-11-27 |
h. Coupon | 4.577000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,221,000.00 |
j. Value of collateral, to the nearest cent | $1,226,325.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMMONWEALTH EDISON COMPANY |
e. LEI | D8YOXB8L2ZDC8P7Q0771 |
f. The CUSIP | 202795JG6 |
g. Maturity date | 2045-11-15 |
h. Coupon | 4.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $405,000.00 |
j. Value of collateral, to the nearest cent | $333,093.26 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMMONWEALTH EDISON COMPANY |
e. LEI | D8YOXB8L2ZDC8P7Q0771 |
f. The CUSIP | 202795KB5 |
g. Maturity date | 2055-06-01 |
h. Coupon | 5.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $705,000.00 |
j. Value of collateral, to the nearest cent | $707,021.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ARES CAPITAL CORPORATION |
e. LEI | WEQ82666OJYSI5GUAB47 |
f. The CUSIP | 04010LBD4 |
g. Maturity date | 2027-06-15 |
h. Coupon | 2.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,000.00 |
j. Value of collateral, to the nearest cent | $7,783.26 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CINTAS NO 2 CORP |
e. LEI | 549300QVUQTTKMTE0G41 |
f. The CUSIP | 17252MAR1 |
g. Maturity date | 2028-05-01 |
h. Coupon | 4.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,525,000.00 |
j. Value of collateral, to the nearest cent | $2,528,072.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CISCO SYSTEMS INC |
e. LEI | 549300LKFJ962MZ46593 |
f. The CUSIP | 17275RBS0 |
g. Maturity date | 2031-02-26 |
h. Coupon | 4.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,610,000.00 |
j. Value of collateral, to the nearest cent | $3,724,021.85 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP INC |
e. LEI | 6SHGI4ZSSLCXXQSBB395 |
f. The CUSIP | 172967DR9 |
g. Maturity date | 2036-08-25 |
h. Coupon | 6.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $275,000.00 |
j. Value of collateral, to the nearest cent | $282,989.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP INC |
e. LEI | 6SHGI4ZSSLCXXQSBB395 |
f. The CUSIP | 172967KJ9 |
g. Maturity date | 2026-03-09 |
h. Coupon | 4.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $97,000.00 |
j. Value of collateral, to the nearest cent | $97,880.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP INC |
e. LEI | 6SHGI4ZSSLCXXQSBB395 |
f. The CUSIP | 172967KR1 |
g. Maturity date | 2046-05-18 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $323,000.00 |
j. Value of collateral, to the nearest cent | $268,620.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP INC |
e. LEI | 6SHGI4ZSSLCXXQSBB395 |
f. The CUSIP | 172967QB0 |
g. Maturity date | 2031-05-07 |
h. Coupon | 4.330000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $17,300,000.00 |
j. Value of collateral, to the nearest cent | $17,443,024.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CREDIT AGRICOLE SA |
e. LEI | 969500TJ5KRTCJQWXH05 |
f. The CUSIP | 22534PAF0 |
g. Maturity date | 2026-07-05 |
h. Coupon | 4.330000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,320,000.00 |
j. Value of collateral, to the nearest cent | $1,338,918.01 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CREDIT AGRICOLE SA |
e. LEI | 969500TJ5KRTCJQWXH05 |
f. The CUSIP | 22535WAH0 |
g. Maturity date | 2027-01-26 |
h. Coupon | 1.247000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $465,000.00 |
j. Value of collateral, to the nearest cent | $456,051.18 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENERGY TRANSFER LP |
e. LEI | MTLVN9N7JE8MIBIJ1H73 |
f. The CUSIP | 226373AQ1 |
g. Maturity date | 2027-05-01 |
h. Coupon | 5.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $225,000.00 |
j. Value of collateral, to the nearest cent | $226,062.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIZENS FINANCIAL GROUP INC |
e. LEI | 2138004JDDA4ZQUPFW65 |
f. The CUSIP | 174610BE4 |
g. Maturity date | 2037-05-21 |
h. Coupon | 5.641000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $85,000.00 |
j. Value of collateral, to the nearest cent | $82,587.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CUMMINS INC |
e. LEI | ZUNI8PYC725B6H8JU438 |
f. The CUSIP | 231021AU0 |
g. Maturity date | 2025-09-01 |
h. Coupon | 0.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,850,000.00 |
j. Value of collateral, to the nearest cent | $1,835,300.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JONES LANG LASALLE INC |
e. LEI | 6SYKCME112RT8TQUO411 |
f. The CUSIP | 48020QAB3 |
g. Maturity date | 2028-12-01 |
h. Coupon | 6.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $700,000.00 |
j. Value of collateral, to the nearest cent | $769,743.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AT&T INC |
e. LEI | 549300Z40J86GGSTL398 |
f. The CUSIP | 04650NAB0 |
g. Maturity date | 2040-09-01 |
h. Coupon | 5.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $678,000.00 |
j. Value of collateral, to the nearest cent | $648,260.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EQUITABLE HOLDINGS INC |
e. LEI | 549300FIBAKMNHPZ4009 |
f. The CUSIP | 054561AJ4 |
g. Maturity date | 2028-04-20 |
h. Coupon | 4.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $17,406,000.00 |
j. Value of collateral, to the nearest cent | $17,361,672.71 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BAT CAPITAL CORP |
e. LEI | 2138005GYEXN7XRHFA84 |
f. The CUSIP | 05526DBH7 |
g. Maturity date | 2029-09-06 |
h. Coupon | 3.462000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,900,000.00 |
j. Value of collateral, to the nearest cent | $2,779,847.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BAT INTL FIN PLC |
e. LEI | 21380041YBGOQDFAC823 |
f. The CUSIP | 05530QAP5 |
g. Maturity date | 2028-03-16 |
h. Coupon | 4.448000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $26,949,000.00 |
j. Value of collateral, to the nearest cent | $27,099,728.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BHP BILLITON FINANCE (USA) LTD |
e. LEI | 5493003NUVITP3TMY274 |
f. The CUSIP | 055451BE7 |
g. Maturity date | 2033-09-08 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $906,000.00 |
j. Value of collateral, to the nearest cent | $922,659.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BMW US CAPITAL LLC |
e. LEI | KK5MZM9DIXLXZL9DZL15 |
f. The CUSIP | 05565ECF0 |
g. Maturity date | 2033-08-11 |
h. Coupon | 5.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,386,000.00 |
j. Value of collateral, to the nearest cent | $10,476,701.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JBS USA HOLDING LUX SARL |
e. LEI | RB8RC03FUD8DSX57C193 |
f. The CUSIP | 46590XAS5 |
g. Maturity date | 2027-01-15 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $900,000.00 |
j. Value of collateral, to the nearest cent | $875,722.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NOMURA HOLDINGS INC |
e. LEI | 549300B3CEAHYG7K8164 |
f. The CUSIP | 65535HBK4 |
g. Maturity date | 2033-01-18 |
h. Coupon | 6.181000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $788,000.00 |
j. Value of collateral, to the nearest cent | $842,855.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NORDEA BANK ABP |
e. LEI | 529900ODI3047E2LIV03 |
f. The CUSIP | 65557FAH9 |
g. Maturity date | 2033-09-13 |
h. Coupon | 4.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $470,000.00 |
j. Value of collateral, to the nearest cent | $467,900.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NORDSON CORP |
e. LEI | 14OS6Q5N55N95WM84M53 |
f. The CUSIP | 655663AC6 |
g. Maturity date | 2029-12-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $12,315,000.00 |
j. Value of collateral, to the nearest cent | $12,417,029.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NORFOLK SOUTHERN CORPORATION |
e. LEI | 54930036C8MWP850MI84 |
f. The CUSIP | 655844CN6 |
g. Maturity date | 2053-03-15 |
h. Coupon | 3.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000,000.00 |
j. Value of collateral, to the nearest cent | $2,133,925.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NORFOLK SOUTHERN CORPORATION |
e. LEI | 54930036C8MWP850MI84 |
f. The CUSIP | 655844CT3 |
g. Maturity date | 2034-03-15 |
h. Coupon | 5.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $3,118.27 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NEXTERA ENERGY CAPITAL HOLDINGS INC |
e. LEI | UMI46YPGBLUE4VGNNT48 |
f. The CUSIP | 65339KCN8 |
g. Maturity date | 2030-02-28 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $986,000.00 |
j. Value of collateral, to the nearest cent | $1,014,986.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO |
e. LEI | 8I5DZWZKVSZI1NUHU748 |
f. The CUSIP | 46625HMN7 |
g. Maturity date | 2025-07-15 |
h. Coupon | 3.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $396,000.00 |
j. Value of collateral, to the nearest cent | $401,355.90 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO |
e. LEI | 8I5DZWZKVSZI1NUHU748 |
f. The CUSIP | 46647PER3 |
g. Maturity date | 2035-10-22 |
h. Coupon | 4.946000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,281,000.00 |
j. Value of collateral, to the nearest cent | $7,099,490.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VALE SA |
e. LEI | 254900SMTWBX7RU2SR20 |
f. The CUSIP | 91912EAA3 |
g. Maturity date | 2042-09-11 |
h. Coupon | 5.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000.00 |
j. Value of collateral, to the nearest cent | $4,798.07 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ING GROEP NV |
e. LEI | 549300NYKK9MWM7GGW15 |
f. The CUSIP | 456837BM4 |
g. Maturity date | 2035-03-19 |
h. Coupon | 5.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $475,000.00 |
j. Value of collateral, to the nearest cent | $482,370.02 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TRANE TECHNOLOGIES FINANCING LTD |
e. LEI | 549300A5OEF3CJI2CO89 |
f. The CUSIP | 456873AE8 |
g. Maturity date | 2026-03-21 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $30,000.00 |
j. Value of collateral, to the nearest cent | $29,980.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTEL CORP |
e. LEI | KNX4USFCNGPY45LOCE31 |
f. The CUSIP | 458140CG3 |
g. Maturity date | 2033-02-10 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,075,000.00 |
j. Value of collateral, to the nearest cent | $1,079,040.81 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTL PAPER CO |
e. LEI | 824LMFJDH41EY779Q875 |
f. The CUSIP | 460146CH4 |
g. Maturity date | 2041-11-15 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,900,000.00 |
j. Value of collateral, to the nearest cent | $1,877,029.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTESA SANPAOLO SPA |
e. LEI | 2W8N8UU78PMDQKZENC08 |
f. The CUSIP | 46115HBE6 |
g. Maturity date | 2048-01-12 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $54,945,000.00 |
j. Value of collateral, to the nearest cent | $40,404,400.99 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTESA SANPAOLO SPA |
e. LEI | 2W8N8UU78PMDQKZENC08 |
f. The CUSIP | 46115HCB1 |
g. Maturity date | 2054-06-20 |
h. Coupon | 7.778000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,038,000.00 |
j. Value of collateral, to the nearest cent | $2,300,777.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITEDHEALTH GROUP INC |
e. LEI | 549300GHBMY8T5GXDE41 |
f. The CUSIP | 91324PDS8 |
g. Maturity date | 2029-08-15 |
h. Coupon | 2.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $255,000.00 |
j. Value of collateral, to the nearest cent | $239,729.43 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PHILIP MORRIS INTERNATIONAL INC |
e. LEI | HL3H1H2BGXWVG3BSWR90 |
f. The CUSIP | 718172DP1 |
g. Maturity date | 2031-11-01 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,086,000.00 |
j. Value of collateral, to the nearest cent | $9,084,149.99 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ANGLO AMERICAN CAPITAL PLC |
e. LEI | TINT358G1SSHR3L3PW36 |
f. The CUSIP | 034863BA7 |
g. Maturity date | 2031-03-17 |
h. Coupon | 2.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $695,000.00 |
j. Value of collateral, to the nearest cent | $618,153.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNIVERSAL HEALTH SERVICES INC |
e. LEI | 549300YGMGQDO0NMJD09 |
f. The CUSIP | 913903BA7 |
g. Maturity date | 2032-01-15 |
h. Coupon | 2.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $180,000.00 |
j. Value of collateral, to the nearest cent | $151,120.35 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LINDE INC |
e. LEI | ZU69GUVJQGZ6Z1UOOO79 |
f. The CUSIP | 74005PBD5 |
g. Maturity date | 2042-11-07 |
h. Coupon | 3.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,291,000.00 |
j. Value of collateral, to the nearest cent | $996,791.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ANHEUSER-BUSCH INBEV WORLDWIDE INC |
e. LEI | 549300CRGMZK3K53BF92 |
f. The CUSIP | 035240AG5 |
g. Maturity date | 2042-01-15 |
h. Coupon | 4.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $73,000.00 |
j. Value of collateral, to the nearest cent | $68,940.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ANHEUSER-BUSCH INBEV WORLDWIDE INC |
e. LEI | 549300CRGMZK3K53BF92 |
f. The CUSIP | 035240AM2 |
g. Maturity date | 2038-04-15 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,315,000.00 |
j. Value of collateral, to the nearest cent | $1,200,527.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PUBLIC SERVICE COMPANY OF COLORADO |
e. LEI | 5BANEF6PGSEK0SNMQF44 |
f. The CUSIP | 744448DA6 |
g. Maturity date | 2054-05-15 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,500,000.00 |
j. Value of collateral, to the nearest cent | $1,434,563.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VERIZON COMMUNICATIONS INC |
e. LEI | 2S72QS2UO2OESLG6Y829 |
f. The CUSIP | 92343VFD1 |
g. Maturity date | 2050-03-22 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $104,000.00 |
j. Value of collateral, to the nearest cent | $78,022.42 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VERIZON COMMUNICATIONS INC |
e. LEI | 2S72QS2UO2OESLG6Y829 |
f. The CUSIP | 92343VFX7 |
g. Maturity date | 2030-10-30 |
h. Coupon | 1.680000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,621,000.00 |
j. Value of collateral, to the nearest cent | $7,383,972.71 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VERIZON COMMUNICATIONS INC |
e. LEI | 2S72QS2UO2OESLG6Y829 |
f. The CUSIP | 92343VGT5 |
g. Maturity date | 2033-05-09 |
h. Coupon | 5.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,685,000.00 |
j. Value of collateral, to the nearest cent | $8,710,671.41 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PROLOGIS LP |
e. LEI | GL16H1DHB0QSHP25F723 |
f. The CUSIP | 74340XBM2 |
g. Maturity date | 2030-04-15 |
h. Coupon | 2.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $236,000.00 |
j. Value of collateral, to the nearest cent | $212,176.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PROLOGIS LP |
e. LEI | GL16H1DHB0QSHP25F723 |
f. The CUSIP | 74340XBP5 |
g. Maturity date | 2050-04-15 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $24,201,000.00 |
j. Value of collateral, to the nearest cent | $15,359,164.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BOOKING HOLDINGS INC |
e. LEI | FXM8FAOHMYDIPD38UZ17 |
f. The CUSIP | 741503AZ9 |
g. Maturity date | 2026-06-01 |
h. Coupon | 3.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $15,032,000.00 |
j. Value of collateral, to the nearest cent | $15,185,627.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EVERSOURCE ENERGY |
e. LEI | SJ7XXD41SQU3ZNWUJ746 |
f. The CUSIP | 30040WAN8 |
g. Maturity date | 2026-08-15 |
h. Coupon | 1.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $70,000.00 |
j. Value of collateral, to the nearest cent | $67,578.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ARTHUR J GALLAGHER & CO |
e. LEI | 54930049QLLMPART6V29 |
f. The CUSIP | 363576AB5 |
g. Maturity date | 2051-05-20 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,025,000.00 |
j. Value of collateral, to the nearest cent | $691,006.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC |
e. LEI | 5493002SQ1AVQBY41K40 |
f. The CUSIP | 928668CP5 |
g. Maturity date | 2028-03-27 |
h. Coupon | 5.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,366,000.00 |
j. Value of collateral, to the nearest cent | $2,383,407.85 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VULCAN MATERIALS COMPANY |
e. LEI | 549300Q8LSNHAVWBNI21 |
f. The CUSIP | 929160BB4 |
g. Maturity date | 2029-12-01 |
h. Coupon | 4.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,000.00 |
j. Value of collateral, to the nearest cent | $7,263.31 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WEA FINANCE LLC |
e. LEI | 3CYEJKBUJZO3UW777J80 |
f. The CUSIP | 92928QAH1 |
g. Maturity date | 2027-01-15 |
h. Coupon | 2.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,980,000.00 |
j. Value of collateral, to the nearest cent | $8,784,875.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENTERGY CORP |
e. LEI | 4XM3TW50JULSLG8BNC79 |
f. The CUSIP | 29364GAL7 |
g. Maturity date | 2030-06-15 |
h. Coupon | 2.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $204,000.00 |
j. Value of collateral, to the nearest cent | $187,866.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENTERGY LOUISIANA LLC |
e. LEI | 0V5453U14HDZO63CGH17 |
f. The CUSIP | 29364WBJ6 |
g. Maturity date | 2041-06-15 |
h. Coupon | 3.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,080,000.00 |
j. Value of collateral, to the nearest cent | $2,232,224.87 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENTERGY LOUISIANA LLC |
e. LEI | 0V5453U14HDZO63CGH17 |
f. The CUSIP | 29364WBL1 |
g. Maturity date | 2052-09-15 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,500,000.00 |
j. Value of collateral, to the nearest cent | $8,051,400.41 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | Entergy Tx |
e. LEI | LWXX58X12AJXISQ28573 |
f. The CUSIP | 29365TAN4 |
g. Maturity date | 2053-09-01 |
h. Coupon | 5.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $190,000.00 |
j. Value of collateral, to the nearest cent | $186,047.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENTERPRISE PRODUCTS OPERATING LLC |
e. LEI | 5493004LGN656HWLDA30 |
f. The CUSIP | 29379VAV5 |
g. Maturity date | 2042-02-15 |
h. Coupon | 5.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $99,105.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LIBERTY MUTUAL GROUP INC |
e. LEI | QUR0DG15Z6FFGYCHH861 |
f. The CUSIP | 53079EBJ2 |
g. Maturity date | 2050-10-15 |
h. Coupon | 3.951000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $25,000.00 |
j. Value of collateral, to the nearest cent | $17,786.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LIBERTY UTILITIES CO |
e. LEI | 549300UN1FEYPC5BKW09 |
f. The CUSIP | 531542AB4 |
g. Maturity date | 2034-01-31 |
h. Coupon | 5.869000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $919,000.00 |
j. Value of collateral, to the nearest cent | $940,415.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | L3HARRIS TECHNOLOGIES INC |
e. LEI | 549300UTE50ZMDBG8A20 |
f. The CUSIP | 502431AV1 |
g. Maturity date | 2054-08-15 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $102,000.00 |
j. Value of collateral, to the nearest cent | $97,440.77 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LYB INTERNATIONAL FINANCE BV |
e. LEI | 549300J6QSW38QNOJK61 |
f. The CUSIP | 50247VAB5 |
g. Maturity date | 2043-07-15 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $313,000.00 |
j. Value of collateral, to the nearest cent | $277,523.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN ELECTRIC POWER COMPANY INC. |
e. LEI | 1B4S6S7G0TW5EE83BO58 |
f. The CUSIP | 025537AN1 |
g. Maturity date | 2030-03-01 |
h. Coupon | 2.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,054,000.00 |
j. Value of collateral, to the nearest cent | $2,747,030.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN ELECTRIC POWER COMPANY INC. |
e. LEI | 1B4S6S7G0TW5EE83BO58 |
f. The CUSIP | 025537AP6 |
g. Maturity date | 2050-03-01 |
h. Coupon | 3.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $82,000.00 |
j. Value of collateral, to the nearest cent | $52,383.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN ELECTRIC POWER COMPANY INC. |
e. LEI | 1B4S6S7G0TW5EE83BO58 |
f. The CUSIP | 025537AW1 |
g. Maturity date | 2032-11-01 |
h. Coupon | 5.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $105,000.00 |
j. Value of collateral, to the nearest cent | $109,821.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN EXPRESS COMPANY |
e. LEI | R4PP93JZOLY261QX3811 |
f. The CUSIP | 025816CA5 |
g. Maturity date | 2025-11-06 |
h. Coupon | 4.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $976,000.00 |
j. Value of collateral, to the nearest cent | $977,424.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN EXPRESS COMPANY |
e. LEI | R4PP93JZOLY261QX3811 |
f. The CUSIP | 025816CM9 |
g. Maturity date | 2026-11-04 |
h. Coupon | 1.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $249,000.00 |
j. Value of collateral, to the nearest cent | $239,859.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN EXPRESS COMPANY |
e. LEI | R4PP93JZOLY261QX3811 |
f. The CUSIP | 025816CP2 |
g. Maturity date | 2027-05-03 |
h. Coupon | 3.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,729,000.00 |
j. Value of collateral, to the nearest cent | $3,668,422.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN EXPRESS COMPANY |
e. LEI | R4PP93JZOLY261QX3811 |
f. The CUSIP | 025816DX4 |
g. Maturity date | 2028-07-26 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $100,950.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN HONDA FINANCE CORPORATION |
e. LEI | B6Q2VFHD1797Q7NZ3E43 |
f. The CUSIP | 02665WBH3 |
g. Maturity date | 2026-09-09 |
h. Coupon | 2.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $309,000.00 |
j. Value of collateral, to the nearest cent | $301,749.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN HONDA FINANCE CORPORATION |
e. LEI | B6Q2VFHD1797Q7NZ3E43 |
f. The CUSIP | 02665WEQ0 |
g. Maturity date | 2025-10-03 |
h. Coupon | 5.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $559,000.00 |
j. Value of collateral, to the nearest cent | $566,179.42 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN HONDA FINANCE CORPORATION |
e. LEI | B6Q2VFHD1797Q7NZ3E43 |
f. The CUSIP | 02665WER8 |
g. Maturity date | 2030-10-04 |
h. Coupon | 5.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,640,000.00 |
j. Value of collateral, to the nearest cent | $5,947,380.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN HONDA FINANCE CORPORATION |
e. LEI | B6Q2VFHD1797Q7NZ3E43 |
f. The CUSIP | 02665WFT3 |
g. Maturity date | 2027-10-22 |
h. Coupon | 4.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $65,000.00 |
j. Value of collateral, to the nearest cent | $65,103.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN HONDA FINANCE CORPORATION |
e. LEI | B6Q2VFHD1797Q7NZ3E43 |
f. The CUSIP | 02665WFU0 |
g. Maturity date | 2031-10-23 |
h. Coupon | 4.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $35,991,000.00 |
j. Value of collateral, to the nearest cent | $35,806,536.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN HONDA FINANCE CORPORATION |
e. LEI | B6Q2VFHD1797Q7NZ3E43 |
f. The CUSIP | 02665WFY2 |
g. Maturity date | 2030-03-05 |
h. Coupon | 4.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $424,000.00 |
j. Value of collateral, to the nearest cent | $428,873.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN HOMES 4 RENT LP |
e. LEI | 549300N4PXZ37U8QKI55 |
f. The CUSIP | 02666TAE7 |
g. Maturity date | 2032-04-15 |
h. Coupon | 3.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $269,000.00 |
j. Value of collateral, to the nearest cent | $245,037.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN WATER CAPITAL CORP |
e. LEI | 5IDHQUFVC8Q2KIBBFF06 |
f. The CUSIP | 03040WAY1 |
g. Maturity date | 2031-06-01 |
h. Coupon | 2.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,260,000.00 |
j. Value of collateral, to the nearest cent | $1,985,853.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERIPRISE FINANCIAL INC |
e. LEI | 6ZLKQF7QB6JAEKQS5388 |
f. The CUSIP | 03076CAN6 |
g. Maturity date | 2028-12-15 |
h. Coupon | 5.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $46,000.00 |
j. Value of collateral, to the nearest cent | $49,119.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMGEN INC |
e. LEI | 62QBXGPJ34PQ72Z12S66 |
f. The CUSIP | 031162CF5 |
g. Maturity date | 2051-06-15 |
h. Coupon | 4.663000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,136,000.00 |
j. Value of collateral, to the nearest cent | $4,376,242.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMGEN INC |
e. LEI | 62QBXGPJ34PQ72Z12S66 |
f. The CUSIP | 031162DB3 |
g. Maturity date | 2028-08-15 |
h. Coupon | 1.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $456,000.00 |
j. Value of collateral, to the nearest cent | $420,109.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMPHENOL CORP |
e. LEI | 549300D3L3G0R4U4VT04 |
f. The CUSIP | 032095AN1 |
g. Maturity date | 2027-04-05 |
h. Coupon | 5.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $2,040.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ANALOG DEVICES INC |
e. LEI | GYVOE5EZ4GDAVTU4CQ61 |
f. The CUSIP | 032654BB0 |
g. Maturity date | 2034-04-01 |
h. Coupon | 5.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $680,000.00 |
j. Value of collateral, to the nearest cent | $689,932.34 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF AMERICA CORP |
e. LEI | 9DJT3UXIJIZJI4WXO774 |
f. The CUSIP | 060505GB4 |
g. Maturity date | 2079-12-31 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $15,663,000.00 |
j. Value of collateral, to the nearest cent | $15,220,996.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF AMERICA CORP |
e. LEI | 9DJT3UXIJIZJI4WXO774 |
f. The CUSIP | 06051GFC8 |
g. Maturity date | 2044-01-21 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,099,000.00 |
j. Value of collateral, to the nearest cent | $1,965,979.37 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF AMERICA CORP |
e. LEI | 9DJT3UXIJIZJI4WXO774 |
f. The CUSIP | 06051GJE0 |
g. Maturity date | 2041-06-19 |
h. Coupon | 2.676000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $20,879,000.00 |
j. Value of collateral, to the nearest cent | $14,766,624.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF AMERICA CORP |
e. LEI | 9DJT3UXIJIZJI4WXO774 |
f. The CUSIP | 06051GJL4 |
g. Maturity date | 2031-10-24 |
h. Coupon | 1.922000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $11,000,000.00 |
j. Value of collateral, to the nearest cent | $9,475,312.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF AMERICA CORP |
e. LEI | 9DJT3UXIJIZJI4WXO774 |
f. The CUSIP | 06051GMA4 |
g. Maturity date | 2035-01-23 |
h. Coupon | 5.468000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,486,000.00 |
j. Value of collateral, to the nearest cent | $1,526,285.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF NEW YORK MELLON CORP/THE |
e. LEI | WFLLPEPC7FZXENRZV188 |
f. The CUSIP | 064058AL4 |
g. Maturity date | 2079-12-31 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $12,077,000.00 |
j. Value of collateral, to the nearest cent | $11,718,333.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF NEW YORK MELLON/THE |
e. LEI | HPFHU0OQ28E4N0NFVK49 |
f. The CUSIP | 06405LAG6 |
g. Maturity date | 2027-04-20 |
h. Coupon | 4.330000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,500,000.00 |
j. Value of collateral, to the nearest cent | $1,512,086.90 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF NEW YORK MELLON CORP/THE |
e. LEI | WFLLPEPC7FZXENRZV188 |
f. The CUSIP | 06406FAC7 |
g. Maturity date | 2026-05-04 |
h. Coupon | 2.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $890,000.00 |
j. Value of collateral, to the nearest cent | $879,019.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF NEW YORK MELLON CORP/THE |
e. LEI | WFLLPEPC7FZXENRZV188 |
f. The CUSIP | 06406RBM8 |
g. Maturity date | 2033-10-25 |
h. Coupon | 5.834000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $19,235,000.00 |
j. Value of collateral, to the nearest cent | $20,210,251.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF NOVA SCOTIA |
e. LEI | L3I9ZG2KFGXZ61BMYR72 |
f. The CUSIP | 064159VJ2 |
g. Maturity date | 2079-12-31 |
h. Coupon | 4.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $635,000.00 |
j. Value of collateral, to the nearest cent | $641,988.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF AMERICA NA |
e. LEI | B4TYDEB6GKMZO031MB27 |
f. The CUSIP | 06428CAC8 |
g. Maturity date | 2025-08-18 |
h. Coupon | 5.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,075,000.00 |
j. Value of collateral, to the nearest cent | $7,197,810.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PT FREEPORT INDONESIA |
e. LEI | 549300T4HTQHRKLNE619 |
f. The CUSIP | 69377FAA4 |
g. Maturity date | 2027-04-14 |
h. Coupon | 4.763000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $220,000.00 |
j. Value of collateral, to the nearest cent | $220,419.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HALEON US CAPITAL LLC |
e. LEI | 549300N8C3A3L0UVQB07 |
f. The CUSIP | 36264FAK7 |
g. Maturity date | 2027-03-24 |
h. Coupon | 3.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,713,000.00 |
j. Value of collateral, to the nearest cent | $2,682,390.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MASCO CORP |
e. LEI | 5GCSNMQXHEYA1JO8QN11 |
f. The CUSIP | 574599BS4 |
g. Maturity date | 2028-02-15 |
h. Coupon | 1.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $229,000.00 |
j. Value of collateral, to the nearest cent | $211,512.42 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MASSACHUSETTS ELEC CO |
e. LEI | 549300XN8GZY5U5O1B96 |
f. The CUSIP | 575634AU4 |
g. Maturity date | 2030-11-24 |
h. Coupon | 1.729000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,565,000.00 |
j. Value of collateral, to the nearest cent | $2,156,519.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MCDONALDS CORP |
e. LEI | UE2136O97NLB5BYP9H04 |
f. The CUSIP | 58013MFL3 |
g. Maturity date | 2025-09-01 |
h. Coupon | 1.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $353,000.00 |
j. Value of collateral, to the nearest cent | $351,402.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MCDONALDS CORP |
e. LEI | UE2136O97NLB5BYP9H04 |
f. The CUSIP | 58013MFQ2 |
g. Maturity date | 2030-07-01 |
h. Coupon | 3.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $514,000.00 |
j. Value of collateral, to the nearest cent | $500,373.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MCDONALDS CORP |
e. LEI | UE2136O97NLB5BYP9H04 |
f. The CUSIP | 58013MFS8 |
g. Maturity date | 2032-09-09 |
h. Coupon | 4.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $51,000.00 |
j. Value of collateral, to the nearest cent | $50,882.19 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MCKESSON CORP |
e. LEI | 549300WZWOM80UCFSF54 |
f. The CUSIP | 581557BT1 |
g. Maturity date | 2028-07-15 |
h. Coupon | 4.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $40,000.00 |
j. Value of collateral, to the nearest cent | $41,292.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MAREX GROUP PLC |
e. LEI | 549300DWX0SVICJAL507 |
f. The CUSIP | 566539AB8 |
g. Maturity date | 2028-05-08 |
h. Coupon | 5.829000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $204,000.00 |
j. Value of collateral, to the nearest cent | $205,554.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MARS INC |
e. LEI | 54930073HKEO6GZBSS03 |
f. The CUSIP | 571676BB0 |
g. Maturity date | 2045-05-01 |
h. Coupon | 5.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,675,000.00 |
j. Value of collateral, to the nearest cent | $3,644,025.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MARSH & MCLENNAN COMPANIES INC |
e. LEI | 549300XMP3KDCKJXIU47 |
f. The CUSIP | 571748BX9 |
g. Maturity date | 2054-03-15 |
h. Coupon | 5.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $656,000.00 |
j. Value of collateral, to the nearest cent | $622,750.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MARRIOTT INTERNATIONAL INC |
e. LEI | 225YDZ14ZO8E1TXUSU86 |
f. The CUSIP | 571903BT9 |
g. Maturity date | 2032-04-15 |
h. Coupon | 5.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,050,000.00 |
j. Value of collateral, to the nearest cent | $2,067,315.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MARTIN MARIETTA MATERIALS INC |
e. LEI | 5299005MZ4WZECVATV08 |
f. The CUSIP | 573284AW6 |
g. Maturity date | 2031-07-15 |
h. Coupon | 2.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $45,000.00 |
j. Value of collateral, to the nearest cent | $39,503.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MARTIN MARIETTA MATERIALS INC |
e. LEI | 5299005MZ4WZECVATV08 |
f. The CUSIP | 573284BB1 |
g. Maturity date | 2054-12-01 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $52,000.00 |
j. Value of collateral, to the nearest cent | $50,277.36 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENERGY TRANSFER LP |
e. LEI | MTLVN9N7JE8MIBIJ1H73 |
f. The CUSIP | 29273VAS9 |
g. Maturity date | 2028-12-01 |
h. Coupon | 6.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $185,000.00 |
j. Value of collateral, to the nearest cent | $198,475.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENEL FINANCE INTERNATIONAL NV |
e. LEI | 0YQH6LCEF474UTUV4B96 |
f. The CUSIP | 29278GAM0 |
g. Maturity date | 2026-07-12 |
h. Coupon | 1.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $765,000.00 |
j. Value of collateral, to the nearest cent | $744,000.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENEL FINANCE INTERNATIONAL NV |
e. LEI | 0YQH6LCEF474UTUV4B96 |
f. The CUSIP | 29278GBB3 |
g. Maturity date | 2052-10-14 |
h. Coupon | 7.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,022,000.00 |
j. Value of collateral, to the nearest cent | $1,207,904.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MAIN STREET CAPITAL CORP |
e. LEI | 5493001FS9QJLJNF3E20 |
f. The CUSIP | 56035LAH7 |
g. Maturity date | 2029-03-01 |
h. Coupon | 6.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,444,000.00 |
j. Value of collateral, to the nearest cent | $4,648,432.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CIGNA GROUP |
e. LEI | 549300VIWYMSIGT1U456 |
f. The CUSIP | 125523AH3 |
g. Maturity date | 2028-10-15 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $26,000.00 |
j. Value of collateral, to the nearest cent | $25,976.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CIGNA GROUP |
e. LEI | 549300VIWYMSIGT1U456 |
f. The CUSIP | 125523CL2 |
g. Maturity date | 2030-03-15 |
h. Coupon | 2.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $30,000.00 |
j. Value of collateral, to the nearest cent | $27,152.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CIGNA GROUP |
e. LEI | 549300VIWYMSIGT1U456 |
f. The CUSIP | 125523CP3 |
g. Maturity date | 2026-03-15 |
h. Coupon | 1.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $62,000.00 |
j. Value of collateral, to the nearest cent | $60,549.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CDW LLC |
e. LEI | 549300RU2J599RPFD076 |
f. The CUSIP | 12513GBJ7 |
g. Maturity date | 2031-12-01 |
h. Coupon | 3.569000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,602,000.00 |
j. Value of collateral, to the nearest cent | $1,480,353.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CGI INC |
e. LEI | 549300WSRCZY73ZG3090 |
f. The CUSIP | 12532HAK0 |
g. Maturity date | 2030-03-14 |
h. Coupon | 4.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $201,760.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CGI INC |
e. LEI | 549300WSRCZY73ZG3090 |
f. The CUSIP | 12532HAK0 |
g. Maturity date | 2030-03-14 |
h. Coupon | 4.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $522,000.00 |
j. Value of collateral, to the nearest cent | $526,593.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CCL INDS INC |
e. LEI | 549300TD3EMSRRC0YH75 |
f. The CUSIP | 124900AD3 |
g. Maturity date | 2030-06-01 |
h. Coupon | 3.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000,000.00 |
j. Value of collateral, to the nearest cent | $3,699,661.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ARROW ELECTRONICS INC |
e. LEI | 549300YNNLBXT8N8R512 |
f. The CUSIP | 042735BF6 |
g. Maturity date | 2028-01-12 |
h. Coupon | 3.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $195,000.00 |
j. Value of collateral, to the nearest cent | $193,583.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BROADCOM INC |
e. LEI | 549300WV6GIDOZJTV909 |
f. The CUSIP | 11135FCB5 |
g. Maturity date | 2030-02-15 |
h. Coupon | 4.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,400,000.00 |
j. Value of collateral, to the nearest cent | $3,395,367.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BROADCOM INC |
e. LEI | 549300WV6GIDOZJTV909 |
f. The CUSIP | 11135FCE9 |
g. Maturity date | 2028-04-15 |
h. Coupon | 4.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,627,000.00 |
j. Value of collateral, to the nearest cent | $10,798,200.97 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BROOKFIELD FINANCE INC |
e. LEI | 549300XH8D8K6OYWGD17 |
f. The CUSIP | 11271LAC6 |
g. Maturity date | 2028-01-25 |
h. Coupon | 3.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $15,630,000.00 |
j. Value of collateral, to the nearest cent | $15,528,274.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BROOKFIELD ASSET MANAGEMENT LTD |
e. LEI | 549300CZ84WPNJZKY093 |
f. The CUSIP | 113004AA3 |
g. Maturity date | 2035-04-24 |
h. Coupon | 5.795000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,527,000.00 |
j. Value of collateral, to the nearest cent | $6,638,644.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BUNGE LIMITED FINANCE CORP |
e. LEI | 549300QHC068L40NNM71 |
f. The CUSIP | 120568BE9 |
g. Maturity date | 2029-09-17 |
h. Coupon | 4.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $21,000,000.00 |
j. Value of collateral, to the nearest cent | $20,878,550.01 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BUNGE LIMITED FINANCE CORP |
e. LEI | 549300QHC068L40NNM71 |
f. The CUSIP | 120568BF6 |
g. Maturity date | 2034-09-17 |
h. Coupon | 4.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $16,935,000.00 |
j. Value of collateral, to the nearest cent | $16,433,371.19 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BURLINGTON NORTHERN SANTA FE LLC |
e. LEI | N/A |
f. The CUSIP | 12189LAN1 |
g. Maturity date | 2043-03-15 |
h. Coupon | 4.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,746,000.00 |
j. Value of collateral, to the nearest cent | $1,518,829.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BURLINGTON NORTHERN SANTA FE LLC |
e. LEI | N/A |
f. The CUSIP | 12189LBG5 |
g. Maturity date | 2051-09-15 |
h. Coupon | 3.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,018,000.00 |
j. Value of collateral, to the nearest cent | $689,781.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BURLINGTON NORTHERN SANTA FE LLC |
e. LEI | N/A |
f. The CUSIP | 12189LBG5 |
g. Maturity date | 2051-09-15 |
h. Coupon | 3.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,145,000.00 |
j. Value of collateral, to the nearest cent | $2,808,589.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NATIONAL SECURITIES CLEARING CORP |
e. LEI | 549300RYC9NELN2ICA34 |
f. The CUSIP | 637639AH8 |
g. Maturity date | 2027-11-21 |
h. Coupon | 5.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $250,000.00 |
j. Value of collateral, to the nearest cent | $255,123.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NATIONAL SECURITIES CLEARING CORP |
e. LEI | 549300RYC9NELN2ICA34 |
f. The CUSIP | 637639AL9 |
g. Maturity date | 2026-06-26 |
h. Coupon | 5.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,785,000.00 |
j. Value of collateral, to the nearest cent | $1,839,961.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NATWEST MARKETS PLC |
e. LEI | RR3QWICWWIPCS8A4S074 |
f. The CUSIP | 63906YAP3 |
g. Maturity date | 2030-03-21 |
h. Coupon | 5.022000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $900,000.00 |
j. Value of collateral, to the nearest cent | $912,388.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NATIONAL AUSTRALIA BANK LTD ( NEW YORK BRANCH) |
e. LEI | 549300E2IPL06NDXMZ63 |
f. The CUSIP | 63253QAF1 |
g. Maturity date | 2025-12-10 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $825,000.00 |
j. Value of collateral, to the nearest cent | $844,750.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CMS ENERGY CORP |
e. LEI | 549300IA9XFBAGNIBW29 |
f. The CUSIP | 125896BQ2 |
g. Maturity date | 2026-05-15 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $27,746,000.00 |
j. Value of collateral, to the nearest cent | $27,352,006.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NEW MOUNTAIN FINANCE CORP |
e. LEI | 549300L1MPTT1H7SES77 |
f. The CUSIP | 647551AF7 |
g. Maturity date | 2029-02-01 |
h. Coupon | 6.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,802,000.00 |
j. Value of collateral, to the nearest cent | $3,925,586.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NEW MOUNTAIN FINANCE CORP |
e. LEI | 549300L1MPTT1H7SES77 |
f. The CUSIP | 647551AG5 |
g. Maturity date | 2027-10-15 |
h. Coupon | 6.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $224,000.00 |
j. Value of collateral, to the nearest cent | $226,593.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS GROUP INC/THE |
e. LEI | 784F5XWPLTWKTBV3E584 |
f. The CUSIP | 38141GA46 |
g. Maturity date | 2029-10-24 |
h. Coupon | 6.484000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $81,000.00 |
j. Value of collateral, to the nearest cent | $85,912.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS GROUP INC/THE |
e. LEI | 784F5XWPLTWKTBV3E584 |
f. The CUSIP | 38141GB29 |
g. Maturity date | 2030-07-23 |
h. Coupon | 5.049000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $856,000.00 |
j. Value of collateral, to the nearest cent | $878,154.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS GROUP INC/THE |
e. LEI | 784F5XWPLTWKTBV3E584 |
f. The CUSIP | 38141GXX7 |
g. Maturity date | 2027-03-09 |
h. Coupon | 4.330000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $389,000.00 |
j. Value of collateral, to the nearest cent | $392,994.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS GROUP INC/THE |
e. LEI | 784F5XWPLTWKTBV3E584 |
f. The CUSIP | 38141GYN8 |
g. Maturity date | 2032-10-21 |
h. Coupon | 2.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,326,000.00 |
j. Value of collateral, to the nearest cent | $5,511,342.99 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS GROUP INC/THE |
e. LEI | 784F5XWPLTWKTBV3E584 |
f. The CUSIP | 38141GZU1 |
g. Maturity date | 2028-08-23 |
h. Coupon | 4.482000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,953,000.00 |
j. Value of collateral, to the nearest cent | $10,039,257.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GENERAL ELECTRIC CO |
e. LEI | 3C7474T6CDKPR9K6YT90 |
f. The CUSIP | 36962G3P7 |
g. Maturity date | 2038-01-14 |
h. Coupon | 5.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $799,000.00 |
j. Value of collateral, to the nearest cent | $852,376.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GENERAL ELECTRIC CO |
e. LEI | 3C7474T6CDKPR9K6YT90 |
f. The CUSIP | 36962GXZ2 |
g. Maturity date | 2032-03-15 |
h. Coupon | 6.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,955,000.00 |
j. Value of collateral, to the nearest cent | $2,204,013.24 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GENERAL MOTORS CO |
e. LEI | 54930070NSV60J38I987 |
f. The CUSIP | 37045VBA7 |
g. Maturity date | 2030-04-15 |
h. Coupon | 5.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,130,000.00 |
j. Value of collateral, to the nearest cent | $8,220,923.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GENERAL MOTORS CO |
e. LEI | 54930070NSV60J38I987 |
f. The CUSIP | 37045VBB5 |
g. Maturity date | 2035-04-15 |
h. Coupon | 6.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,153,000.00 |
j. Value of collateral, to the nearest cent | $2,187,389.99 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GEORGETOWN UNIVERSITY |
e. LEI | 549300GCL3B0KVXSX752 |
f. The CUSIP | 37310PAC5 |
g. Maturity date | 2049-04-01 |
h. Coupon | 4.315000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $38,000.00 |
j. Value of collateral, to the nearest cent | $30,394.37 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GEORGIA POWER COMPANY |
e. LEI | D981X4Z4RWS7PDMJUZ03 |
f. The CUSIP | 373334JW2 |
g. Maturity date | 2042-03-15 |
h. Coupon | 4.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $464,000.00 |
j. Value of collateral, to the nearest cent | $392,125.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GLAXOSK CAP INC |
e. LEI | 5493007Q8VD7Q3ZYZS59 |
f. The CUSIP | 377372AP2 |
g. Maturity date | 2030-04-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $54,000.00 |
j. Value of collateral, to the nearest cent | $54,424.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GLENCORE FUNDING LLC |
e. LEI | 213800STG1QDNBY87K49 |
f. The CUSIP | 378272AN8 |
g. Maturity date | 2027-03-27 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $960,000.00 |
j. Value of collateral, to the nearest cent | $955,056.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GLENCORE FUNDING LLC |
e. LEI | 213800STG1QDNBY87K49 |
f. The CUSIP | 378272BR8 |
g. Maturity date | 2027-04-04 |
h. Coupon | 5.338000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,085,000.00 |
j. Value of collateral, to the nearest cent | $3,141,805.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TRANSURBAN FINANCE COMPANY PTY LTD |
e. LEI | 54930081LPJMUMEA6E57 |
f. The CUSIP | 89400PAG8 |
g. Maturity date | 2027-03-22 |
h. Coupon | 3.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,526,000.00 |
j. Value of collateral, to the nearest cent | $1,505,513.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALTRIA GROUP INC |
e. LEI | XSGZFLO9YTNO9VCQV219 |
f. The CUSIP | 02209SAV5 |
g. Maturity date | 2046-09-16 |
h. Coupon | 3.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,392,000.00 |
j. Value of collateral, to the nearest cent | $3,898,228.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALTRIA GROUP INC |
e. LEI | XSGZFLO9YTNO9VCQV219 |
f. The CUSIP | 02209SBD4 |
g. Maturity date | 2029-02-14 |
h. Coupon | 4.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,881,000.00 |
j. Value of collateral, to the nearest cent | $8,018,076.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALTRIA GROUP INC |
e. LEI | XSGZFLO9YTNO9VCQV219 |
f. The CUSIP | 02209SBS1 |
g. Maturity date | 2028-02-04 |
h. Coupon | 4.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $60,000.00 |
j. Value of collateral, to the nearest cent | $61,420.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALTRIA GROUP INC |
e. LEI | XSGZFLO9YTNO9VCQV219 |
f. The CUSIP | 02209SBT9 |
g. Maturity date | 2035-02-06 |
h. Coupon | 5.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $19,807,000.00 |
j. Value of collateral, to the nearest cent | $20,230,919.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMAZON.COM INC |
e. LEI | ZXTILKJKG63JELOEG630 |
f. The CUSIP | 023135CQ7 |
g. Maturity date | 2029-12-01 |
h. Coupon | 4.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $24,000.00 |
j. Value of collateral, to the nearest cent | $24,973.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMDOCS LTD |
e. LEI | 549300HQV672RJ7RQV66 |
f. The CUSIP | 02342TAE9 |
g. Maturity date | 2030-06-15 |
h. Coupon | 2.538000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $11,137,000.00 |
j. Value of collateral, to the nearest cent | $10,073,332.97 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TYCO ELECTRONICS |
e. LEI | C33G1C5SYE2YM95EE712 |
f. The CUSIP | 902133BC0 |
g. Maturity date | 2031-02-09 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $15,236,000.00 |
j. Value of collateral, to the nearest cent | $15,037,398.74 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TYSON FOODS INC |
e. LEI | WD6L6041MNRW1JE49D58 |
f. The CUSIP | 902494BL6 |
g. Maturity date | 2029-03-15 |
h. Coupon | 5.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $62,000.00 |
j. Value of collateral, to the nearest cent | $64,276.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UBS GROUP AG |
e. LEI | 549300SZJ9VS8SGXAN81 |
f. The CUSIP | 902613BB3 |
g. Maturity date | 2026-04-17 |
h. Coupon | 4.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,628,000.00 |
j. Value of collateral, to the nearest cent | $10,680,590.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UBS AG (LONDON BRANCH) |
e. LEI | N/A |
f. The CUSIP | 902674ZV5 |
g. Maturity date | 2025-09-11 |
h. Coupon | 5.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,275,000.00 |
j. Value of collateral, to the nearest cent | $3,325,525.97 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRISTOL-MYERS SQUIBB CO |
e. LEI | HLYYNH7UQUORYSJQCN42 |
f. The CUSIP | 110122DV7 |
g. Maturity date | 2042-03-15 |
h. Coupon | 3.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,267,000.00 |
j. Value of collateral, to the nearest cent | $4,090,804.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRIXMOR OPERATING PARTNERSHIP LP |
e. LEI | 549300CJHBL7JBUA6503 |
f. The CUSIP | 11120VAH6 |
g. Maturity date | 2029-05-15 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $120,000.00 |
j. Value of collateral, to the nearest cent | $116,804.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BROADRIDGE FINANCIAL SOLUTIONS INC |
e. LEI | 549300KZDJZQ2YIHRC28 |
f. The CUSIP | 11133TAD5 |
g. Maturity date | 2029-12-01 |
h. Coupon | 2.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $196,000.00 |
j. Value of collateral, to the nearest cent | $183,840.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BROADRIDGE FINANCIAL SOLUTIONS INC |
e. LEI | 549300KZDJZQ2YIHRC28 |
f. The CUSIP | 11133TAE3 |
g. Maturity date | 2031-05-01 |
h. Coupon | 2.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,840,000.00 |
j. Value of collateral, to the nearest cent | $1,618,619.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ONEOK INC |
e. LEI | 2T3D6M0JSY48PSZI1Q41 |
f. The CUSIP | 682680BC6 |
g. Maturity date | 2050-03-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $105,000.00 |
j. Value of collateral, to the nearest cent | $80,228.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ONEOK INC |
e. LEI | 2T3D6M0JSY48PSZI1Q41 |
f. The CUSIP | 682680BH5 |
g. Maturity date | 2026-11-01 |
h. Coupon | 5.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $558,000.00 |
j. Value of collateral, to the nearest cent | $566,738.74 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORACLE CORPORATION |
e. LEI | 1Z4GXXU7ZHVWFCD8TV52 |
f. The CUSIP | 68389XBF1 |
g. Maturity date | 2045-05-15 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $60,000.00 |
j. Value of collateral, to the nearest cent | $46,363.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORACLE CORPORATION |
e. LEI | 1Z4GXXU7ZHVWFCD8TV52 |
f. The CUSIP | 68389XCF0 |
g. Maturity date | 2025-11-10 |
h. Coupon | 5.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $18,000.00 |
j. Value of collateral, to the nearest cent | $18,149.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORACLE CORPORATION |
e. LEI | 1Z4GXXU7ZHVWFCD8TV52 |
f. The CUSIP | 68389XCZ6 |
g. Maturity date | 2032-02-03 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,203,000.00 |
j. Value of collateral, to the nearest cent | $8,459,610.35 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PENSKE TRUCK LEASING CO LP |
e. LEI | 549300ZX07JYMI8GHQ39 |
f. The CUSIP | 709599BN3 |
g. Maturity date | 2027-07-01 |
h. Coupon | 4.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $218,000.00 |
j. Value of collateral, to the nearest cent | $220,485.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PENSKE TRUCK LEASING CO LP |
e. LEI | 549300ZX07JYMI8GHQ39 |
f. The CUSIP | 709599BS2 |
g. Maturity date | 2028-02-01 |
h. Coupon | 5.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,000.00 |
j. Value of collateral, to the nearest cent | $9,376.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENERGY TRANSFER LP |
e. LEI | MTLVN9N7JE8MIBIJ1H73 |
f. The CUSIP | 292480AM2 |
g. Maturity date | 2029-09-15 |
h. Coupon | 4.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,166,000.00 |
j. Value of collateral, to the nearest cent | $4,088,161.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OVINTIV INC |
e. LEI | 2549003MEX7YMKLGI239 |
f. The CUSIP | 292505AE4 |
g. Maturity date | 2037-08-15 |
h. Coupon | 6.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,399,000.00 |
j. Value of collateral, to the nearest cent | $2,399,150.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENBRIDGE INC |
e. LEI | 98TPTUM4IVMFCZBCUR27 |
f. The CUSIP | 29250NCC7 |
g. Maturity date | 2034-04-05 |
h. Coupon | 5.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,270,000.00 |
j. Value of collateral, to the nearest cent | $3,321,416.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOMPO INTERNATIONAL HOLDINGS LTD |
e. LEI | 54930073OSJENOG1DL54 |
f. The CUSIP | 29267HAA7 |
g. Maturity date | 2034-07-15 |
h. Coupon | 7.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $15,000.00 |
j. Value of collateral, to the nearest cent | $16,785.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OVINTIV INC |
e. LEI | 2549003MEX7YMKLGI239 |
f. The CUSIP | 69047QAD4 |
g. Maturity date | 2053-07-15 |
h. Coupon | 7.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,942,000.00 |
j. Value of collateral, to the nearest cent | $2,948,075.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OWENS CORNING |
e. LEI | JO5M6676RDJIZ2U8X907 |
f. The CUSIP | 690742AM3 |
g. Maturity date | 2030-02-15 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $625,000.00 |
j. Value of collateral, to the nearest cent | $596,273.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CARNIVAL PLC |
e. LEI | 4DR1VPDQMHD3N3QW8W95 |
f. The CUSIP | 693070AD6 |
g. Maturity date | 2027-06-01 |
h. Coupon | 7.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $4,345.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PSEG POWER LLC |
e. LEI | N/A |
f. The CUSIP | 69362BBD3 |
g. Maturity date | 2030-05-15 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $25,914,000.00 |
j. Value of collateral, to the nearest cent | $26,153,963.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACIFIC GAS AND ELECTRIC COMPANY |
e. LEI | 1HNPXZSMMB7HMBMVBS46 |
f. The CUSIP | 694308KP1 |
g. Maturity date | 2034-03-15 |
h. Coupon | 6.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,621,000.00 |
j. Value of collateral, to the nearest cent | $7,136,770.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACIFIC GAS AND ELECTRIC COMPANY |
e. LEI | 1HNPXZSMMB7HMBMVBS46 |
f. The CUSIP | 694308KQ9 |
g. Maturity date | 2029-05-15 |
h. Coupon | 5.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $74,000.00 |
j. Value of collateral, to the nearest cent | $75,092.43 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACIFICORP |
e. LEI | SGY07Y7FNYBNLM6Z1M11 |
f. The CUSIP | 695114CJ5 |
g. Maturity date | 2038-07-15 |
h. Coupon | 6.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,225,000.00 |
j. Value of collateral, to the nearest cent | $1,303,305.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACKAGING CORP OF AMERICA |
e. LEI | 549300XZP8MFZFY8TJ84 |
f. The CUSIP | 695156AU3 |
g. Maturity date | 2029-12-15 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $612,000.00 |
j. Value of collateral, to the nearest cent | $578,841.84 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PAYCHEX INC |
e. LEI | 529900K900DW6SUBM174 |
f. The CUSIP | 704326AB3 |
g. Maturity date | 2032-04-15 |
h. Coupon | 5.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $26,580,000.00 |
j. Value of collateral, to the nearest cent | $27,115,070.18 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.43%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $1,439,000,000.00 |
b. Excluding the value of any sponsor support: | $1,439,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 1.85%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BARCLAYS CAPITAL INC |
| Item C.2. The title of the issue | TRI-PARTY BARCLAYS CAPITAL INC. 4.560000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | AC28XWWI3WIBK2824319 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001197490 |
c. The RSSD ID; or | |
d. Other unique identifier | BRWL2H6D5 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CLK5 |
g. Maturity date | 2029-08-31 |
h. Coupon | 3.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $280,812,800.00 |
j. Value of collateral, to the nearest cent | $279,480,061.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-04 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-04 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | BARCLAYS CAPITAL INC |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 35 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | A+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A+ |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.56%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $274,000,000.00 |
b. Excluding the value of any sponsor support: | $274,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.35%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | TD SECURITIES (USA) LLC |
| Item C.2. The title of the issue | TRI-PARTY TD SECURITIES (USA) LLC 4.410000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | SUVUFHICNZMP2WKHG940 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001335977 |
c. The RSSD ID; or | |
d. Other unique identifier | BRWPU4NG8 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | 4.65 FHOR 25-28 MD |
e. LEI | N/A |
f. The CUSIP | 3130B62Y1 |
g. Maturity date | 2028-04-25 |
h. Coupon | 4.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $20,250,000.00 |
j. Value of collateral, to the nearest cent | $20,304,914.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | 5.00 FHOR 25-29 IE |
e. LEI | N/A |
f. The CUSIP | 3130B6GJ9 |
g. Maturity date | 2029-11-20 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $14,565,000.00 |
j. Value of collateral, to the nearest cent | $14,571,814.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNII SF MB0311 M |
e. LEI | N/A |
f. The CUSIP | 3618N5KZ1 |
g. Maturity date | 2055-03-20 |
h. Coupon | 7.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $34,252,819.00 |
j. Value of collateral, to the nearest cent | $35,440,688.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNII SF DI2392 C |
e. LEI | N/A |
f. The CUSIP | 3618NKUR5 |
g. Maturity date | 2055-04-20 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,193,241.00 |
j. Value of collateral, to the nearest cent | $9,385,818.31 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNII SF DI5993 C |
e. LEI | N/A |
f. The CUSIP | 3618NPUS2 |
g. Maturity date | 2055-04-20 |
h. Coupon | 7.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $15,803,659.00 |
j. Value of collateral, to the nearest cent | $16,332,719.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNII SF DI8072 C |
e. LEI | N/A |
f. The CUSIP | 3618NR6H9 |
g. Maturity date | 2055-05-20 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,778,702.00 |
j. Value of collateral, to the nearest cent | $3,827,815.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNII SF DI8443 C |
e. LEI | N/A |
f. The CUSIP | 3618NSLY3 |
g. Maturity date | 2055-04-20 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,394,945.00 |
j. Value of collateral, to the nearest cent | $4,443,643.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNII SF DI9873 C |
e. LEI | N/A |
f. The CUSIP | 3618NT6J1 |
g. Maturity date | 2055-04-20 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,021,831.00 |
j. Value of collateral, to the nearest cent | $6,094,595.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNII SF DI9677 C |
e. LEI | N/A |
f. The CUSIP | 3618NTXE2 |
g. Maturity date | 2055-05-20 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,676,553.00 |
j. Value of collateral, to the nearest cent | $7,770,670.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNII SF MA9783 M |
e. LEI | N/A |
f. The CUSIP | 36179Y2Q6 |
g. Maturity date | 2054-06-20 |
h. Coupon | 7.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $16,574,712.00 |
j. Value of collateral, to the nearest cent | $10,010,919.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNII SF MA9855 M |
e. LEI | N/A |
f. The CUSIP | 36179Y5Q3 |
g. Maturity date | 2054-08-20 |
h. Coupon | 7.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $20,085,617.00 |
j. Value of collateral, to the nearest cent | $12,068,276.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNII SF MA9729 M |
e. LEI | N/A |
f. The CUSIP | 36179YY24 |
g. Maturity date | 2054-06-20 |
h. Coupon | 7.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,811,048.00 |
j. Value of collateral, to the nearest cent | $1,880,772.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNII SF MA9910 M |
e. LEI | N/A |
f. The CUSIP | 36180AAK9 |
g. Maturity date | 2054-09-20 |
h. Coupon | 7.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $29,999,535.00 |
j. Value of collateral, to the nearest cent | $28,403,381.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNCL CL CS8167 |
e. LEI | N/A |
f. The CUSIP | 3618B2CC1 |
g. Maturity date | 2065-06-15 |
h. Coupon | 5.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,281,856.00 |
j. Value of collateral, to the nearest cent | $3,397,871.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNII SF DJ1743 C |
e. LEI | N/A |
f. The CUSIP | 3618KM5C5 |
g. Maturity date | 2055-04-20 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,334,586.00 |
j. Value of collateral, to the nearest cent | $6,411,768.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNII SF DJ1744 C |
e. LEI | N/A |
f. The CUSIP | 3618KM5D3 |
g. Maturity date | 2055-04-20 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,622,156.00 |
j. Value of collateral, to the nearest cent | $1,660,875.19 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNII SF DJ1498 C |
e. LEI | N/A |
f. The CUSIP | 3618KMUX1 |
g. Maturity date | 2055-05-20 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,433,953.00 |
j. Value of collateral, to the nearest cent | $3,475,635.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNII SF DJ2800 C |
e. LEI | N/A |
f. The CUSIP | 3618KPDD7 |
g. Maturity date | 2055-04-20 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,852,515.00 |
j. Value of collateral, to the nearest cent | $4,911,611.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNII SF DJ5523 C |
e. LEI | N/A |
f. The CUSIP | 3618KSD41 |
g. Maturity date | 2055-04-20 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $11,644,522.00 |
j. Value of collateral, to the nearest cent | $11,786,223.99 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNII SF DK3340 C |
e. LEI | N/A |
f. The CUSIP | 3618L2V96 |
g. Maturity date | 2055-05-20 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,836,471.00 |
j. Value of collateral, to the nearest cent | $7,970,687.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SEASPAN CORP SR GLBL 144A 29 |
e. LEI | N/A |
f. The CUSIP | 81254UAK2 |
g. Maturity date | 2029-08-01 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $400,000.00 |
j. Value of collateral, to the nearest cent | $376,164.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SENSATA TECHNOLOGIES INC SR GLBL 144A 31 |
e. LEI | N/A |
f. The CUSIP | 81728UAB0 |
g. Maturity date | 2031-02-15 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $90,000.00 |
j. Value of collateral, to the nearest cent | $80,926.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BARCLAYS PLC SR GLBL NT 45 |
e. LEI | N/A |
f. The CUSIP | 06738EAJ4 |
g. Maturity date | 2045-08-17 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $210,000.00 |
j. Value of collateral, to the nearest cent | $199,395.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOCIETE GENERALE SUB COCO 55 |
e. LEI | N/A |
f. The CUSIP | 83368RBY7 |
g. Maturity date | 2055-01-19 |
h. Coupon | 7.132000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $201,000.00 |
j. Value of collateral, to the nearest cent | $204,745.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTHERN CALIF EDISON CO 1M GLBL 2017A 47 |
e. LEI | N/A |
f. The CUSIP | 842400GG2 |
g. Maturity date | 2047-04-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $70,633.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BARRICK PD AUSTRALIA FIN PTY GLBL NT 5.95%39 |
e. LEI | N/A |
f. The CUSIP | 06849UAD7 |
g. Maturity date | 2039-10-15 |
h. Coupon | 5.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $50,658.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BERKSHIRE HATHAWAY ENERGY CO SR GLBL NT 51 |
e. LEI | N/A |
f. The CUSIP | 084659BC4 |
g. Maturity date | 2051-05-15 |
h. Coupon | 2.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $103,000.00 |
j. Value of collateral, to the nearest cent | $60,872.74 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MERCK & CO INC SR GLBL NT 63 |
e. LEI | N/A |
f. The CUSIP | 58933YBN4 |
g. Maturity date | 2063-05-17 |
h. Coupon | 5.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $89,983.97 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BELL CDA SR GLBL-US8 NT33 |
e. LEI | N/A |
f. The CUSIP | 0778FPAL3 |
g. Maturity date | 2033-05-11 |
h. Coupon | 5.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $49,002.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BELL CDA SR US-10 NT 54 |
e. LEI | N/A |
f. The CUSIP | 0778FPAN9 |
g. Maturity date | 2054-02-15 |
h. Coupon | 5.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $93,493.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BAUSCH HEALTH COS INC SR SEC GLBL 28 |
e. LEI | N/A |
f. The CUSIP | 071734AQ0 |
g. Maturity date | 2028-09-30 |
h. Coupon | 11.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,100,000.00 |
j. Value of collateral, to the nearest cent | $3,975,291.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BAXTER INTL INC SR GLBL NT 51 |
e. LEI | N/A |
f. The CUSIP | 071813CV9 |
g. Maturity date | 2051-12-01 |
h. Coupon | 3.132000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $31,583.15 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LUMEN TECHNOLOGIES INC GLBL 144A NT 29 |
e. LEI | N/A |
f. The CUSIP | 550241AB9 |
g. Maturity date | 2029-04-15 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $234,775.00 |
j. Value of collateral, to the nearest cent | $230,847.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MACYS RETAIL HLDGS LLC SR GLBL 144A 29 |
e. LEI | N/A |
f. The CUSIP | 55617LAP7 |
g. Maturity date | 2029-04-01 |
h. Coupon | 5.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $70,000.00 |
j. Value of collateral, to the nearest cent | $69,133.99 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MADISON IAQ LLC SR 144A NT 29 |
e. LEI | N/A |
f. The CUSIP | 55760LAB3 |
g. Maturity date | 2029-06-30 |
h. Coupon | 5.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $172,000.00 |
j. Value of collateral, to the nearest cent | $169,388.90 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MPH ACQUISITION HLDGS LLC SR SEC GLBL 30 |
e. LEI | N/A |
f. The CUSIP | 553283AG7 |
g. Maturity date | 2030-12-31 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $78,029.00 |
j. Value of collateral, to the nearest cent | $63,797.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MPLX LP SR GLBL NT5.2%47 |
e. LEI | N/A |
f. The CUSIP | 55336VAL4 |
g. Maturity date | 2047-03-01 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $43,237.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MPLX LP 5.5%49 |
e. LEI | N/A |
f. The CUSIP | 55336VAT7 |
g. Maturity date | 2049-02-15 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $44,847.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MPLX LP SR GLBL NT 52 |
e. LEI | N/A |
f. The CUSIP | 55336VBT6 |
g. Maturity date | 2052-03-14 |
h. Coupon | 4.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $41,296,000.00 |
j. Value of collateral, to the nearest cent | $33,735,528.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT 29 |
e. LEI | N/A |
f. The CUSIP | 55342UAJ3 |
g. Maturity date | 2029-08-01 |
h. Coupon | 4.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $70,000.00 |
j. Value of collateral, to the nearest cent | $54,305.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HLF FING SARL LLC / HERBALIFE SR GLBL 144A 29 |
e. LEI | N/A |
f. The CUSIP | 40390DAC9 |
g. Maturity date | 2029-06-01 |
h. Coupon | 4.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $78,000.00 |
j. Value of collateral, to the nearest cent | $65,335.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HCA INC. SR SEC GLBL NT51 |
e. LEI | N/A |
f. The CUSIP | 404119CB3 |
g. Maturity date | 2051-07-15 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $32,785.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HCA INC. SR GLBL NT 52 |
e. LEI | N/A |
f. The CUSIP | 404119CL1 |
g. Maturity date | 2052-03-15 |
h. Coupon | 4.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $78,975.54 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HCA INC. SR GLBL NT5.9%53 |
e. LEI | N/A |
f. The CUSIP | 404119CR8 |
g. Maturity date | 2053-06-01 |
h. Coupon | 5.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $48,383.81 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HCA INC. SR GLBL NT 54 |
e. LEI | N/A |
f. The CUSIP | 404121AL9 |
g. Maturity date | 2054-09-15 |
h. Coupon | 5.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $47,788.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INNOVATE CORP SR SEC GLBL 26 |
e. LEI | N/A |
f. The CUSIP | 404139AJ6 |
g. Maturity date | 2026-02-01 |
h. Coupon | 8.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $230,000.00 |
j. Value of collateral, to the nearest cent | $208,862.36 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LOWES COS INC SR GLBL NT 53 |
e. LEI | N/A |
f. The CUSIP | 548661EM5 |
g. Maturity date | 2053-04-15 |
h. Coupon | 5.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $94,447.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ELI LILLY & CO GLBL NT 5.2%64 |
e. LEI | N/A |
f. The CUSIP | 532457CT3 |
g. Maturity date | 2064-08-14 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $46,390.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OLYMPUS WTR US HLDG CORP SR 144A NT 29 |
e. LEI | N/A |
f. The CUSIP | 681639AB6 |
g. Maturity date | 2029-10-01 |
h. Coupon | 6.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $429,000.00 |
j. Value of collateral, to the nearest cent | $400,339.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MICROSOFT CORP SR GLBL NT 52 |
e. LEI | N/A |
f. The CUSIP | 594918CE2 |
g. Maturity date | 2052-03-17 |
h. Coupon | 2.921000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $32,928.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MIDAS OPCO HLDGS LLC SR GLBL 144A 29 |
e. LEI | N/A |
f. The CUSIP | 59565JAA9 |
g. Maturity date | 2029-08-15 |
h. Coupon | 5.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $142,000.00 |
j. Value of collateral, to the nearest cent | $136,105.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HALLIBURTON CO SR GLBL NT 5%45 |
e. LEI | N/A |
f. The CUSIP | 406216BK6 |
g. Maturity date | 2045-11-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $43,031.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HILCORP ENERGY I L P / HILCORP SR GLBL 144A 29 |
e. LEI | N/A |
f. The CUSIP | 431318AU8 |
g. Maturity date | 2029-02-01 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $60,000.00 |
j. Value of collateral, to the nearest cent | $58,574.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HILCORP ENERGY I L P / HILCORP SR GLBL 144A 31 |
e. LEI | N/A |
f. The CUSIP | 431318AV6 |
g. Maturity date | 2031-02-01 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $51,000.00 |
j. Value of collateral, to the nearest cent | $47,957.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AT&T INC GLBL NT 3.85%60 |
e. LEI | N/A |
f. The CUSIP | 00206RKB7 |
g. Maturity date | 2060-06-01 |
h. Coupon | 3.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $34,794.15 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FEL ENERGY VI S A R L SR SEC GLBL 40 |
e. LEI | N/A |
f. The CUSIP | L3500LAA7 |
g. Maturity date | 2040-12-01 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $203,000.00 |
j. Value of collateral, to the nearest cent | $163,784.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALPEK SA DE CV SR GLBL REGS 31 |
e. LEI | N/A |
f. The CUSIP | P01703AD2 |
g. Maturity date | 2031-02-25 |
h. Coupon | 3.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $206,000.00 |
j. Value of collateral, to the nearest cent | $178,117.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANCO INBURSA S.A. SR GLBL REGS 27 |
e. LEI | N/A |
f. The CUSIP | P13296AM3 |
g. Maturity date | 2027-04-11 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $210,000.00 |
j. Value of collateral, to the nearest cent | $207,802.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRASKEM IDESA S A P I SR SEC GLBL 29 |
e. LEI | N/A |
f. The CUSIP | P1850NAA9 |
g. Maturity date | 2029-11-15 |
h. Coupon | 7.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $314,000.00 |
j. Value of collateral, to the nearest cent | $252,981.69 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BUF ENE MEX HLD S A DE C V SR SEC REGS 39 |
e. LEI | N/A |
f. The CUSIP | P1915AAA0 |
g. Maturity date | 2039-02-15 |
h. Coupon | 7.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $350,000.00 |
j. Value of collateral, to the nearest cent | $359,862.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CEMEX SA EURO MTN BE 144A SR GLBL REGS 29 |
e. LEI | N/A |
f. The CUSIP | P2253TJN0 |
g. Maturity date | 2029-11-19 |
h. Coupon | 5.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $247,000.00 |
j. Value of collateral, to the nearest cent | $247,213.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EMPRESA NACIONAL DEL PETROLEO SR GLBL REGS 34 |
e. LEI | N/A |
f. The CUSIP | P37110AT3 |
g. Maturity date | 2034-07-30 |
h. Coupon | 5.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $230,000.00 |
j. Value of collateral, to the nearest cent | $235,203.37 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INRETAIL SHOPPING MALLS SR GLBL REGS 28 |
e. LEI | N/A |
f. The CUSIP | P56243AD3 |
g. Maturity date | 2028-04-03 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $193,000.00 |
j. Value of collateral, to the nearest cent | $193,666.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NIAGARA ENERGY S A C SR REGS NT 34 |
e. LEI | N/A |
f. The CUSIP | P7200AAA1 |
g. Maturity date | 2034-10-03 |
h. Coupon | 5.746000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $94,000.00 |
j. Value of collateral, to the nearest cent | $93,034.42 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TRUST 1401 SR REGS NT7.7%32 |
e. LEI | N/A |
f. The CUSIP | P9401JAB3 |
g. Maturity date | 2032-01-23 |
h. Coupon | 7.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $390,000.00 |
j. Value of collateral, to the nearest cent | $407,738.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 28 |
e. LEI | N/A |
f. The CUSIP | 01309QAA6 |
g. Maturity date | 2028-02-15 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $80,000.00 |
j. Value of collateral, to the nearest cent | $83,110.27 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALLIED UNVL HOLDCO LLC/ALLIED SR SEC GLBL 31 |
e. LEI | N/A |
f. The CUSIP | 019576AD9 |
g. Maturity date | 2031-02-15 |
h. Coupon | 7.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $85,000.00 |
j. Value of collateral, to the nearest cent | $89,961.34 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CEMEX SA EURO MTN BE 144A SR GLBL 144A 30 |
e. LEI | N/A |
f. The CUSIP | 151290BX0 |
g. Maturity date | 2030-09-17 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $337,000.00 |
j. Value of collateral, to the nearest cent | $335,764.71 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CENOVUS ENERGY INC GLBL NT 3.75%52 |
e. LEI | N/A |
f. The CUSIP | 15135UAX7 |
g. Maturity date | 2052-02-15 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $66,247.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CAPITAL PWR US HLDGS INC SR 144A NT 28 |
e. LEI | N/A |
f. The CUSIP | 14041TAA6 |
g. Maturity date | 2028-06-01 |
h. Coupon | 5.257000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $44,915,000.00 |
j. Value of collateral, to the nearest cent | $45,171,556.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHARTER COMMUNICATIONS OPER SR SEC NT 35 |
e. LEI | N/A |
f. The CUSIP | 161175AZ7 |
g. Maturity date | 2035-10-23 |
h. Coupon | 6.384000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $51,652.07 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | IBM INTL CAP PTE LTD GLBL NT 4.9%34 |
e. LEI | N/A |
f. The CUSIP | 449276AE4 |
g. Maturity date | 2034-02-05 |
h. Coupon | 4.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $99,373.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ITT HOLDINGS LLC SR 144A NT6.5%29 |
e. LEI | N/A |
f. The CUSIP | 45074JAA2 |
g. Maturity date | 2029-08-01 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $138,000.00 |
j. Value of collateral, to the nearest cent | $131,448.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ELEVANCE HEALTH INC GLBL NT 4.55%48 |
e. LEI | N/A |
f. The CUSIP | 036752AH6 |
g. Maturity date | 2048-03-01 |
h. Coupon | 4.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $81,908.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ELEVANCE HEALTH INC SR GLBL NT3.7%49 |
e. LEI | N/A |
f. The CUSIP | 036752AK9 |
g. Maturity date | 2049-09-15 |
h. Coupon | 3.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $35,178.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ELEVANCE HEALTH INC SR GLBL NT3.6%51 |
e. LEI | N/A |
f. The CUSIP | 036752AS2 |
g. Maturity date | 2051-03-15 |
h. Coupon | 3.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $34,530.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ELEVANCE HEALTH INC GLBL NT 5.65%54 |
e. LEI | N/A |
f. The CUSIP | 036752BA0 |
g. Maturity date | 2054-06-15 |
h. Coupon | 5.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $48,014.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ELEVANCE HEALTH INC GLBL NT 5.85%64 |
e. LEI | N/A |
f. The CUSIP | 036752BF9 |
g. Maturity date | 2064-11-01 |
h. Coupon | 5.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $47,290.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 32 |
e. LEI | N/A |
f. The CUSIP | 03690AAK2 |
g. Maturity date | 2032-02-01 |
h. Coupon | 6.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $60,000.00 |
j. Value of collateral, to the nearest cent | $62,713.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AON NORTH AMERICA INC. SR GLBL NT 54 |
e. LEI | N/A |
f. The CUSIP | 03740MAF7 |
g. Maturity date | 2054-03-01 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $48,558.26 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | APPLE INC SR GLBL NT4.1%62 |
e. LEI | N/A |
f. The CUSIP | 037833ER7 |
g. Maturity date | 2062-08-08 |
h. Coupon | 4.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $39,260.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | W. R. GRACE HOLDINGS LLC SR SEC GLBL 27 |
e. LEI | N/A |
f. The CUSIP | 92943GAD3 |
g. Maturity date | 2027-06-15 |
h. Coupon | 4.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $90,000.00 |
j. Value of collateral, to the nearest cent | $90,570.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SABRE GLBL INC SR SEC GLBL 27 |
e. LEI | N/A |
f. The CUSIP | 78573NAJ1 |
g. Maturity date | 2027-06-01 |
h. Coupon | 8.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $61,000.00 |
j. Value of collateral, to the nearest cent | $64,359.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CANADIAN IMPERIAL BK COMM SR GLBL COCO 29 |
e. LEI | N/A |
f. The CUSIP | 13607PJ21 |
g. Maturity date | 2029-03-30 |
h. Coupon | 5.379812 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $51,481,000.00 |
j. Value of collateral, to the nearest cent | $51,981,962.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CANADIAN NAT RES LTD MED TERM SR NT 6.25%38 |
e. LEI | N/A |
f. The CUSIP | 136385AL5 |
g. Maturity date | 2038-03-15 |
h. Coupon | 6.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $50,725.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CANADIAN PAC RY CO NEW SR GLBL NT 3%41 |
e. LEI | N/A |
f. The CUSIP | 13645RBG8 |
g. Maturity date | 2041-12-02 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $75,000.00 |
j. Value of collateral, to the nearest cent | $54,187.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MOLSON COORS BEVERAGE CO SR GLBL NT4.2%46 |
e. LEI | N/A |
f. The CUSIP | 60871RAH3 |
g. Maturity date | 2046-07-15 |
h. Coupon | 4.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $39,833.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RTX CORPORATION GLBL NT 4.35%47 |
e. LEI | N/A |
f. The CUSIP | 75513ECK5 |
g. Maturity date | 2047-04-15 |
h. Coupon | 4.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $81,771.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | REYNOLDS AMERICAN INC SR GLBL NT 25 |
e. LEI | N/A |
f. The CUSIP | 761713BG0 |
g. Maturity date | 2025-06-12 |
h. Coupon | 4.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $31,577,000.00 |
j. Value of collateral, to the nearest cent | $32,225,170.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | QUIKRETE HLDGS INC SR 144A NT 33 |
e. LEI | N/A |
f. The CUSIP | 74843PAB6 |
g. Maturity date | 2033-03-01 |
h. Coupon | 6.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $150,000.00 |
j. Value of collateral, to the nearest cent | $155,192.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DOW CHEMICAL CO SR GLBL NT 48 |
e. LEI | N/A |
f. The CUSIP | 260543CR2 |
g. Maturity date | 2048-11-30 |
h. Coupon | 5.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $44,470.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DUPONT DE NEMOURS INC 5.419%48 |
e. LEI | N/A |
f. The CUSIP | 26078JAF7 |
g. Maturity date | 2048-11-15 |
h. Coupon | 5.419000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $49,285.90 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FMG RESOURCES AUGUST 2006 PTY SR 144A NT 31 |
e. LEI | N/A |
f. The CUSIP | 30251GBC0 |
g. Maturity date | 2031-04-01 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $132,000.00 |
j. Value of collateral, to the nearest cent | $121,859.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FMG RESOURCES AUGUST 2006 PTY SR 144A NT 32 |
e. LEI | N/A |
f. The CUSIP | 30251GBE6 |
g. Maturity date | 2032-04-15 |
h. Coupon | 6.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $110,000.00 |
j. Value of collateral, to the nearest cent | $110,307.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | META PLATFORMS INC SR GLBL NT 62 |
e. LEI | N/A |
f. The CUSIP | 30303M8K1 |
g. Maturity date | 2062-08-15 |
h. Coupon | 4.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $41,912.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SPX FLOW INCORPORATION SR 144A NT 30 |
e. LEI | N/A |
f. The CUSIP | 758071AA2 |
g. Maturity date | 2030-04-01 |
h. Coupon | 8.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $103,000.00 |
j. Value of collateral, to the nearest cent | $107,790.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ROYALTY PHARMA PLC SR GLBL NT3.3%40 |
e. LEI | N/A |
f. The CUSIP | 78081BAL7 |
g. Maturity date | 2040-09-02 |
h. Coupon | 3.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $73,433.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DEUTSCHE TELEKOM INTL FIN B V CR SEN SR GLBL30 |
e. LEI | N/A |
f. The CUSIP | 25156PAC7 |
g. Maturity date | 2030-06-15 |
h. Coupon | 8.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $95,000.00 |
j. Value of collateral, to the nearest cent | $115,037.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DEVON ENERGY CORP NEW SR NT 5%45 |
e. LEI | N/A |
f. The CUSIP | 25179MAU7 |
g. Maturity date | 2045-06-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $83,047.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DISNEY WALT CO SR GLBL NT 49 |
e. LEI | N/A |
f. The CUSIP | 254687FM3 |
g. Maturity date | 2049-09-01 |
h. Coupon | 2.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $62,043.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DANAHER CORP DEL SR GLBL NT2.6%50 |
e. LEI | N/A |
f. The CUSIP | 235851AV4 |
g. Maturity date | 2050-10-01 |
h. Coupon | 2.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $29,521.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DANONE SA SR 144A NT 26 |
e. LEI | N/A |
f. The CUSIP | 23636TAE0 |
g. Maturity date | 2026-11-02 |
h. Coupon | 2.947000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,338,000.00 |
j. Value of collateral, to the nearest cent | $1,311,497.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NGL ENERGY OPERATING LLC/ NGL SR SEC GLBL 32 |
e. LEI | N/A |
f. The CUSIP | 62922LAD0 |
g. Maturity date | 2032-02-15 |
h. Coupon | 8.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $58,000.00 |
j. Value of collateral, to the nearest cent | $54,467.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BERKSHIRE HATHAWAY FIN CORP SR GLBL NT2.5%51 |
e. LEI | N/A |
f. The CUSIP | 084664CX7 |
g. Maturity date | 2051-01-15 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $29,449.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FRONTIER COMMUNICATIONS PARENT SR SEC GLBL 27 |
e. LEI | N/A |
f. The CUSIP | 35906ABE7 |
g. Maturity date | 2027-10-15 |
h. Coupon | 5.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $112,000.00 |
j. Value of collateral, to the nearest cent | $113,162.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FOX CORP SR GLBL NT 49 |
e. LEI | N/A |
f. The CUSIP | 35137LAK1 |
g. Maturity date | 2049-01-25 |
h. Coupon | 5.576000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $57,000.00 |
j. Value of collateral, to the nearest cent | $53,262.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FREEDOM MTG HLDGS LLC SR 144A NT 29 |
e. LEI | N/A |
f. The CUSIP | 35641AAA6 |
g. Maturity date | 2029-02-01 |
h. Coupon | 9.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $156,000.00 |
j. Value of collateral, to the nearest cent | $164,634.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FERTITTA ENTMT LLC / FERTITTA SR 144A NT 30 |
e. LEI | N/A |
f. The CUSIP | 31556TAC3 |
g. Maturity date | 2030-01-15 |
h. Coupon | 6.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $144,000.00 |
j. Value of collateral, to the nearest cent | $134,541.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FIESTA PURCHASER INC SR GLBL 144A 32 |
e. LEI | N/A |
f. The CUSIP | 31659AAB2 |
g. Maturity date | 2032-09-15 |
h. Coupon | 9.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,734,000.00 |
j. Value of collateral, to the nearest cent | $1,857,082.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COLUMBIA PIPELINE GROUP INC SR GLBL NT5.8%45 |
e. LEI | N/A |
f. The CUSIP | 198280AH2 |
g. Maturity date | 2045-06-01 |
h. Coupon | 5.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $89,000.00 |
j. Value of collateral, to the nearest cent | $87,020.54 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COCA COLA CO SR GLBL NT2.6%50 |
e. LEI | N/A |
f. The CUSIP | 191216CX6 |
g. Maturity date | 2050-06-01 |
h. Coupon | 2.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $30,667.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COCA COLA CO SR GLBL NT5.4%64 |
e. LEI | N/A |
f. The CUSIP | 191216DT4 |
g. Maturity date | 2064-05-13 |
h. Coupon | 5.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $78,000.00 |
j. Value of collateral, to the nearest cent | $74,120.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TOTAL PLAY TELECOMUNICACIONES SR SEC GLBL 28 |
e. LEI | N/A |
f. The CUSIP | 89157PAA6 |
g. Maturity date | 2028-12-31 |
h. Coupon | 10.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $989,000.00 |
j. Value of collateral, to the nearest cent | $946,957.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMCAST CORP NEW SR GLBL NT2.8%51 |
e. LEI | N/A |
f. The CUSIP | 20030NDL2 |
g. Maturity date | 2051-01-15 |
h. Coupon | 2.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $820,000.00 |
j. Value of collateral, to the nearest cent | $488,597.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMCAST CORP NEW GLBL NT 2.45%52 |
e. LEI | N/A |
f. The CUSIP | 20030NDP3 |
g. Maturity date | 2052-08-15 |
h. Coupon | 2.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $26,844.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMCAST CORP NEW GLBL NT 2.65%62 |
e. LEI | N/A |
f. The CUSIP | 20030NDQ1 |
g. Maturity date | 2062-08-15 |
h. Coupon | 2.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $25,856.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMCAST CORP NEW GLBL NT 2.987%63 |
e. LEI | N/A |
f. The CUSIP | 20030NDW8 |
g. Maturity date | 2063-11-01 |
h. Coupon | 2.987000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $27,665.81 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KRAFT HEINZ FOODS CO SR GLBL NT 49 |
e. LEI | N/A |
f. The CUSIP | 50077LAZ9 |
g. Maturity date | 2049-10-01 |
h. Coupon | 4.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $42,141.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KROGER CO SR NT 4.45%47 |
e. LEI | N/A |
f. The CUSIP | 501044DG3 |
g. Maturity date | 2047-02-01 |
h. Coupon | 4.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $41,088.49 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WAYFAIR LLC SR SEC GLBL 29 |
e. LEI | N/A |
f. The CUSIP | 94419NAA5 |
g. Maturity date | 2029-10-31 |
h. Coupon | 7.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $114,000.00 |
j. Value of collateral, to the nearest cent | $113,079.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WAYFAIR LLC SR SEC GLBL 30 |
e. LEI | N/A |
f. The CUSIP | 94419NAB3 |
g. Maturity date | 2030-09-15 |
h. Coupon | 7.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $66,000.00 |
j. Value of collateral, to the nearest cent | $66,347.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KENNEDY WILSON INC SR GLBL NT 5%31 |
e. LEI | N/A |
f. The CUSIP | 489399AM7 |
g. Maturity date | 2031-03-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $60,000.00 |
j. Value of collateral, to the nearest cent | $52,924.87 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WESCO DISTR INC GLBL 144A NT 29 |
e. LEI | N/A |
f. The CUSIP | 95081QAQ7 |
g. Maturity date | 2029-03-15 |
h. Coupon | 6.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $61,000.00 |
j. Value of collateral, to the nearest cent | $63,068.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | APPLIED MATLS INC SR GLBL NT 50 |
e. LEI | N/A |
f. The CUSIP | 038222AP0 |
g. Maturity date | 2050-06-01 |
h. Coupon | 2.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $31,166.68 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BIOGEN INC SR GLBL NT 50 |
e. LEI | N/A |
f. The CUSIP | 09062XAG8 |
g. Maturity date | 2050-05-01 |
h. Coupon | 3.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $30,575.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COREBRIDGE FINL INC SR GLBL NT4.4%52 |
e. LEI | N/A |
f. The CUSIP | 21871XAM1 |
g. Maturity date | 2052-04-05 |
h. Coupon | 4.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $39,069.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CONAGRA BRANDS INC SR GLBL NT5.4%48 |
e. LEI | N/A |
f. The CUSIP | 205887CE0 |
g. Maturity date | 2048-11-01 |
h. Coupon | 5.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $44,175.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHUBB INA HLDGS INC SR GLBL NT 61 |
e. LEI | N/A |
f. The CUSIP | 171239AJ5 |
g. Maturity date | 2061-12-15 |
h. Coupon | 3.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $30,469.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP INC 4.125%28 |
e. LEI | N/A |
f. The CUSIP | 172967KU4 |
g. Maturity date | 2028-07-25 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $99,902.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP INC SUB GLBL NT 34 |
e. LEI | N/A |
f. The CUSIP | 172967PN5 |
g. Maturity date | 2034-11-19 |
h. Coupon | 5.592000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $38,132,000.00 |
j. Value of collateral, to the nearest cent | $38,243,294.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP INC SR GLBL FL NT 28 |
e. LEI | N/A |
f. The CUSIP | 172967PY1 |
g. Maturity date | 2028-05-07 |
h. Coupon | 5.486293 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $36,856,000.00 |
j. Value of collateral, to the nearest cent | $37,074,292.19 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COX COMMUNICATIONS INC NEW SR GLBL 144A 26 |
e. LEI | N/A |
f. The CUSIP | 224044CG0 |
g. Maturity date | 2026-09-15 |
h. Coupon | 3.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $34,658,000.00 |
j. Value of collateral, to the nearest cent | $34,231,677.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COX COMMUNICATIONS INC NEW SR 144A NT 28 |
e. LEI | N/A |
f. The CUSIP | 224044CR6 |
g. Maturity date | 2028-09-15 |
h. Coupon | 5.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $35,233,000.00 |
j. Value of collateral, to the nearest cent | $36,435,649.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CONOCOPHILLIPS COMPANY SR GLBL NT 62 |
e. LEI | N/A |
f. The CUSIP | 20826FBD7 |
g. Maturity date | 2062-03-15 |
h. Coupon | 4.025000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $35,105.27 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JOHNSON & JOHNSON SR GLBL NT 50 |
e. LEI | N/A |
f. The CUSIP | 478160CS1 |
g. Maturity date | 2050-09-01 |
h. Coupon | 2.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $28,746.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JOHNSON & JOHNSON SR GLBL NT 60 |
e. LEI | N/A |
f. The CUSIP | 478160CT9 |
g. Maturity date | 2060-09-01 |
h. Coupon | 2.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $101,000.00 |
j. Value of collateral, to the nearest cent | $54,429.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VERIZON COMMUNICATIONS INC SR GLBL NT 54 |
e. LEI | N/A |
f. The CUSIP | 92343VCM4 |
g. Maturity date | 2054-08-21 |
h. Coupon | 5.012000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $88,676.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VENTURE GLOBAL CALCASIEU PASS SR SEC 144A NT31 |
e. LEI | N/A |
f. The CUSIP | 92328MAB9 |
g. Maturity date | 2031-08-15 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $63,000.00 |
j. Value of collateral, to the nearest cent | $57,696.74 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VENTURE GLOBAL CALCASIEU PASS SR SEC 144A NT30 |
e. LEI | N/A |
f. The CUSIP | 92328MAE3 |
g. Maturity date | 2030-01-15 |
h. Coupon | 6.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $84,000.00 |
j. Value of collateral, to the nearest cent | $87,117.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EQUITABLE HLDGS INC SR GLBL NT 5%48 |
e. LEI | N/A |
f. The CUSIP | 054561AM7 |
g. Maturity date | 2048-04-20 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $43,067.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JBS USA LUX S A / JBS USA FOOD SR GLBL NT 33 |
e. LEI | N/A |
f. The CUSIP | 46590XAY2 |
g. Maturity date | 2033-04-01 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $51,058.18 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED NAT FOODS INC SR GLBL 144A 28 |
e. LEI | N/A |
f. The CUSIP | 911163AA1 |
g. Maturity date | 2028-10-15 |
h. Coupon | 6.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,832,000.00 |
j. Value of collateral, to the nearest cent | $1,834,505.26 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO SUB NT 5.625%43 |
e. LEI | N/A |
f. The CUSIP | 46625HJM3 |
g. Maturity date | 2043-08-16 |
h. Coupon | 5.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $49,970.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO SR GLBL NT 51 |
e. LEI | N/A |
f. The CUSIP | 46647PBN5 |
g. Maturity date | 2051-04-22 |
h. Coupon | 3.109000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $32,662.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | IMPERIAL TOB FIN PLC FR 5.875%070134 |
e. LEI | N/A |
f. The CUSIP | 45262BAH6 |
g. Maturity date | 2034-07-01 |
h. Coupon | 5.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $46,665,000.00 |
j. Value of collateral, to the nearest cent | $48,001,764.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CRESCENT ENERGY FINANCE LLC SR GLBL 144A 32 |
e. LEI | N/A |
f. The CUSIP | 45344LAD5 |
g. Maturity date | 2032-04-01 |
h. Coupon | 7.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $180,000.00 |
j. Value of collateral, to the nearest cent | $173,134.18 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTEL CORP SR GLBL NT 51 |
e. LEI | N/A |
f. The CUSIP | 458140BW9 |
g. Maturity date | 2051-08-12 |
h. Coupon | 3.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $29,130.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTERCONTINENTAL EXCHANGE INC SR GLBL NT 3%60 |
e. LEI | N/A |
f. The CUSIP | 45866FAQ7 |
g. Maturity date | 2060-09-15 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $27,245.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTERNATIONAL FLAVORS&FRAGRANC SR GLBL NT 5%48 |
e. LEI | N/A |
f. The CUSIP | 459506AL5 |
g. Maturity date | 2048-09-26 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $76,000.00 |
j. Value of collateral, to the nearest cent | $63,333.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GRAY MEDIA INC SR GLBL 144A 31 |
e. LEI | N/A |
f. The CUSIP | 389286AA3 |
g. Maturity date | 2031-11-15 |
h. Coupon | 5.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $108,000.00 |
j. Value of collateral, to the nearest cent | $77,748.07 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GRAY MEDIA INC SR GLBL 144A 30 |
e. LEI | N/A |
f. The CUSIP | 389375AL0 |
g. Maturity date | 2030-10-15 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $59,000.00 |
j. Value of collateral, to the nearest cent | $42,907.01 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PETROLEOS MEXICANOS GLBL NT 6.875%25 |
e. LEI | N/A |
f. The CUSIP | 71654QDH2 |
g. Maturity date | 2025-10-16 |
h. Coupon | 6.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000,000.00 |
j. Value of collateral, to the nearest cent | $1,008,132.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VERIZON COMMUNICATIONS INC SR GLBL NT3.7%61 |
e. LEI | N/A |
f. The CUSIP | 92343VGC2 |
g. Maturity date | 2061-03-22 |
h. Coupon | 3.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $68,089.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TK ELEVATOR HOLDCO GMBH SR GLBL 144A 28 |
e. LEI | N/A |
f. The CUSIP | 92537VAA8 |
g. Maturity date | 2028-07-15 |
h. Coupon | 7.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $317,000.00 |
j. Value of collateral, to the nearest cent | $326,853.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENTERPRISE PRODS OPER LLC SR GLBL NT3.3%53 |
e. LEI | N/A |
f. The CUSIP | 29379VCB7 |
g. Maturity date | 2053-02-15 |
h. Coupon | 3.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $32,446.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITI GROUP LP / UNITI FIBER/ SR GLBL 144A 29 |
e. LEI | N/A |
f. The CUSIP | 91327BAA8 |
g. Maturity date | 2029-02-15 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $126,000.00 |
j. Value of collateral, to the nearest cent | $120,196.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANCO DE CREDITO DEL PERU FR 3.125%070130 |
e. LEI | N/A |
f. The CUSIP | 05971V2C8 |
g. Maturity date | 2030-07-01 |
h. Coupon | 3.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $201,840.81 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANCO DE CREDITO DEL PERU LW TIER II 35 |
e. LEI | N/A |
f. The CUSIP | 05971V2J3 |
g. Maturity date | 2035-07-30 |
h. Coupon | 6.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $449,000.00 |
j. Value of collateral, to the nearest cent | $457,587.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LYB INTERNATIONAL FINANCE B.V. SR GLBL NT 43 |
e. LEI | N/A |
f. The CUSIP | 50247VAB5 |
g. Maturity date | 2043-07-15 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $44,332.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN INTL GROUP INC SR NT 4.75%48 |
e. LEI | N/A |
f. The CUSIP | 026874DL8 |
g. Maturity date | 2048-04-01 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $43,062.74 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MANULIFE FINL CORP SB NT FXD/FLT 32 |
e. LEI | N/A |
f. The CUSIP | 56501RAE6 |
g. Maturity date | 2032-02-24 |
h. Coupon | 4.061000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $41,623,000.00 |
j. Value of collateral, to the nearest cent | $41,429,841.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENERGY TRANSFER L P SR GLBL NT 54 |
e. LEI | N/A |
f. The CUSIP | 29273VAW0 |
g. Maturity date | 2054-05-15 |
h. Coupon | 5.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $45,805.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENERGY TRANSFER L P SR GLBL NT 6%48 |
e. LEI | N/A |
f. The CUSIP | 29278NAE3 |
g. Maturity date | 2048-06-15 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $95,357.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENERGY TRANSFER L P SR GLBL NT 5%50 |
e. LEI | N/A |
f. The CUSIP | 29278NAR4 |
g. Maturity date | 2050-05-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $40,416.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENERGY TRANSFER L P SR GLBL NT 49 |
e. LEI | N/A |
f. The CUSIP | 29279FAA7 |
g. Maturity date | 2049-04-15 |
h. Coupon | 6.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $48,124.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WARNERMEDIA HLDGS INC SR GLBL NT 32 |
e. LEI | N/A |
f. The CUSIP | 55903VBC6 |
g. Maturity date | 2032-03-15 |
h. Coupon | 4.279000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $85,554.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | THE CIGNA GROUP SR GLBL NT4.9%48 |
e. LEI | N/A |
f. The CUSIP | 125523AK6 |
g. Maturity date | 2048-12-15 |
h. Coupon | 4.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $75,000.00 |
j. Value of collateral, to the nearest cent | $65,078.87 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MERCK & CO INC SR GLBL NT 50 |
e. LEI | N/A |
f. The CUSIP | 58933YBB0 |
g. Maturity date | 2050-06-24 |
h. Coupon | 2.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $28,968.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MERCK & CO INC SR GLBL NT2.9%61 |
e. LEI | N/A |
f. The CUSIP | 58933YBG9 |
g. Maturity date | 2061-12-10 |
h. Coupon | 2.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $57,765.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NASDAQ INC CR SEN GLBL NT63 |
e. LEI | N/A |
f. The CUSIP | 63111XAL5 |
g. Maturity date | 2063-06-28 |
h. Coupon | 6.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $50,717.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BROADCOM INC SR GLBL 144A 51 |
e. LEI | N/A |
f. The CUSIP | 11135FBG5 |
g. Maturity date | 2051-02-15 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $36,660.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS CAP I JR SB GLBL DB 34 |
e. LEI | N/A |
f. The CUSIP | 38143VAA7 |
g. Maturity date | 2034-02-15 |
h. Coupon | 6.345000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $52,286.31 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GENERAL MTRS CO SR GLBL NT 46 |
e. LEI | N/A |
f. The CUSIP | 37045VAL4 |
g. Maturity date | 2046-04-01 |
h. Coupon | 6.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $50,313.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GENERAL MTRS CO SR GLBL NT 49 |
e. LEI | N/A |
f. The CUSIP | 37045VAT7 |
g. Maturity date | 2049-04-01 |
h. Coupon | 5.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $45,624.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALTRIA GROUP INC SR GLBL NT 46 |
e. LEI | N/A |
f. The CUSIP | 02209SAV5 |
g. Maturity date | 2046-09-16 |
h. Coupon | 3.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $36,148.26 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMAZON COM INC SR GLBL NT 61 |
e. LEI | N/A |
f. The CUSIP | 023135CC8 |
g. Maturity date | 2061-05-12 |
h. Coupon | 3.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $31,856.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMAZON COM INC SR GLBL NT4.1%62 |
e. LEI | N/A |
f. The CUSIP | 023135CK0 |
g. Maturity date | 2062-04-13 |
h. Coupon | 4.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $38,455.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BP CAP MKTS AMER INC GLBL NT 2.772%50 |
e. LEI | N/A |
f. The CUSIP | 10373QBN9 |
g. Maturity date | 2050-11-10 |
h. Coupon | 2.772000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $29,660.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BP CAP MKTS AMER INC GLBL NT 3.001%52 |
e. LEI | N/A |
f. The CUSIP | 10373QBS8 |
g. Maturity date | 2052-03-17 |
h. Coupon | 3.001000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $30,864.27 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRAND INDL SVCS INC SR SEC 144A NT30 |
e. LEI | N/A |
f. The CUSIP | 104931AA8 |
g. Maturity date | 2030-08-01 |
h. Coupon | 10.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $235,000.00 |
j. Value of collateral, to the nearest cent | $218,342.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRASKEM IDESA S A P I SR SEC GLBL 32 |
e. LEI | N/A |
f. The CUSIP | 10554NAB4 |
g. Maturity date | 2032-02-20 |
h. Coupon | 6.990000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,077,000.00 |
j. Value of collateral, to the nearest cent | $3,098,791.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRISTOL-MYERS SQUIBB CO SR GLBL NT 50 |
e. LEI | N/A |
f. The CUSIP | 110122DS4 |
g. Maturity date | 2050-11-13 |
h. Coupon | 2.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $28,249.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRISTOL-MYERS SQUIBB CO SR GLBL NT6.4%63 |
e. LEI | N/A |
f. The CUSIP | 110122EC8 |
g. Maturity date | 2063-11-15 |
h. Coupon | 6.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $52,750.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | 1011778 B.C. UNLIMITED LIABILI SR SEC 144A NT29 |
e. LEI | N/A |
f. The CUSIP | 68245XAR0 |
g. Maturity date | 2029-06-15 |
h. Coupon | 6.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $244,000.00 |
j. Value of collateral, to the nearest cent | $255,793.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ONEMAIN FIN CORP SR GLBL NT 30 |
e. LEI | N/A |
f. The CUSIP | 682691AE0 |
g. Maturity date | 2030-03-15 |
h. Coupon | 7.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $205,000.00 |
j. Value of collateral, to the nearest cent | $217,018.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ONESKY FLIGHT LLC SR 144A NT 29 |
e. LEI | N/A |
f. The CUSIP | 68278CAA3 |
g. Maturity date | 2029-12-15 |
h. Coupon | 8.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $90,000.00 |
j. Value of collateral, to the nearest cent | $94,417.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORACLE CORP SR GLBL NT5.5%64 |
e. LEI | N/A |
f. The CUSIP | 68389XCV5 |
g. Maturity date | 2064-09-27 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $88,976.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENBRIDGE INC GLBL NT 3.4%51 |
e. LEI | N/A |
f. The CUSIP | 29250NBE4 |
g. Maturity date | 2051-08-01 |
h. Coupon | 3.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $32,442.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENBRIDGE INC GLBL NT 5.3%29 |
e. LEI | N/A |
f. The CUSIP | 29250NCB9 |
g. Maturity date | 2029-04-05 |
h. Coupon | 5.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $102,907.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OSCAR ACQUISITIONCO LLC & OSC SR 144A NT9.5%30 |
e. LEI | N/A |
f. The CUSIP | 687785AB1 |
g. Maturity date | 2030-04-15 |
h. Coupon | 9.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $978,000.00 |
j. Value of collateral, to the nearest cent | $799,735.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 30 |
e. LEI | N/A |
f. The CUSIP | 69318FAM0 |
g. Maturity date | 2030-03-15 |
h. Coupon | 9.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $130,000.00 |
j. Value of collateral, to the nearest cent | $128,055.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PANAMA REP GLBL AMRTZ BD 63 |
e. LEI | N/A |
f. The CUSIP | 698299BS2 |
g. Maturity date | 2063-01-19 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,250,000.00 |
j. Value of collateral, to the nearest cent | $774,906.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PETROLEOS MEXICANOS FR 6.625%061535 |
e. LEI | N/A |
f. The CUSIP | 706451BG5 |
g. Maturity date | 2035-06-15 |
h. Coupon | 6.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,500,000.00 |
j. Value of collateral, to the nearest cent | $4,601,765.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LSEGA FING PLC DISC COML PAPER 4/A2 YRS 1&2 |
e. LEI | N/A |
f. The CUSIP | 50221FT53 |
g. Maturity date | 2025-06-05 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,999,911.00 |
j. Value of collateral, to the nearest cent | $5,969,911.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GTA FDG LLC DISC COML PAPER |
e. LEI | N/A |
f. The CUSIP | 40060WYS5 |
g. Maturity date | 2025-11-26 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $17,771,282.00 |
j. Value of collateral, to the nearest cent | $17,374,680.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LSEGA FINANCING PLC |
e. LEI | N/A |
f. The CUSIP | 50221FTG9 |
g. Maturity date | 2025-06-16 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,775,000.00 |
j. Value of collateral, to the nearest cent | $1,771,041.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.41%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $641,000,000.00 |
b. Excluding the value of any sponsor support: | $641,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.82%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BNP PARIBAS SA |
| Item C.2. The title of the issue | TRI-PARTY BNP PARIBAS SA 4.700000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | R0MUWSFPU8MPRO8K5P83 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0000753835 |
c. The RSSD ID; or | |
d. Other unique identifier | BRWS9HCA2 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | SPIRIT IP CAYMAN LTD |
e. LEI | N/A |
f. The CUSIP | 84859BAC5 |
g. Maturity date | 2030-03-06 |
h. Coupon | 8.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $49.00 |
j. Value of collateral, to the nearest cent | $38.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TARGA RESOURCES CORP |
e. LEI | 5493003QENHHS261UR94 |
f. The CUSIP | 87612GAB7 |
g. Maturity date | 2052-04-15 |
h. Coupon | 4.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $130,000.00 |
j. Value of collateral, to the nearest cent | $104,517.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CSC HOLDINGS LLC |
e. LEI | 3HG2WD2W22M120IUNG49 |
f. The CUSIP | 126307AQ0 |
g. Maturity date | 2027-04-15 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $19,914,000.00 |
j. Value of collateral, to the nearest cent | $18,869,411.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CSC HOLDINGS LLC |
e. LEI | 3HG2WD2W22M120IUNG49 |
f. The CUSIP | 126307BH9 |
g. Maturity date | 2031-11-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $683,000.00 |
j. Value of collateral, to the nearest cent | $462,271.48 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CALUMET SPE |
e. LEI | 529900QWK0FGLES9BA18 |
f. The CUSIP | 131477AV3 |
g. Maturity date | 2027-01-15 |
h. Coupon | 8.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $12,884,000.00 |
j. Value of collateral, to the nearest cent | $12,824,459.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MILEAGE PLUS HOLDINGS LLC |
e. LEI | N/A |
f. The CUSIP | 599191AA1 |
g. Maturity date | 2027-06-20 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,853.00 |
j. Value of collateral, to the nearest cent | $2,672.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | F-BRASILE SPA |
e. LEI | 815600561ACAEC2E9603 |
f. The CUSIP | 30191BAB7 |
g. Maturity date | 2026-08-15 |
h. Coupon | 7.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $17,925,000.00 |
j. Value of collateral, to the nearest cent | $18,243,355.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KFW |
e. LEI | 549300GDPG70E3MBBU98 |
f. The CUSIP | 500769JW5 |
g. Maturity date | 2028-02-15 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $4,025.87 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LABL INC |
e. LEI | 5493004FUZN8R6Y3VB98 |
f. The CUSIP | 50168AAA8 |
g. Maturity date | 2027-07-15 |
h. Coupon | 10.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $447,000.00 |
j. Value of collateral, to the nearest cent | $442,442.84 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COOPER-STANDARD AUTOMOTIVE INC |
e. LEI | ITCH5B3Q4RTX2PH9UN62 |
f. The CUSIP | 216762AH7 |
g. Maturity date | 2027-03-31 |
h. Coupon | 13.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,821,000.00 |
j. Value of collateral, to the nearest cent | $5,354,323.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | POTOMAC ELECTRIC POWER COMPANY |
e. LEI | 549300BXF2DWUNN57U06 |
f. The CUSIP | 737679DH0 |
g. Maturity date | 2034-03-15 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $324,000.00 |
j. Value of collateral, to the nearest cent | $326,145.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHS/COMMUNITY HEALTH SYSTEMS INC |
e. LEI | 5493007X5NC5XI1BB106 |
f. The CUSIP | 12543DBG4 |
g. Maturity date | 2027-03-15 |
h. Coupon | 5.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $18,041,000.00 |
j. Value of collateral, to the nearest cent | $17,985,230.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TRANSOCEAN INC |
e. LEI | DOL4HJ22ADYSIWES4H94 |
f. The CUSIP | 893830BL2 |
g. Maturity date | 2027-02-01 |
h. Coupon | 8.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $16,498,000.00 |
j. Value of collateral, to the nearest cent | $16,644,245.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALTICE FRANCE SA (FRANCE) |
e. LEI | 5493001ZMCICV4N02J21 |
f. The CUSIP | 02156LAE1 |
g. Maturity date | 2029-01-15 |
h. Coupon | 5.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,890,000.00 |
j. Value of collateral, to the nearest cent | $2,457,242.97 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED AIRLINES 2014-2 PASS THRO |
e. LEI | 549300MKG4NHSVSIVR18 |
f. The CUSIP | 90932QAA4 |
g. Maturity date | 2028-03-03 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $933.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | 1261229 BC LTD |
e. LEI | N/A |
f. The CUSIP | 68288AAA5 |
g. Maturity date | 2032-04-15 |
h. Coupon | 10.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,962,000.00 |
j. Value of collateral, to the nearest cent | $3,987,176.31 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-09-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-09-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | BNP PARIBAS SA |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 95 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | A+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | A1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A+ |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.70%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $85,000,000.00 |
b. Excluding the value of any sponsor support: | $85,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.11%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CITIGROUP GLOBAL MARKETS INC |
| Item C.2. The title of the issue | TRI-PARTY CITIGROUP GLOBAL MARKETS INC 4.400000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | MBNUM2BPBDO7JBLYG310 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001456764 |
c. The RSSD ID; or | |
d. Other unique identifier | BRWTQRSM6 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | BRITANNIA FUNDING COMPANY LLC |
e. LEI | 549300X2ZBE7GS6QP587 |
f. The CUSIP | 11042LVU1 |
g. Maturity date | 2025-08-28 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $97,499,959.00 |
j. Value of collateral, to the nearest cent | $96,413,029.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ATLANTIC ASSET SECURITIZATION LL |
e. LEI | 549300BUNY5BIX4CVW20 |
f. The CUSIP | 04821TW27 |
g. Maturity date | 2025-06-02 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $61,819,095.00 |
j. Value of collateral, to the nearest cent | $61,086,971.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.40%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $150,000,000.00 |
b. Excluding the value of any sponsor support: | $150,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.19%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | MIZUHO SECURITIES USA LLC |
| Item C.2. The title of the issue | TRI-PARTY MIZUHO SECURITIES USA LLC 4.880000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | 7TK5RJIZDFROZCA6XF66 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | BRWWQM305 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | LENDBUZZ SEC TR 2025-1 B 20301115 5.47000 |
e. LEI | N/A |
f. The CUSIP | 525938AD8 |
g. Maturity date | 2030-11-15 |
h. Coupon | 5.470000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,121,000.00 |
j. Value of collateral, to the nearest cent | $1,140,638.99 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MILFORD PK CLO,LTD 2022-R A-R 20380120 FLT |
e. LEI | N/A |
f. The CUSIP | 59966PAN2 |
g. Maturity date | 2038-01-20 |
h. Coupon | 5.429500 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,600,000.00 |
j. Value of collateral, to the nearest cent | $9,658,674.49 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HOTWIRE FUNDING LLC 2021-1 A-2 20511120 2.31100 |
e. LEI | N/A |
f. The CUSIP | 44148JAA7 |
g. Maturity date | 2051-11-20 |
h. Coupon | 2.311000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,801,524.00 |
j. Value of collateral, to the nearest cent | $96,561,604.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OHA CREDIT PRTNS LTD 2018-10R2 A-R2 20380420 FLT |
e. LEI | N/A |
f. The CUSIP | 67707CBC1 |
g. Maturity date | 2038-04-20 |
h. Coupon | 5.399500 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,210,111.00 |
j. Value of collateral, to the nearest cent | $2,220,055.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | A&D MTG TR 2023-NQM2 M-1 20680525 FLT |
e. LEI | N/A |
f. The CUSIP | 00002DAD1 |
g. Maturity date | 2068-05-25 |
h. Coupon | 8.281000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,000,000.00 |
j. Value of collateral, to the nearest cent | $7,153,424.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RCKT MORTGAGE TR 2025-CES4 A-2 20550425 FLT |
e. LEI | N/A |
f. The CUSIP | 74937YAD0 |
g. Maturity date | 2055-04-25 |
h. Coupon | 6.131000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $951,000.00 |
j. Value of collateral, to the nearest cent | $965,602.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-08-29 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-08-29 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | MIZUHO SECURITIES USA LLC |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 91 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | A1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.88%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $110,000,000.00 |
b. Excluding the value of any sponsor support: | $110,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.14%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | MIZUHO SECURITIES USA LLC |
| Item C.2. The title of the issue | TRI-PARTY MIZUHO SECURITIES USA LLC 4.780000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | 7TK5RJIZDFROZCA6XF66 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | BRWWQM5E3 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | IMPRL_22-NQM4 |
e. LEI | N/A |
f. The CUSIP | 45276NAC5 |
g. Maturity date | 2067-06-25 |
h. Coupon | 4.992740 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $75,888.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | STAR_21-1 |
e. LEI | N/A |
f. The CUSIP | 85573GAD4 |
g. Maturity date | 2065-05-25 |
h. Coupon | 2.363000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,250,000.00 |
j. Value of collateral, to the nearest cent | $1,956,682.19 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SBCLN_23-MTG1 |
e. LEI | N/A |
f. The CUSIP | 80290CBN3 |
g. Maturity date | 2052-02-26 |
h. Coupon | 9.253690 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,910,000.00 |
j. Value of collateral, to the nearest cent | $2,451,006.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SBCLN_23-MTG1-M3 |
e. LEI | N/A |
f. The CUSIP | 80290CBP8 |
g. Maturity date | 2052-02-26 |
h. Coupon | 10.203690 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,122,000.00 |
j. Value of collateral, to the nearest cent | $2,467,468.01 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SEMT_20-MC1 |
e. LEI | N/A |
f. The CUSIP | 81748QAE9 |
g. Maturity date | 2050-05-25 |
h. Coupon | 4.161100 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,221,000.00 |
j. Value of collateral, to the nearest cent | $7,617,767.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SEMT_20-MC1 |
e. LEI | N/A |
f. The CUSIP | 81748QAG4 |
g. Maturity date | 2050-05-25 |
h. Coupon | 4.161100 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,892,000.00 |
j. Value of collateral, to the nearest cent | $5,210,272.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SEMT_20-MC1 |
e. LEI | N/A |
f. The CUSIP | 81748QAJ8 |
g. Maturity date | 2050-05-25 |
h. Coupon | 4.161100 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,700,000.00 |
j. Value of collateral, to the nearest cent | $3,219,170.18 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SEMT_20-MC1 |
e. LEI | N/A |
f. The CUSIP | 81748QAL3 |
g. Maturity date | 2050-05-25 |
h. Coupon | 4.161100 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,781,000.00 |
j. Value of collateral, to the nearest cent | $1,460,514.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MFRA_20-NQM1 |
e. LEI | N/A |
f. The CUSIP | 552754AF0 |
g. Maturity date | 2065-03-25 |
h. Coupon | 6.420350 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,210,000.00 |
j. Value of collateral, to the nearest cent | $8,010,118.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | A&D MTG TR ADMT_23-NQM5 |
e. LEI | N/A |
f. The CUSIP | 00249XAA6 |
g. Maturity date | 2068-11-25 |
h. Coupon | 7.049000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $670,000.00 |
j. Value of collateral, to the nearest cent | $550,956.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RCKT_21-6 |
e. LEI | N/A |
f. The CUSIP | 74939KBF2 |
g. Maturity date | 2051-12-26 |
h. Coupon | 0.094200 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $601,784,000.00 |
j. Value of collateral, to the nearest cent | $2,668,166.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FSMT_21-12 |
e. LEI | N/A |
f. The CUSIP | 33853GAY9 |
g. Maturity date | 2051-11-27 |
h. Coupon | 0.215760 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $339,992,840.00 |
j. Value of collateral, to the nearest cent | $3,436,466.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_24-R02 |
e. LEI | N/A |
f. The CUSIP | 20754GAE0 |
g. Maturity date | 2044-02-25 |
h. Coupon | 6.121970 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,000,000.00 |
j. Value of collateral, to the nearest cent | $10,096,191.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMMT_21-6 |
e. LEI | N/A |
f. The CUSIP | 46653PBQ9 |
g. Maturity date | 2051-10-25 |
h. Coupon | 0.133940 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $312,572,452.00 |
j. Value of collateral, to the nearest cent | $1,726,097.68 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VERUS SECURITIZATION TRUST VERUS_22-INV1 |
e. LEI | N/A |
f. The CUSIP | 92539JAD7 |
g. Maturity date | 2067-08-25 |
h. Coupon | 5.808680 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,150,000.00 |
j. Value of collateral, to the nearest cent | $4,133,048.15 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CIM_19-R5 |
e. LEI | N/A |
f. The CUSIP | 12558RAL5 |
g. Maturity date | 2059-09-25 |
h. Coupon | 5.047680 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,242,000.00 |
j. Value of collateral, to the nearest cent | $6,646,308.77 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CIM_21-INV1 |
e. LEI | N/A |
f. The CUSIP | 12566PCM5 |
g. Maturity date | 2051-07-01 |
h. Coupon | 3.132990 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,562,000.00 |
j. Value of collateral, to the nearest cent | $6,679,410.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MELLO_22-INV2 |
e. LEI | N/A |
f. The CUSIP | 58549JBX1 |
g. Maturity date | 2052-04-25 |
h. Coupon | 0.174360 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $270,647,993.00 |
j. Value of collateral, to the nearest cent | $1,932,600.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CSMC_19-RPL1 |
e. LEI | N/A |
f. The CUSIP | 12596MAH9 |
g. Maturity date | 2058-07-25 |
h. Coupon | 4.157870 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,927,050.00 |
j. Value of collateral, to the nearest cent | $3,848,801.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UWM_21-INV5 |
e. LEI | N/A |
f. The CUSIP | 90355DBC6 |
g. Maturity date | 2052-01-25 |
h. Coupon | 0.229800 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $144,305,995.00 |
j. Value of collateral, to the nearest cent | $1,369,068.02 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRAVO_25-NQM4 |
e. LEI | N/A |
f. The CUSIP | 10570QAG6 |
g. Maturity date | 2065-02-25 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,800,000.00 |
j. Value of collateral, to the nearest cent | $3,790,533.27 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EFMT_25-INV1 |
e. LEI | N/A |
f. The CUSIP | 26846XAD2 |
g. Maturity date | 2070-03-25 |
h. Coupon | 6.489000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $898,978.00 |
j. Value of collateral, to the nearest cent | $903,462.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-04 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-04 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | MIZUHO SECURITIES USA LLC |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 35 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | A1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.78%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $75,000,000.00 |
b. Excluding the value of any sponsor support: | $75,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.10%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | JP MORGAN SECURITIES LLC |
| Item C.2. The title of the issue | TRI-PARTY J.P. MORGAN SECURITIES LLC 4.640000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | ZBUT11V806EZRVTWT807 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0000782124 |
c. The RSSD ID; or | |
d. Other unique identifier | BRWWQMAR8 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | DALLAS AREA RAPID TRANSIT |
e. LEI | 75YWM81F2R6UQGJIEW47 |
f. The CUSIP | 235241WQ5 |
g. Maturity date | 2047-12-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,750,000.00 |
j. Value of collateral, to the nearest cent | $10,162,923.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | DENVER COLO CITY & CNTY SCH DIST NO 1 |
e. LEI | N/A |
f. The CUSIP | 249174YX5 |
g. Maturity date | 2037-12-01 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,520,000.00 |
j. Value of collateral, to the nearest cent | $2,870,280.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | CALIFORNIA (STATE OF) |
e. LEI | N/A |
f. The CUSIP | 13063A5G5 |
g. Maturity date | 2039-04-01 |
h. Coupon | 7.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,895,000.00 |
j. Value of collateral, to the nearest cent | $3,439,646.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | HOUSTON CITY OF |
e. LEI | 549300C64URYS0WQQY42 |
f. The CUSIP | 442332ED0 |
g. Maturity date | 2049-03-01 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,975,000.00 |
j. Value of collateral, to the nearest cent | $6,266,754.27 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | TRUSSVILLE ALA |
e. LEI | N/A |
f. The CUSIP | 898242PD8 |
g. Maturity date | 2033-10-01 |
h. Coupon | 1.952000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $480,000.00 |
j. Value of collateral, to the nearest cent | $384,906.77 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | BRENTWOOD CALIF UN SCH DIST |
e. LEI | N/A |
f. The CUSIP | 107280MW6 |
g. Maturity date | 2052-08-01 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,755,000.00 |
j. Value of collateral, to the nearest cent | $3,971,716.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | ENERGY NORTHWEST |
e. LEI | N/A |
f. The CUSIP | 29270C7F6 |
g. Maturity date | 2039-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000,000.00 |
j. Value of collateral, to the nearest cent | $5,459,650.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MARYLAND ST TRANSN AUTH |
e. LEI | 254900MKNK0MO0Z4X426 |
f. The CUSIP | 574300NW5 |
g. Maturity date | 2046-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,085,000.00 |
j. Value of collateral, to the nearest cent | $7,384,514.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MASSACHUSETTS (COMMONWEALTH OF) |
e. LEI | 5493001N1YCXNI1O7K10 |
f. The CUSIP | 57582R7P5 |
g. Maturity date | 2039-05-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000,000.00 |
j. Value of collateral, to the nearest cent | $4,338,111.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | NEW JERSEY STATE EDUCATIONAL FACILITIES AUTHORITY |
e. LEI | N/A |
f. The CUSIP | 646067EJ3 |
g. Maturity date | 2027-03-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,765,000.00 |
j. Value of collateral, to the nearest cent | $5,006,876.69 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | NEW ORLEANS LA AVIATION BRD |
e. LEI | N/A |
f. The CUSIP | 64763HMS1 |
g. Maturity date | 2045-01-01 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $12,960,000.00 |
j. Value of collateral, to the nearest cent | $13,434,584.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | NEW YORK CITY OF |
e. LEI | 549300ABYZD2SFD5JB29 |
f. The CUSIP | 64966QBA7 |
g. Maturity date | 2041-12-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,595,000.00 |
j. Value of collateral, to the nearest cent | $4,788,730.31 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | NEW YORK N Y CITY HSG DEV CORP |
e. LEI | 549300SQWVHKBRF8D702 |
f. The CUSIP | 64972KFQ3 |
g. Maturity date | 2054-11-01 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,290,000.00 |
j. Value of collateral, to the nearest cent | $5,911,121.85 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | ATLANTA GA (CITY OF) |
e. LEI | 549300GHLQ0J51NUBM84 |
f. The CUSIP | 047870SY7 |
g. Maturity date | 2035-11-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000.00 |
j. Value of collateral, to the nearest cent | $5,631.49 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | BALTIMORE CNTY MD |
e. LEI | N/A |
f. The CUSIP | 05914GHQ4 |
g. Maturity date | 2041-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,060,000.00 |
j. Value of collateral, to the nearest cent | $5,532,980.69 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | JEA FLA WTR & SWR SYS |
e. LEI | N/A |
f. The CUSIP | 46615SDL9 |
g. Maturity date | 2038-10-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,000,000.00 |
j. Value of collateral, to the nearest cent | $5,896,593.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | NEW YORK TRANSPORTATION DEVELOPMENT CORP |
e. LEI | N/A |
f. The CUSIP | 650116AL0 |
g. Maturity date | 2034-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,500,000.00 |
j. Value of collateral, to the nearest cent | $2,552,086.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | LAKELAND FLA |
e. LEI | N/A |
f. The CUSIP | 51166FCK3 |
g. Maturity date | 2036-10-01 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $95,000.00 |
j. Value of collateral, to the nearest cent | $106,307.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | UNIVERSITY OF CALIFORNIA |
e. LEI | N/A |
f. The CUSIP | 91412HTR4 |
g. Maturity date | 2031-05-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,575,000.00 |
j. Value of collateral, to the nearest cent | $8,426,834.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | UNIVERSITY OF MASSACHUSETTS BLDG AUTH |
e. LEI | 6ILE2573NPR1XO2TR556 |
f. The CUSIP | 914440QV7 |
g. Maturity date | 2042-11-01 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,575,000.00 |
j. Value of collateral, to the nearest cent | $6,733,254.77 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | UNIVERSITY OF CINCINNATI |
e. LEI | 549300E0RD3ICJ858L23 |
f. The CUSIP | 914119F56 |
g. Maturity date | 2042-06-01 |
h. Coupon | 3.949000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $900,000.00 |
j. Value of collateral, to the nearest cent | $782,824.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | NUVEEN NEW JERSEY PREMIUM INCOME MUNICIPAL FUND INC |
e. LEI | N/A |
f. The CUSIP | 73043PAB6 |
g. Maturity date | 2045-08-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $105,000.00 |
j. Value of collateral, to the nearest cent | $90,973.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | POMONA CALIF PUB FING AUTH |
e. LEI | N/A |
f. The CUSIP | 73208MDG0 |
g. Maturity date | 2045-04-01 |
h. Coupon | 4.092000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $195,000.00 |
j. Value of collateral, to the nearest cent | $157,268.73 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | VIRGINIA COMWLTH TRANSN BRD |
e. LEI | N/A |
f. The CUSIP | 927793ZT9 |
g. Maturity date | 2040-05-15 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $105,000.00 |
j. Value of collateral, to the nearest cent | $84,973.35 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | SAVANNAH GA HOSP AUTH DEV |
e. LEI | N/A |
f. The CUSIP | 804833FF3 |
g. Maturity date | 2038-07-01 |
h. Coupon | 3.989000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $475,000.00 |
j. Value of collateral, to the nearest cent | $419,857.26 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MIAMI-DADE CNTY FLA |
e. LEI | 549300QG0NBD9HULR263 |
f. The CUSIP | 59335KFB8 |
g. Maturity date | 2052-10-01 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,885,000.00 |
j. Value of collateral, to the nearest cent | $1,877,939.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | LOS ANGELES CALIF DEPARTMENT OF WATER & POWER |
e. LEI | 549300S8NXV6YU61GG95 |
f. The CUSIP | 544525WF1 |
g. Maturity date | 2037-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,140,000.00 |
j. Value of collateral, to the nearest cent | $4,262,355.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | LOS ANGELES CNTY CALIF MET TRANSN AUTH |
e. LEI | N/A |
f. The CUSIP | 54466HMF0 |
g. Maturity date | 2029-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $40,000.00 |
j. Value of collateral, to the nearest cent | $44,466.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | HAYWARD CALIF AREA RECREATION AND PARK DISTRICT |
e. LEI | 549300GKD6SMHLGX1769 |
f. The CUSIP | 421207CB5 |
g. Maturity date | 2048-08-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,210,000.00 |
j. Value of collateral, to the nearest cent | $8,592,403.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | TARRANT CNTY TEX CULTURAL ED FACS FIN CORP |
e. LEI | 549300ROY505NVTMMI25 |
f. The CUSIP | 87638QTD1 |
g. Maturity date | 2041-12-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000,000.00 |
j. Value of collateral, to the nearest cent | $4,263,106.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | UNIVERSITY OF CALIFORNIA |
e. LEI | N/A |
f. The CUSIP | 91412GSG1 |
g. Maturity date | 2048-05-15 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $68,840,000.00 |
j. Value of collateral, to the nearest cent | $68,902,386.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INDIANA FINANCE AUTHORITY |
e. LEI | 549300PS0PAS7NDSSI20 |
f. The CUSIP | 45471ABR2 |
g. Maturity date | 2039-11-01 |
h. Coupon | 1.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $97,489.85 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NEW YORK N Y CITY HSG DEV CORP |
e. LEI | 549300SQWVHKBRF8D702 |
f. The CUSIP | 64966TBV5 |
g. Maturity date | 2048-11-01 |
h. Coupon | 1.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $37,343.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NEW YORK ST HSG FIN AGY |
e. LEI | 5493000LS7KCDB02O506 |
f. The CUSIP | 64986MJ55 |
g. Maturity date | 2036-11-15 |
h. Coupon | 1.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $300,000.00 |
j. Value of collateral, to the nearest cent | $300,193.36 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CONNECTICUT ST HEALTH & EDL FACS A |
e. LEI | 549300ZOQJ5U8YBS5Q35 |
f. The CUSIP | 20775DZK1 |
g. Maturity date | 2049-07-01 |
h. Coupon | 2.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $59,675,000.00 |
j. Value of collateral, to the nearest cent | $59,738,093.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MISSOURI ST HEALTH & EDL FACS AUTH |
e. LEI | 549300IWTBCMX5JB3277 |
f. The CUSIP | 606901WS1 |
g. Maturity date | 2040-03-01 |
h. Coupon | 2.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $500,000.00 |
j. Value of collateral, to the nearest cent | $500,604.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | APPLETON WIS REDEV AUTH |
e. LEI | N/A |
f. The CUSIP | 038127AW6 |
g. Maturity date | 2036-06-01 |
h. Coupon | 2.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $22,700,000.00 |
j. Value of collateral, to the nearest cent | $22,737,715.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TARRANT CNTY TEX CULTURAL ED FACS FIN CORP |
e. LEI | 549300ROY505NVTMMI25 |
f. The CUSIP | 87638QSL4 |
g. Maturity date | 2050-11-15 |
h. Coupon | 2.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $41,160,000.00 |
j. Value of collateral, to the nearest cent | $41,206,626.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TENDER OPT BD TR RCPTS / CTFS |
e. LEI | N/A |
f. The CUSIP | 88033UTE9 |
g. Maturity date | 2050-07-01 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $16,000,000.00 |
j. Value of collateral, to the nearest cent | $16,313,231.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TENDER OPT BD TR RCPTS / CTFS |
e. LEI | N/A |
f. The CUSIP | 88035J7P1 |
g. Maturity date | 2055-07-01 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,000,000.00 |
j. Value of collateral, to the nearest cent | $6,000,000.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TENDER OPT BD TR RCPTS / CTFS |
e. LEI | N/A |
f. The CUSIP | 88035MNV3 |
g. Maturity date | 2050-06-01 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,000,000.00 |
j. Value of collateral, to the nearest cent | $8,040,444.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HARRIS CNTY TEX HEALTH FACS DEV CORP |
e. LEI | N/A |
f. The CUSIP | 41315RGU2 |
g. Maturity date | 2041-12-01 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $685,000.00 |
j. Value of collateral, to the nearest cent | $629,661.07 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-08-29 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-08-29 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | JP MORGAN SECURITIES LLC |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 91 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | AA |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | Aa3 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | AA- |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.64%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $325,000,000.00 |
b. Excluding the value of any sponsor support: | $325,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.42%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BARCLAYS BANK PLC |
| Item C.2. The title of the issue | TRI-PARTY BARCLAYS BANK PLC 4.450000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | G5GSEF7VJP5I7OUK5573 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001042452 |
c. The RSSD ID; or | |
d. Other unique identifier | BRY2FR185 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | FUQUAY-VARINA N C |
e. LEI | N/A |
f. The CUSIP | 36106QBS7 |
g. Maturity date | 2049-02-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,410,000.00 |
j. Value of collateral, to the nearest cent | $2,267,646.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | DISTRICT OF COLUMBIA (WASHINGTON DC) |
e. LEI | 549300HWFOZXPKGOX654 |
f. The CUSIP | 25477GYN9 |
g. Maturity date | 2050-06-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000,000.00 |
j. Value of collateral, to the nearest cent | $5,139,866.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | DISTRICT OF COLUMBIA (WASHINGTON DC) |
e. LEI | 549300HWFOZXPKGOX654 |
f. The CUSIP | 25484JDJ6 |
g. Maturity date | 2060-04-01 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $71,015,000.00 |
j. Value of collateral, to the nearest cent | $72,486,983.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | RED RIVER TEX ED FIN REV |
e. LEI | N/A |
f. The CUSIP | 756872LF2 |
g. Maturity date | 2045-03-15 |
h. Coupon | 3.397000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $11,800,000.00 |
j. Value of collateral, to the nearest cent | $8,946,725.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | CALIFORNIA (STATE OF) |
e. LEI | N/A |
f. The CUSIP | 13063BJC7 |
g. Maturity date | 2040-11-01 |
h. Coupon | 7.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,690,000.00 |
j. Value of collateral, to the nearest cent | $12,638,383.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | CALIFORNIA STATEWIDE CMNTYS DEV AUTH |
e. LEI | 549300KTNI2GCJNX2U48 |
f. The CUSIP | 13080SMV3 |
g. Maturity date | 2046-08-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $500,000.00 |
j. Value of collateral, to the nearest cent | $453,838.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MONTGOMERY CNTY PA INDL DEV AUTH |
e. LEI | N/A |
f. The CUSIP | 61360PCK4 |
g. Maturity date | 2036-11-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,150,000.00 |
j. Value of collateral, to the nearest cent | $1,160,457.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MONROE CNTY N Y INDL DEV CORP |
e. LEI | N/A |
f. The CUSIP | 61075TMF2 |
g. Maturity date | 2037-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000,000.00 |
j. Value of collateral, to the nearest cent | $1,021,264.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | CHICAGO (CITY OF) |
e. LEI | T5UYO5SYLC8K73MJQX30 |
f. The CUSIP | 167486T25 |
g. Maturity date | 2045-01-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $320,000.00 |
j. Value of collateral, to the nearest cent | $310,366.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | CHESTER CNTY PA HEALTH & ED FACS AUTH |
e. LEI | N/A |
f. The CUSIP | 16557HGD1 |
g. Maturity date | 2040-06-01 |
h. Coupon | 3.164000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,869,000.00 |
j. Value of collateral, to the nearest cent | $4,546,257.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | WASHINGTON SUBN SAN DIST MD |
e. LEI | N/A |
f. The CUSIP | 940158JW9 |
g. Maturity date | 2050-06-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,395,000.00 |
j. Value of collateral, to the nearest cent | $6,717,552.27 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | WASHOE CNTY NEV SCH DIST |
e. LEI | N/A |
f. The CUSIP | 940859QV6 |
g. Maturity date | 2048-10-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,390,000.00 |
j. Value of collateral, to the nearest cent | $2,119,786.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | SACRAMENTO CNTY CALIF |
e. LEI | N/A |
f. The CUSIP | 786107PC0 |
g. Maturity date | 2041-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,490,000.00 |
j. Value of collateral, to the nearest cent | $2,546,832.87 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | SACRAMENTO CNTY CALIF SANTN DIST FING AUTH |
e. LEI | N/A |
f. The CUSIP | 786134RN8 |
g. Maturity date | 2040-08-01 |
h. Coupon | 6.325000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,895,000.00 |
j. Value of collateral, to the nearest cent | $7,499,192.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | KANSAS DEV FIN AUTH SALES TAX REV |
e. LEI | N/A |
f. The CUSIP | 485247CL2 |
g. Maturity date | 2032-09-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,265,000.00 |
j. Value of collateral, to the nearest cent | $1,283,695.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | WAYNE CNTY MICH ARPT AUTH |
e. LEI | N/A |
f. The CUSIP | 944514TA6 |
g. Maturity date | 2038-12-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,655,000.00 |
j. Value of collateral, to the nearest cent | $3,741,664.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | WISCONSIN ST HEALTH & EDL FACS AUTH |
e. LEI | 549300ISNGXS0VHGVD41 |
f. The CUSIP | 97712DPS9 |
g. Maturity date | 2035-12-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,055,000.00 |
j. Value of collateral, to the nearest cent | $2,144,600.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | COLORADO HEALTH FACILITIES AUTHORITY |
e. LEI | 5493002JB6DRFRZPEQ21 |
f. The CUSIP | 19648FRW6 |
g. Maturity date | 2050-12-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000,000.00 |
j. Value of collateral, to the nearest cent | $825,058.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | COLORADO ST BLDG EXCELLENT SCHS TODAY PARTN |
e. LEI | N/A |
f. The CUSIP | 19668QJF3 |
g. Maturity date | 2042-03-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000,000.00 |
j. Value of collateral, to the nearest cent | $4,552,116.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | TRIBOROUGH BRIDGE & TUNNEL AUTHORITY |
e. LEI | 54930020ZN4LQF7K3456 |
f. The CUSIP | 89602HCH8 |
g. Maturity date | 2052-05-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,430,000.00 |
j. Value of collateral, to the nearest cent | $11,061,258.37 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | TRIBOROUGH BRIDGE & TUNNEL AUTHORITY |
e. LEI | 54930020ZN4LQF7K3456 |
f. The CUSIP | 89602HDQ7 |
g. Maturity date | 2052-05-15 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,600,000.00 |
j. Value of collateral, to the nearest cent | $1,392,462.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | TRIBOROUGH BRIDGE & TUNNEL AUTHORITY |
e. LEI | 54930020ZN4LQF7K3456 |
f. The CUSIP | 89602HHH3 |
g. Maturity date | 2054-05-15 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $115,000.00 |
j. Value of collateral, to the nearest cent | $119,317.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | TRIBOROUGH BRIDGE & TUNNEL AUTHORITY |
e. LEI | 54930020ZN4LQF7K3456 |
f. The CUSIP | 89602RLU7 |
g. Maturity date | 2054-11-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,000,000.00 |
j. Value of collateral, to the nearest cent | $8,629,766.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | TUSCALOOSA CNTY ALA BRD ED |
e. LEI | N/A |
f. The CUSIP | 900680BG3 |
g. Maturity date | 2043-02-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,130,000.00 |
j. Value of collateral, to the nearest cent | $2,241,138.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | PENNSYLVANIA (COMMONWEALTH OF) |
e. LEI | 549300WICSGUHKHF1T85 |
f. The CUSIP | 70914P4G4 |
g. Maturity date | 2042-08-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,000,000.00 |
j. Value of collateral, to the nearest cent | $7,798,426.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MARYLAND HEALTH AND HIGHER EDUCATIONAL FACILITIES AUTHORITY |
e. LEI | N/A |
f. The CUSIP | 574218T52 |
g. Maturity date | 2046-12-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,125,000.00 |
j. Value of collateral, to the nearest cent | $2,183,014.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MASSACHUSETTS ST TRANSPORTATION FUND REVENUE |
e. LEI | N/A |
f. The CUSIP | 57604TAD8 |
g. Maturity date | 2040-06-01 |
h. Coupon | 5.731000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000,000.00 |
j. Value of collateral, to the nearest cent | $5,185,279.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | ARKANSAS DEV FIN AUTH HEALTH CARE |
e. LEI | N/A |
f. The CUSIP | 04084DAT9 |
g. Maturity date | 2039-06-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000,000.00 |
j. Value of collateral, to the nearest cent | $970,798.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MASSACHUSETTS (COMMONWEALTH OF) |
e. LEI | 5493001N1YCXNI1O7K10 |
f. The CUSIP | 57582TCR1 |
g. Maturity date | 2050-04-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000,000.00 |
j. Value of collateral, to the nearest cent | $5,148,772.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MASSACHUSETTS ST DEV FIN AGY |
e. LEI | 549300UZSVMFXJK08K70 |
f. The CUSIP | 57585BEY0 |
g. Maturity date | 2054-07-01 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,530,000.00 |
j. Value of collateral, to the nearest cent | $3,213,923.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | DORMITORY AUTHORITY OF STATE OF NEW YORK |
e. LEI | 549300C8XO7EXTX2XU71 |
f. The CUSIP | 6499022F9 |
g. Maturity date | 2040-03-15 |
h. Coupon | 5.389000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,585,000.00 |
j. Value of collateral, to the nearest cent | $2,556,195.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | DORMITORY AUTHORITY OF STATE OF NEW YORK |
e. LEI | 549300C8XO7EXTX2XU71 |
f. The CUSIP | 64990AFG5 |
g. Maturity date | 2036-03-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,345,000.00 |
j. Value of collateral, to the nearest cent | $1,379,131.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | DORMITORY AUTHORITY OF STATE OF NEW YORK |
e. LEI | 549300C8XO7EXTX2XU71 |
f. The CUSIP | 64990AWW1 |
g. Maturity date | 2051-03-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,010,000.00 |
j. Value of collateral, to the nearest cent | $7,214,388.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | DORMITORY AUTHORITY OF STATE OF NEW YORK |
e. LEI | 549300C8XO7EXTX2XU71 |
f. The CUSIP | 64990CC90 |
g. Maturity date | 2043-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,775,000.00 |
j. Value of collateral, to the nearest cent | $3,891,362.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | DORMITORY AUTHORITY OF STATE OF NEW YORK |
e. LEI | 549300C8XO7EXTX2XU71 |
f. The CUSIP | 64990KHA4 |
g. Maturity date | 2053-03-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000,000.00 |
j. Value of collateral, to the nearest cent | $5,136,600.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | DORMITORY AUTHORITY OF STATE OF NEW YORK |
e. LEI | 549300C8XO7EXTX2XU71 |
f. The CUSIP | 64990KHC0 |
g. Maturity date | 2055-03-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000,000.00 |
j. Value of collateral, to the nearest cent | $5,128,350.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | DORMITORY AUTHORITY OF STATE OF NEW YORK |
e. LEI | 549300C8XO7EXTX2XU71 |
f. The CUSIP | 65000BRJ9 |
g. Maturity date | 2050-07-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,830,000.00 |
j. Value of collateral, to the nearest cent | $4,746,779.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | GRAND FORKS N D |
e. LEI | N/A |
f. The CUSIP | 38546WCT5 |
g. Maturity date | 2047-12-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000,000.00 |
j. Value of collateral, to the nearest cent | $4,178,794.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | INDIANA HEALTH FAC FING AUTH |
e. LEI | 549300P2SI60HN6M7V39 |
f. The CUSIP | 45471CDP0 |
g. Maturity date | 2049-03-01 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,800,000.00 |
j. Value of collateral, to the nearest cent | $2,369,295.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | NEW YORK CITY TRANSITIONAL FIN AUTH |
e. LEI | 5493003476LG35QAKM08 |
f. The CUSIP | 64971XU97 |
g. Maturity date | 2051-02-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,250,000.00 |
j. Value of collateral, to the nearest cent | $7,432,756.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY |
e. LEI | 549300Q2EHQ6RJPQKP05 |
f. The CUSIP | 64972GK29 |
g. Maturity date | 2051-06-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $11,145,000.00 |
j. Value of collateral, to the nearest cent | $11,657,075.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | NEW YORK CITY TRANSITIONAL FIN AUTH |
e. LEI | 5493003476LG35QAKM08 |
f. The CUSIP | 64971X8L5 |
g. Maturity date | 2053-05-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,365,000.00 |
j. Value of collateral, to the nearest cent | $1,181,833.68 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | NEW YORK CITY TRANSITIONAL FIN AUTH |
e. LEI | 5493003476LG35QAKM08 |
f. The CUSIP | 64971XAJ7 |
g. Maturity date | 2042-08-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,025,000.00 |
j. Value of collateral, to the nearest cent | $1,889,046.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | ILLINOIS (STATE OF) |
e. LEI | 54930048FV8RWPR02D67 |
f. The CUSIP | 452152GS4 |
g. Maturity date | 2035-07-01 |
h. Coupon | 7.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $40,000.00 |
j. Value of collateral, to the nearest cent | $34,229.19 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | JEA FLA WTR & SWR SYS REV FO |
e. LEI | N/A |
f. The CUSIP | 46613SFZ8 |
g. Maturity date | 2036-10-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000,000.00 |
j. Value of collateral, to the nearest cent | $1,985,191.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | NEW YORK TRANSPORTATION DEVELOPMENT CORP |
e. LEI | N/A |
f. The CUSIP | 650116HN9 |
g. Maturity date | 2054-06-30 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,250,000.00 |
j. Value of collateral, to the nearest cent | $4,261,489.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | LA MESA-SPRING VY CALIF SCH DIST |
e. LEI | N/A |
f. The CUSIP | 503678RR7 |
g. Maturity date | 2051-08-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,125,000.00 |
j. Value of collateral, to the nearest cent | $2,853,850.69 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | LAFAYETTE PARISH LA SCH BRD |
e. LEI | N/A |
f. The CUSIP | 506624UQ6 |
g. Maturity date | 2048-04-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,660,000.00 |
j. Value of collateral, to the nearest cent | $6,756,392.36 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | UNIVERSITY OF CALIFORNIA |
e. LEI | N/A |
f. The CUSIP | 91412GX83 |
g. Maturity date | 2042-05-15 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,825,000.00 |
j. Value of collateral, to the nearest cent | $2,891,662.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | UNIVERSITY OF MASSACHUSETTS BLDG AUTH |
e. LEI | 6ILE2573NPR1XO2TR556 |
f. The CUSIP | 914440QV7 |
g. Maturity date | 2042-11-01 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,220,000.00 |
j. Value of collateral, to the nearest cent | $1,249,364.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | ANCHORAGE ALASKA |
e. LEI | N/A |
f. The CUSIP | 033252CF2 |
g. Maturity date | 2055-02-01 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,485,000.00 |
j. Value of collateral, to the nearest cent | $3,026,558.90 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | PUBLIC FINANCE AUTHORITY WISCONSIN |
e. LEI | 5493004S6D3NA627K012 |
f. The CUSIP | 74442PF75 |
g. Maturity date | 2054-07-01 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,000.00 |
j. Value of collateral, to the nearest cent | $10,463.69 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | PUBLIC FINANCE AUTHORITY WISCONSIN |
e. LEI | 5493004S6D3NA627K012 |
f. The CUSIP | 74443DLV1 |
g. Maturity date | 2040-06-01 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,600,000.00 |
j. Value of collateral, to the nearest cent | $2,417,518.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | ESSEX CNTY N J IMPT AUTH |
e. LEI | N/A |
f. The CUSIP | 296809TL0 |
g. Maturity date | 2045-11-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,475,000.00 |
j. Value of collateral, to the nearest cent | $3,173,377.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | SARPY CNTY NEB HOSP AUTH NO 1 |
e. LEI | N/A |
f. The CUSIP | 80372PAR7 |
g. Maturity date | 2051-05-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,970,000.00 |
j. Value of collateral, to the nearest cent | $1,681,349.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | SEGUIN TEX |
e. LEI | N/A |
f. The CUSIP | 815832D23 |
g. Maturity date | 2049-09-01 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,275,000.00 |
j. Value of collateral, to the nearest cent | $7,863,802.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | SONOMA CNTY CALIF PENSION OBLIG |
e. LEI | N/A |
f. The CUSIP | 835574CB8 |
g. Maturity date | 2029-12-01 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,260,000.00 |
j. Value of collateral, to the nearest cent | $974,438.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | SOUTH MIAMI HEALTH FACILITIES AUTHORITY |
e. LEI | N/A |
f. The CUSIP | 838810EE5 |
g. Maturity date | 2047-08-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,240,000.00 |
j. Value of collateral, to the nearest cent | $3,288,610.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | BASTROP TEX INDPT SCH DIST |
e. LEI | N/A |
f. The CUSIP | 070329W37 |
g. Maturity date | 2053-02-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,530,000.00 |
j. Value of collateral, to the nearest cent | $9,832,895.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MICHIGAN STATE FINANCE AUTHORITY SLRF |
e. LEI | N/A |
f. The CUSIP | 59447TXX6 |
g. Maturity date | 2040-12-01 |
h. Coupon | 3.384000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,485,000.00 |
j. Value of collateral, to the nearest cent | $8,564,420.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | OKLAHOMA TURNPIKE AUTHORITY |
e. LEI | 549300J83EP2PBDYH615 |
f. The CUSIP | 679111E91 |
g. Maturity date | 2054-01-01 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $13,000,000.00 |
j. Value of collateral, to the nearest cent | $14,071,878.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MET GOVT NASHVILLE & DAVIDSON CNTY TENN HEALTH & EDL FACS BRD |
e. LEI | N/A |
f. The CUSIP | 592041YB7 |
g. Maturity date | 2047-07-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,500,000.00 |
j. Value of collateral, to the nearest cent | $1,312,178.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | LOS ANGELES DEPARTMENT OF AIRPORTS LOS ANGELES INTERNATIONAL AIR |
e. LEI | N/A |
f. The CUSIP | 544445BZ1 |
g. Maturity date | 2035-05-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,725,000.00 |
j. Value of collateral, to the nearest cent | $1,736,321.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | LOS ANGELES CALIF DEPARTMENT OF WATER & POWER |
e. LEI | 549300S8NXV6YU61GG95 |
f. The CUSIP | 544495WA8 |
g. Maturity date | 2050-07-01 |
h. Coupon | 6.603000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $595,000.00 |
j. Value of collateral, to the nearest cent | $627,260.35 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | LOS ANGELES CALIF DEPARTMENT OF WATER & POWER |
e. LEI | 549300S8NXV6YU61GG95 |
f. The CUSIP | 544525Y85 |
g. Maturity date | 2031-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,205,000.00 |
j. Value of collateral, to the nearest cent | $2,435,035.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | LOUISIANA PUB FACS AUTH |
e. LEI | 549300RQIPT5S4P4M065 |
f. The CUSIP | 546399TA4 |
g. Maturity date | 2066-09-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $350,000.00 |
j. Value of collateral, to the nearest cent | $336,178.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.45%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $307,000,000.00 |
b. Excluding the value of any sponsor support: | $307,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.39%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA |
| Item C.2. The title of the issue | TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.460000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | 1VUV7VQFKUOQSJ21A208 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001335241 |
c. The RSSD ID; or | |
d. Other unique identifier | BRY3VV1K9 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K-159 |
e. LEI | N/A |
f. The CUSIP | 3137HAMB9 |
g. Maturity date | 2033-07-25 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,229,696.00 |
j. Value of collateral, to the nearest cent | $4,194,910.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FEDERAL NATIONAL MORTGAGE ASSOCIATION |
e. LEI | B1V7KEBTPIMZEU4LTD58 |
f. The CUSIP | 3140XP6N4 |
g. Maturity date | 2054-06-01 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $179,859.00 |
j. Value of collateral, to the nearest cent | $164,389.97 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NELNET STUDENT LOAN TRUST NSLT_21-A |
e. LEI | N/A |
f. The CUSIP | 64035DAJ5 |
g. Maturity date | 2062-04-20 |
h. Coupon | 2.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $682,633.00 |
j. Value of collateral, to the nearest cent | $594,822.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PUBLIC SERVICE NEW HAMPSHIRE FUNDING LLC PSNH_18-1 |
e. LEI | N/A |
f. The CUSIP | 69363PAC4 |
g. Maturity date | 2035-02-01 |
h. Coupon | 3.814000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $166,000.00 |
j. Value of collateral, to the nearest cent | $162,977.54 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BSPRT_23-FL10-B |
e. LEI | N/A |
f. The CUSIP | 05610VAE2 |
g. Maturity date | 2035-09-15 |
h. Coupon | 7.593710 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,474,000.00 |
j. Value of collateral, to the nearest cent | $3,495,622.34 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KAMOT_24-1A |
e. LEI | N/A |
f. The CUSIP | 49462DAD1 |
g. Maturity date | 2027-11-15 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $767,000.00 |
j. Value of collateral, to the nearest cent | $771,418.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WFLF_23-1 |
e. LEI | N/A |
f. The CUSIP | 96328GAV9 |
g. Maturity date | 2038-04-19 |
h. Coupon | 6.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,109,000.00 |
j. Value of collateral, to the nearest cent | $2,077,175.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TPMT_17-6 |
e. LEI | N/A |
f. The CUSIP | 89175JAE0 |
g. Maturity date | 2057-10-25 |
h. Coupon | 3.328280 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,356,479.00 |
j. Value of collateral, to the nearest cent | $3,591,586.34 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HOTWIRE FUNDING LLC HWIRE_21-1 |
e. LEI | N/A |
f. The CUSIP | 44148JAA7 |
g. Maturity date | 2051-11-20 |
h. Coupon | 2.311000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,781,843.00 |
j. Value of collateral, to the nearest cent | $1,706,895.02 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LBMLT_03-2 |
e. LEI | N/A |
f. The CUSIP | 542514DU5 |
g. Maturity date | 2033-06-25 |
h. Coupon | 5.669200 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,956,003.00 |
j. Value of collateral, to the nearest cent | $122,457.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | STORE MASTER FUNDING LLC STR_18-1A |
e. LEI | N/A |
f. The CUSIP | 86212VAE4 |
g. Maturity date | 2048-10-20 |
h. Coupon | 4.290000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $201,158.00 |
j. Value of collateral, to the nearest cent | $180,388.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | POLAND (REPUBLIC OF) |
e. LEI | 259400R9L8QEP0TPXS31 |
f. The CUSIP | 857524AD4 |
g. Maturity date | 2027-11-16 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $1,032.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | POLAND (REPUBLIC OF) |
e. LEI | 259400R9L8QEP0TPXS31 |
f. The CUSIP | 857524AE2 |
g. Maturity date | 2032-11-16 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $70,000.00 |
j. Value of collateral, to the nearest cent | $73,027.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SHELL FINANCE US INC |
e. LEI | N/A |
f. The CUSIP | 822905AB1 |
g. Maturity date | 2030-04-06 |
h. Coupon | 2.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,109,000.00 |
j. Value of collateral, to the nearest cent | $2,897,106.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EQUINOR ASA |
e. LEI | OW6OFBNCKXC4US5C7523 |
f. The CUSIP | 29446MAB8 |
g. Maturity date | 2028-09-10 |
h. Coupon | 3.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,950,000.00 |
j. Value of collateral, to the nearest cent | $3,906,966.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHARLES SCHWAB CORP |
e. LEI | 549300VSGCJ7E698NM85 |
f. The CUSIP | 808513CE3 |
g. Maturity date | 2034-05-19 |
h. Coupon | 5.853000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,198,000.00 |
j. Value of collateral, to the nearest cent | $2,291,345.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOCIETE GENERALE SA |
e. LEI | O2RNE8IBXP4R0TD8PU41 |
f. The CUSIP | BRWMBVU52 |
g. Maturity date | 2079-12-31 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,217,000.00 |
j. Value of collateral, to the nearest cent | $9,034,482.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UBS GROUP AG |
e. LEI | 549300SZJ9VS8SGXAN81 |
f. The CUSIP | BRWML3544 |
g. Maturity date | 2079-12-31 |
h. Coupon | 3.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,452,000.00 |
j. Value of collateral, to the nearest cent | $2,420,098.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LG CHEM LTD |
e. LEI | 988400IES4EIG7O06940 |
f. The CUSIP | BRWNZN642 |
g. Maturity date | 2026-07-07 |
h. Coupon | 1.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $193,486.36 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NESTLE HLDGS INC. |
e. LEI | 549300EAEU8YV8MQXP30 |
f. The CUSIP | BRWSMDLK4 |
g. Maturity date | 2031-09-14 |
h. Coupon | 1.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $665,000.00 |
j. Value of collateral, to the nearest cent | $573,614.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | STANDARD CHARTERED PLC |
e. LEI | U4LOSYZ7YG4W3S5F2G91 |
f. The CUSIP | 853254CD0 |
g. Maturity date | 2079-12-31 |
h. Coupon | 4.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000,000.00 |
j. Value of collateral, to the nearest cent | $2,726,291.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BARCLAYS PLC |
e. LEI | 213800LBQA1Y9L22JB70 |
f. The CUSIP | 06738EBN4 |
g. Maturity date | 2079-12-31 |
h. Coupon | 6.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $307,000.00 |
j. Value of collateral, to the nearest cent | $310,309.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOCIETE GENERALE SA |
e. LEI | O2RNE8IBXP4R0TD8PU41 |
f. The CUSIP | 83368RBW1 |
g. Maturity date | 2030-01-19 |
h. Coupon | 5.634000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $513,000.00 |
j. Value of collateral, to the nearest cent | $531,571.37 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | METLIFE REINSURANCE COMPANY OF CHARLESTON |
e. LEI | 549300MQHRFENLJQKS70 |
f. The CUSIP | 59157EAA4 |
g. Maturity date | 2042-12-31 |
h. Coupon | 5.138270 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $12,300,000.00 |
j. Value of collateral, to the nearest cent | $3,501,676.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UBS GROUP AG |
e. LEI | 549300SZJ9VS8SGXAN81 |
f. The CUSIP | BRWX6RJS6 |
g. Maturity date | 2079-12-31 |
h. Coupon | 4.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,341,000.00 |
j. Value of collateral, to the nearest cent | $2,288,620.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FWD GROUP HOLDINGS LTD |
e. LEI | 254900HEGGDS8WU5QZ97 |
f. The CUSIP | BRYXBGLD2 |
g. Maturity date | 2029-04-05 |
h. Coupon | 8.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $210,116.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FIEMEX ENERGIA - BANCO ACTINVER SA INSTITUCION DE BANCA MULTIPLE |
e. LEI | N/A |
f. The CUSIP | BYD8BU369 |
g. Maturity date | 2041-01-31 |
h. Coupon | 7.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,215,000.00 |
j. Value of collateral, to the nearest cent | $1,216,671.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ONCOR ELECTRIC DELIVERY COMPANY LLC |
e. LEI | 549300SP2X2BS1KERD24 |
f. The CUSIP | 68233JBK9 |
g. Maturity date | 2029-03-15 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000.00 |
j. Value of collateral, to the nearest cent | $5,263.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HANOVER INSURANCE GROUP INC |
e. LEI | JJYR6MFKFF6CF8DBZ078 |
f. The CUSIP | 410867AF2 |
g. Maturity date | 2026-04-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $13,959,000.00 |
j. Value of collateral, to the nearest cent | $13,995,084.02 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ABN AMRO BANK NV |
e. LEI | BFXS5XCH7N0Y05NIXW11 |
f. The CUSIP | 00084DAL4 |
g. Maturity date | 2026-04-18 |
h. Coupon | 4.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,600,000.00 |
j. Value of collateral, to the nearest cent | $2,607,930.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AEP TEXAS INC |
e. LEI | 5493001L78U618KXNZ75 |
f. The CUSIP | 00108WAN0 |
g. Maturity date | 2051-05-15 |
h. Coupon | 3.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $947,000.00 |
j. Value of collateral, to the nearest cent | $615,064.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHILE (REPUBLIC OF) |
e. LEI | 549300FLZTJM5YJF8D34 |
f. The CUSIP | 168863CF3 |
g. Maturity date | 2028-02-06 |
h. Coupon | 3.240000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,474,000.00 |
j. Value of collateral, to the nearest cent | $3,387,879.54 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MORGAN STANLEY BANK NA |
e. LEI | G1MLHIS0N32I3QPILB75 |
f. The CUSIP | 61690U8C7 |
g. Maturity date | 2028-05-26 |
h. Coupon | 4.330000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,032,000.00 |
j. Value of collateral, to the nearest cent | $9,042,677.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | REYNOLDS AMERICAN INC |
e. LEI | 02S2RPPVO9RP4NEU2740 |
f. The CUSIP | 761713BG0 |
g. Maturity date | 2025-06-12 |
h. Coupon | 4.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $81,000.00 |
j. Value of collateral, to the nearest cent | $82,662.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EXPORT-IMPORT BANK OF KOREA |
e. LEI | 549300APVP4R32PI3Y06 |
f. The CUSIP | 302154ED7 |
g. Maturity date | 2027-09-11 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $485,000.00 |
j. Value of collateral, to the nearest cent | $484,426.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EXPORT-IMPORT BANK OF INDIA |
e. LEI | 335800OFZ8YEIVN1QI11 |
f. The CUSIP | 30216KAF9 |
g. Maturity date | 2031-01-13 |
h. Coupon | 2.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,901,000.00 |
j. Value of collateral, to the nearest cent | $1,662,486.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TOPAZ SOLAR FARMS LLC |
e. LEI | N/A |
f. The CUSIP | 89054XAC9 |
g. Maturity date | 2039-09-30 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,776,000.00 |
j. Value of collateral, to the nearest cent | $3,632,826.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NATWEST GROUP PLC |
e. LEI | 2138005O9XJIJN4JPN90 |
f. The CUSIP | 780097BA8 |
g. Maturity date | 2026-04-05 |
h. Coupon | 4.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $589,000.00 |
j. Value of collateral, to the nearest cent | $594,456.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NATWEST GROUP PLC |
e. LEI | 2138005O9XJIJN4JPN90 |
f. The CUSIP | 780097BQ3 |
g. Maturity date | 2079-12-31 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,102,000.00 |
j. Value of collateral, to the nearest cent | $3,123,620.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DIAMONDBACK ENERGY INC |
e. LEI | 549300R22LSX6OHWEN64 |
f. The CUSIP | 25278XAT6 |
g. Maturity date | 2052-03-15 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,881,000.00 |
j. Value of collateral, to the nearest cent | $1,389,953.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FORD MOTOR COMPANY |
e. LEI | 20S05OYHG0MQM4VUIC57 |
f. The CUSIP | 345370BS8 |
g. Maturity date | 2097-05-15 |
h. Coupon | 7.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,440,000.00 |
j. Value of collateral, to the nearest cent | $1,430,810.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COLOMBIA (REPUBLIC OF) |
e. LEI | 549300MHDRBVRF6B9117 |
f. The CUSIP | 195325ER2 |
g. Maturity date | 2030-04-25 |
h. Coupon | 7.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,989,000.00 |
j. Value of collateral, to the nearest cent | $4,134,559.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EMPRESAS PUBLICAS DE MEDELLIN ES |
e. LEI | 549300SU25TO8EMXB434 |
f. The CUSIP | BRTV4U4U0 |
g. Maturity date | 2029-07-18 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $317,000.00 |
j. Value of collateral, to the nearest cent | $294,880.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CK HUTCHISON INTERNATIONAL 20 LTD |
e. LEI | 254900SSPRZHBMNJF043 |
f. The CUSIP | BRW4PZTE1 |
g. Maturity date | 2030-05-08 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $970,000.00 |
j. Value of collateral, to the nearest cent | $875,519.84 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INDONESIA ASAHAN ALUMINIUM (PERSERO) PT |
e. LEI | 2549008P48EB9SN2OI80 |
f. The CUSIP | BRW4V7WC6 |
g. Maturity date | 2030-05-15 |
h. Coupon | 5.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,961,000.00 |
j. Value of collateral, to the nearest cent | $4,991,861.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHINA PEOPLES REPUBLIC OF (GOVERNMENT) |
e. LEI | 300300CHN201808MOF68 |
f. The CUSIP | BRW9HQMT3 |
g. Maturity date | 2025-10-21 |
h. Coupon | 0.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,653,000.00 |
j. Value of collateral, to the nearest cent | $2,615,661.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KOREA (REPUBLIC OF) |
e. LEI | 549300O0QCVSQGPGDT58 |
f. The CUSIP | 50064FAU8 |
g. Maturity date | 2031-10-15 |
h. Coupon | 1.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $840,000.00 |
j. Value of collateral, to the nearest cent | $718,021.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KOREA GAS CORP |
e. LEI | 988400TFZILHBD5M3R71 |
f. The CUSIP | 50066CAL3 |
g. Maturity date | 2026-07-18 |
h. Coupon | 2.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,027,000.00 |
j. Value of collateral, to the nearest cent | $4,941,591.27 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KIMCO REALTY OP LLC |
e. LEI | 549300EA7I6T15IBYS12 |
f. The CUSIP | 49446RAZ2 |
g. Maturity date | 2032-04-01 |
h. Coupon | 3.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,040,000.00 |
j. Value of collateral, to the nearest cent | $4,515,560.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | YINSON BORONIA PRODUCTION BV |
e. LEI | 5493007X12FTT746N678 |
f. The CUSIP | 98584XAA3 |
g. Maturity date | 2042-07-31 |
h. Coupon | 8.947000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $950,000.00 |
j. Value of collateral, to the nearest cent | $1,007,047.97 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMMONWEALTH BANK OF AUSTRALIA |
e. LEI | MSFSBD3QN1GSN7Q6C537 |
f. The CUSIP | 2027A1KL0 |
g. Maturity date | 2027-03-14 |
h. Coupon | 4.330000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $2,037.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHILE (REPUBLIC OF) |
e. LEI | 549300FLZTJM5YJF8D34 |
f. The CUSIP | 168863DX3 |
g. Maturity date | 2027-01-31 |
h. Coupon | 2.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,036,000.00 |
j. Value of collateral, to the nearest cent | $1,990,122.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHILE (REPUBLIC OF) |
e. LEI | 549300FLZTJM5YJF8D34 |
f. The CUSIP | 168863EE4 |
g. Maturity date | 2037-01-13 |
h. Coupon | 5.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,594,000.00 |
j. Value of collateral, to the nearest cent | $8,894,801.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP INC |
e. LEI | 6SHGI4ZSSLCXXQSBB395 |
f. The CUSIP | 172967KM2 |
g. Maturity date | 2079-12-31 |
h. Coupon | 6.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,361,000.00 |
j. Value of collateral, to the nearest cent | $5,518,716.15 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UBS GROUP AG |
e. LEI | 549300SZJ9VS8SGXAN81 |
f. The CUSIP | 225401AY4 |
g. Maturity date | 2026-07-15 |
h. Coupon | 6.373000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,755,000.00 |
j. Value of collateral, to the nearest cent | $1,799,294.01 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VERIZON COMMUNICATIONS INC |
e. LEI | 2S72QS2UO2OESLG6Y829 |
f. The CUSIP | 92343VBT0 |
g. Maturity date | 2043-09-15 |
h. Coupon | 6.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $60,000.00 |
j. Value of collateral, to the nearest cent | $65,454.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANCO BILBAO VIZCAYA ARGENTARIA SA |
e. LEI | K8MS7FD7N5Z2WQ51AZ71 |
f. The CUSIP | 05946KAM3 |
g. Maturity date | 2079-12-31 |
h. Coupon | 9.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $223,041.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NOMURA HOLDINGS INC |
e. LEI | 549300B3CEAHYG7K8164 |
f. The CUSIP | 65535HBR9 |
g. Maturity date | 2027-07-02 |
h. Coupon | 5.594000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,276,000.00 |
j. Value of collateral, to the nearest cent | $2,364,667.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NIAGARA MOHAWK PWR CORP |
e. LEI | 3T97Y9RR5EN5Y18QHB56 |
f. The CUSIP | 65364UAU0 |
g. Maturity date | 2054-01-17 |
h. Coupon | 5.664000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $199,000.00 |
j. Value of collateral, to the nearest cent | $189,413.24 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO |
e. LEI | 8I5DZWZKVSZI1NUHU748 |
f. The CUSIP | 46647PCR5 |
g. Maturity date | 2032-11-08 |
h. Coupon | 2.545000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,980,000.00 |
j. Value of collateral, to the nearest cent | $1,716,215.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO |
e. LEI | 8I5DZWZKVSZI1NUHU748 |
f. The CUSIP | 46647PEQ5 |
g. Maturity date | 2030-10-22 |
h. Coupon | 4.603000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,060,000.00 |
j. Value of collateral, to the nearest cent | $1,057,550.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ISRAEL (STATE OF) |
e. LEI | 213800T8ZHTFZIBYPE21 |
f. The CUSIP | 46514Y8B6 |
g. Maturity date | 2035-02-19 |
h. Coupon | 5.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $356,000.00 |
j. Value of collateral, to the nearest cent | $356,950.97 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INDONESIA (REPUBLIC OF) |
e. LEI | 529900FWX0GRR7WG5W79 |
f. The CUSIP | 455780DX1 |
g. Maturity date | 2034-09-10 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,244,000.00 |
j. Value of collateral, to the nearest cent | $1,215,108.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ING GROEP NV |
e. LEI | 549300NYKK9MWM7GGW15 |
f. The CUSIP | 456837AY9 |
g. Maturity date | 2079-12-31 |
h. Coupon | 3.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,489,000.00 |
j. Value of collateral, to the nearest cent | $3,208,578.41 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTERCONTINENTAL EXCHANGE INC |
e. LEI | 5493000F4ZO33MV32P92 |
f. The CUSIP | 45866FAK0 |
g. Maturity date | 2030-06-15 |
h. Coupon | 2.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $957,000.00 |
j. Value of collateral, to the nearest cent | $856,615.49 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PERU (REPUBLIC OF) |
e. LEI | 254900STKLK2DBJJZ530 |
f. The CUSIP | 715638DF6 |
g. Maturity date | 2031-01-23 |
h. Coupon | 2.783000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $56,000.00 |
j. Value of collateral, to the nearest cent | $49,902.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PERU (REPUBLIC OF) |
e. LEI | 254900STKLK2DBJJZ530 |
f. The CUSIP | 715638DU3 |
g. Maturity date | 2034-01-15 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,516,000.00 |
j. Value of collateral, to the nearest cent | $3,818,729.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ELEVANCE HEALTH INC |
e. LEI | 8MYN82XMYQH89CTMTH67 |
f. The CUSIP | 036752AG8 |
g. Maturity date | 2028-03-01 |
h. Coupon | 4.101000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $379,000.00 |
j. Value of collateral, to the nearest cent | $379,196.54 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PUBLIC SERVICE COMPANY OF COLORADO |
e. LEI | 5BANEF6PGSEK0SNMQF44 |
f. The CUSIP | 744448CG4 |
g. Maturity date | 2042-09-15 |
h. Coupon | 3.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,777,000.00 |
j. Value of collateral, to the nearest cent | $2,112,630.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VERIZON COMMUNICATIONS INC |
e. LEI | 2S72QS2UO2OESLG6Y829 |
f. The CUSIP | 92343VEU4 |
g. Maturity date | 2029-12-03 |
h. Coupon | 4.016000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,162,000.00 |
j. Value of collateral, to the nearest cent | $1,158,252.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VERMILION ENERGY INC |
e. LEI | WT03B8BB1IX8WI9ZGV02 |
f. The CUSIP | 923725AE5 |
g. Maturity date | 2033-02-15 |
h. Coupon | 7.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $183,000.00 |
j. Value of collateral, to the nearest cent | $164,306.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENTERPRISE PRODUCTS OPERATING LLC |
e. LEI | 5493004LGN656HWLDA30 |
f. The CUSIP | 29379VBA0 |
g. Maturity date | 2044-03-15 |
h. Coupon | 4.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $3,547.90 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UBS GROUP AG |
e. LEI | 549300SZJ9VS8SGXAN81 |
f. The CUSIP | 902613AG3 |
g. Maturity date | 2079-12-31 |
h. Coupon | 3.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,131,000.00 |
j. Value of collateral, to the nearest cent | $1,116,285.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) |
e. LEI | 254900EGTWEU67VP6075 |
f. The CUSIP | 91087BBC3 |
g. Maturity date | 2037-05-13 |
h. Coupon | 6.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,402,000.00 |
j. Value of collateral, to the nearest cent | $3,450,636.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GENERAL MOTORS FINANCIAL COMPANY INC |
e. LEI | 5493008B6JBRUJ90QL97 |
f. The CUSIP | 37046TW83 |
g. Maturity date | 2025-06-02 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $16.00 |
j. Value of collateral, to the nearest cent | $15.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN CRYSTAL SUGAR CO |
e. LEI | 549300HNGEIJRNKJGB32 |
f. The CUSIP | 02530JU84 |
g. Maturity date | 2025-06-02 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $16.00 |
j. Value of collateral, to the nearest cent | $15.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CBRE SERVICES INC |
e. LEI | 549300CTE3HOMEUMM603 |
f. The CUSIP | 12610BTC6 |
g. Maturity date | 2025-06-12 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $268,142.00 |
j. Value of collateral, to the nearest cent | $267,645.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BENCHMARK MORTGAGE TRUST BMARK_20-IG1 |
e. LEI | N/A |
f. The CUSIP | 08162LAF7 |
g. Maturity date | 2043-09-15 |
h. Coupon | 2.908600 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $36,190.00 |
j. Value of collateral, to the nearest cent | $29,372.85 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BCMK_19-B14 |
e. LEI | N/A |
f. The CUSIP | 08162YAF9 |
g. Maturity date | 2062-12-15 |
h. Coupon | 3.351500 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,500,000.00 |
j. Value of collateral, to the nearest cent | $3,115,975.87 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BSST_21-1818 |
e. LEI | N/A |
f. The CUSIP | 07403PAA0 |
g. Maturity date | 2036-03-17 |
h. Coupon | 5.493190 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $862,000.00 |
j. Value of collateral, to the nearest cent | $776,590.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MF_22-B1 |
e. LEI | N/A |
f. The CUSIP | 55285HAA0 |
g. Maturity date | 2037-11-20 |
h. Coupon | 6.348710 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $19,097,000.00 |
j. Value of collateral, to the nearest cent | $19,103,108.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DBWF MORTGAGE TRUST DBWF_16-85T |
e. LEI | N/A |
f. The CUSIP | 23307CAA3 |
g. Maturity date | 2036-12-10 |
h. Coupon | 3.791000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $906,536.00 |
j. Value of collateral, to the nearest cent | $880,442.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OBXT_20-EXP1 |
e. LEI | N/A |
f. The CUSIP | 67448TAP0 |
g. Maturity date | 2060-02-25 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,854,948.00 |
j. Value of collateral, to the nearest cent | $387,838.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | STARWOOD COMMERCIAL MORTGAGE TRUST STWD_22-FL3 |
e. LEI | N/A |
f. The CUSIP | 78485KAA3 |
g. Maturity date | 2038-11-18 |
h. Coupon | 5.682280 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,226,000.00 |
j. Value of collateral, to the nearest cent | $1,014,251.41 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SWCHCM_25-DATA |
e. LEI | N/A |
f. The CUSIP | 78489CAA7 |
g. Maturity date | 2042-02-15 |
h. Coupon | 5.750230 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,413,000.00 |
j. Value of collateral, to the nearest cent | $1,404,034.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KKR INDUSTRIAL PORTFOLIO TRUST KIND_24-1 |
e. LEI | N/A |
f. The CUSIP | 494925AA8 |
g. Maturity date | 2041-08-15 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,104,000.00 |
j. Value of collateral, to the nearest cent | $2,112,081.99 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TPMT_19-1 |
e. LEI | N/A |
f. The CUSIP | 89177BAD7 |
g. Maturity date | 2058-03-25 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $139,834.00 |
j. Value of collateral, to the nearest cent | $112,573.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KREF LTD KREF_22-FL3 |
e. LEI | N/A |
f. The CUSIP | 48275EAA4 |
g. Maturity date | 2039-02-17 |
h. Coupon | 5.774380 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $182,500.00 |
j. Value of collateral, to the nearest cent | $139,861.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ATRIUM HOTEL PORTFOLIO TRUST AHPT_2017-ATRM |
e. LEI | N/A |
f. The CUSIP | 04965JAC7 |
g. Maturity date | 2036-11-15 |
h. Coupon | 6.125710 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,391,014.00 |
j. Value of collateral, to the nearest cent | $1,352,834.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMBB_14-C19 |
e. LEI | N/A |
f. The CUSIP | 46641WAL1 |
g. Maturity date | 2047-04-11 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,130,000.00 |
j. Value of collateral, to the nearest cent | $3,054,538.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMMT_24-4 |
e. LEI | N/A |
f. The CUSIP | 46657WAK4 |
g. Maturity date | 2054-10-26 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $573,962.00 |
j. Value of collateral, to the nearest cent | $274,361.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VERUS SECURITIZATION TRUST VERUS_22-8 |
e. LEI | N/A |
f. The CUSIP | 924922AA5 |
g. Maturity date | 2067-09-25 |
h. Coupon | 6.127000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,218,963.00 |
j. Value of collateral, to the nearest cent | $1,725,082.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CIM TRUST CIM_23-R4 |
e. LEI | N/A |
f. The CUSIP | 12569UAA9 |
g. Maturity date | 2062-05-25 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $151,348.00 |
j. Value of collateral, to the nearest cent | $114,473.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMM MORTGAGE TRUST COMM_16-DC2 |
e. LEI | N/A |
f. The CUSIP | 12594CBD1 |
g. Maturity date | 2049-02-10 |
h. Coupon | 3.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $341,354.00 |
j. Value of collateral, to the nearest cent | $13,999.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810SG4 |
g. Maturity date | 2049-02-15 |
h. Coupon | 1.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $154,000.00 |
j. Value of collateral, to the nearest cent | $139,261.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-06 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 7 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | A+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | A1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A+ |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.46%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $181,000,000.00 |
b. Excluding the value of any sponsor support: | $181,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.23%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | JP MORGAN SECURITIES LLC |
| Item C.2. The title of the issue | TRI-PARTY J.P. MORGAN SECURITIES LLC 4.810000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | ZBUT11V806EZRVTWT807 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0000782124 |
c. The RSSD ID; or | |
d. Other unique identifier | BRYEX8QY7 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | NELNET STUDENT LOAN TRUST NSLT_0 |
e. LEI | 549300ICCIKZ4HWN5R47 |
f. The CUSIP | 640315AJ6 |
g. Maturity date | 2037-01-26 |
h. Coupon | 5.204940 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $215,600,000.00 |
j. Value of collateral, to the nearest cent | $81,798,966.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PART_24-1 |
e. LEI | N/A |
f. The CUSIP | 74113QAJ0 |
g. Maturity date | 2030-02-15 |
h. Coupon | 6.210000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,543,000.00 |
j. Value of collateral, to the nearest cent | $1,573,740.42 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PART_25-1 |
e. LEI | N/A |
f. The CUSIP | 74113UAG7 |
g. Maturity date | 2030-02-15 |
h. Coupon | 5.520000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,057,000.00 |
j. Value of collateral, to the nearest cent | $2,062,014.97 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AOMT_22-3 |
e. LEI | N/A |
f. The CUSIP | 03464TAA7 |
g. Maturity date | 2067-01-10 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $470,000.00 |
j. Value of collateral, to the nearest cent | $341,630.85 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ATCLO_22A |
e. LEI | N/A |
f. The CUSIP | 04940BAA8 |
g. Maturity date | 2036-01-20 |
h. Coupon | 6.249470 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,905,000.00 |
j. Value of collateral, to the nearest cent | $1,880,286.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TRALEE CDO LTD TRAL_13-1A |
e. LEI | N/A |
f. The CUSIP | 89289UAW8 |
g. Maturity date | 2029-07-20 |
h. Coupon | 8.711080 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,500,000.00 |
j. Value of collateral, to the nearest cent | $6,568,165.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FIRST HELP FINANCIAL LLC FHF_24-3 |
e. LEI | N/A |
f. The CUSIP | 30339EAB4 |
g. Maturity date | 2030-11-15 |
h. Coupon | 4.940000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,000,000.00 |
j. Value of collateral, to the nearest cent | $6,478,542.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TKO_23-1A |
e. LEI | N/A |
f. The CUSIP | 88675CAL6 |
g. Maturity date | 2034-07-15 |
h. Coupon | 12.666100 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,725,000.00 |
j. Value of collateral, to the nearest cent | $5,792,587.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EXETER AUTOMOBILE RECEIVABLES TRUST EART_25-2A |
e. LEI | N/A |
f. The CUSIP | 30168JAE3 |
g. Maturity date | 2031-07-15 |
h. Coupon | 5.160000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,935,000.00 |
j. Value of collateral, to the nearest cent | $5,973,494.41 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CWHEL_05-B |
e. LEI | N/A |
f. The CUSIP | 126685AB2 |
g. Maturity date | 2035-05-15 |
h. Coupon | 4.623190 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $394,287,000.00 |
j. Value of collateral, to the nearest cent | $347,131.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SLMA_04-1 |
e. LEI | N/A |
f. The CUSIP | 78442GKW5 |
g. Maturity date | 2039-07-25 |
h. Coupon | 5.374940 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000,000.00 |
j. Value of collateral, to the nearest cent | $974,446.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SLMA_06-7 |
e. LEI | N/A |
f. The CUSIP | 78443GAF2 |
g. Maturity date | 2042-01-27 |
h. Coupon | 4.784940 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,355,000.00 |
j. Value of collateral, to the nearest cent | $2,579,439.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SLM STUDENT LOAN TRUST SLMA_09-3 |
e. LEI | N/A |
f. The CUSIP | 78445RAA7 |
g. Maturity date | 2045-01-25 |
h. Coupon | 5.186450 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $211,541,000.00 |
j. Value of collateral, to the nearest cent | $37,238,473.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SMB PRIVATE EDUCATION LOAN TRUST SMB_17-B |
e. LEI | N/A |
f. The CUSIP | 83189DAC4 |
g. Maturity date | 2035-10-15 |
h. Coupon | 5.193190 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $380,000.00 |
j. Value of collateral, to the nearest cent | $29,520.99 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOFI PROFESSIONAL LOAN PROGRAM SOFI_21-A |
e. LEI | N/A |
f. The CUSIP | 83405YAA0 |
g. Maturity date | 2043-08-17 |
h. Coupon | 1.030000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,330,000.00 |
j. Value of collateral, to the nearest cent | $811,722.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HILTON DOMESTIC OPERATING COMPANY INC |
e. LEI | 5493003EG7H0N1E4XV50 |
f. The CUSIP | 432833AQ4 |
g. Maturity date | 2032-04-01 |
h. Coupon | 6.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,032,000.00 |
j. Value of collateral, to the nearest cent | $1,057,911.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PERMIAN RESOURCES OPERATING LLC |
e. LEI | 5493004CTVUMQLRPOE23 |
f. The CUSIP | 15138AAA8 |
g. Maturity date | 2026-01-15 |
h. Coupon | 5.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,810,000.00 |
j. Value of collateral, to the nearest cent | $2,857,956.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRASKEM AMERICA FINANCE CO |
e. LEI | 254900QMQAJ26H49CL75 |
f. The CUSIP | BRSCHUCQ9 |
g. Maturity date | 2041-07-22 |
h. Coupon | 7.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,794,000.00 |
j. Value of collateral, to the nearest cent | $3,856,980.74 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BIOCEANICO SOVEREIGN CTF LTD |
e. LEI | N/A |
f. The CUSIP | BRTTBEUA8 |
g. Maturity date | 2034-06-05 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $150,000.00 |
j. Value of collateral, to the nearest cent | $91,748.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GLP CAPITAL LP |
e. LEI | 2549005PXW31DRW8EC44 |
f. The CUSIP | 361841AH2 |
g. Maturity date | 2026-04-15 |
h. Coupon | 5.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,150,000.00 |
j. Value of collateral, to the nearest cent | $2,159,994.81 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ITAU UNIBANCO HOLDING SA (CAYMAN ISLANDS BRANCH) |
e. LEI | N/A |
f. The CUSIP | 46556M2A9 |
g. Maturity date | 2031-04-15 |
h. Coupon | 3.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $500,000.00 |
j. Value of collateral, to the nearest cent | $497,171.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NISSAN MTR CO LTD |
e. LEI | 353800DRBDH1LUTNAY26 |
f. The CUSIP | 654744AB7 |
g. Maturity date | 2025-09-17 |
h. Coupon | 3.522000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,760,000.00 |
j. Value of collateral, to the nearest cent | $1,755,040.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | IRON MOUNTAIN INC |
e. LEI | SQL3F6CKNNBM3SQGHX24 |
f. The CUSIP | 46284VAC5 |
g. Maturity date | 2027-09-15 |
h. Coupon | 4.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,812,000.00 |
j. Value of collateral, to the nearest cent | $1,809,891.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PETROBRAS GLOBAL FINANCE BV |
e. LEI | 549300FNENFFSMO3GT38 |
f. The CUSIP | 71647NBJ7 |
g. Maturity date | 2051-06-10 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $448,000.00 |
j. Value of collateral, to the nearest cent | $351,179.24 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NYC_25-3BP |
e. LEI | N/A |
f. The CUSIP | 67120UAC1 |
g. Maturity date | 2042-02-15 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,790,000.00 |
j. Value of collateral, to the nearest cent | $3,768,714.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CSMC_21-RPL2 |
e. LEI | N/A |
f. The CUSIP | 12656TAA6 |
g. Maturity date | 2060-01-25 |
h. Coupon | 2.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,700,000.00 |
j. Value of collateral, to the nearest cent | $757,828.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MILL CITY MORTGAGE TRUST MCMLT_18-4 |
e. LEI | N/A |
f. The CUSIP | 59980YAH8 |
g. Maturity date | 2066-04-25 |
h. Coupon | 3.485060 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,558,000.00 |
j. Value of collateral, to the nearest cent | $1,435,215.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MCMLT_19-1 |
e. LEI | N/A |
f. The CUSIP | 59981AAL0 |
g. Maturity date | 2069-10-25 |
h. Coupon | 0.901510 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,021,000.00 |
j. Value of collateral, to the nearest cent | $806,846.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WOODWARD CAPITAL MANAGEMENT RCKT_25-CES2 |
e. LEI | N/A |
f. The CUSIP | 74942BAA9 |
g. Maturity date | 2055-02-25 |
h. Coupon | 5.503000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,000,000.00 |
j. Value of collateral, to the nearest cent | $9,720,903.02 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TPMT_25-CRM1 |
e. LEI | N/A |
f. The CUSIP | 891946AD7 |
g. Maturity date | 2065-01-25 |
h. Coupon | 6.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $13,120,200.00 |
j. Value of collateral, to the nearest cent | $13,345,296.71 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COLT_22-5 |
e. LEI | N/A |
f. The CUSIP | 19688LAD4 |
g. Maturity date | 2067-04-25 |
h. Coupon | 4.673460 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,900,000.00 |
j. Value of collateral, to the nearest cent | $4,568,592.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMMT_25-HE1 |
e. LEI | N/A |
f. The CUSIP | 46593PAD2 |
g. Maturity date | 2025-06-02 |
h. Coupon | 6.494360 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,055,000.00 |
j. Value of collateral, to the nearest cent | $1,029,359.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMMT_23-HE1 |
e. LEI | N/A |
f. The CUSIP | 46656UAC7 |
g. Maturity date | 2053-10-27 |
h. Coupon | 7.324380 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,115,000.00 |
j. Value of collateral, to the nearest cent | $6,693,870.01 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMMT_25-1 |
e. LEI | N/A |
f. The CUSIP | 46658UBJ9 |
g. Maturity date | 2055-06-25 |
h. Coupon | 0.291490 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $435,523,004.00 |
j. Value of collateral, to the nearest cent | $2,642,035.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PROG_24-SFR2 |
e. LEI | N/A |
f. The CUSIP | 74290XAG6 |
g. Maturity date | 2041-04-17 |
h. Coupon | 3.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,200,000.00 |
j. Value of collateral, to the nearest cent | $2,022,202.36 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VERUS_24-6 |
e. LEI | N/A |
f. The CUSIP | 92540JAC6 |
g. Maturity date | 2069-07-25 |
h. Coupon | 6.154000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $320,000.00 |
j. Value of collateral, to the nearest cent | $269,398.36 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MELLO_22-INV1 |
e. LEI | N/A |
f. The CUSIP | 585490CB9 |
g. Maturity date | 2052-03-25 |
h. Coupon | 3.315870 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $389,000.00 |
j. Value of collateral, to the nearest cent | $294,309.71 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GSMBS_23-PJ1 |
e. LEI | N/A |
f. The CUSIP | 36267TAF5 |
g. Maturity date | 2053-02-25 |
h. Coupon | 0.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $49,999,900.00 |
j. Value of collateral, to the nearest cent | $1,321,936.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OPENT_23-AIR |
e. LEI | N/A |
f. The CUSIP | 68373BAE1 |
g. Maturity date | 2040-11-15 |
h. Coupon | 9.564640 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,035,000.00 |
j. Value of collateral, to the nearest cent | $1,634,488.01 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UWM_21-INV2 |
e. LEI | N/A |
f. The CUSIP | 90354TAE9 |
g. Maturity date | 2051-09-25 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $843,740.00 |
j. Value of collateral, to the nearest cent | $544,726.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-08-28 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-08-28 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | JP MORGAN SECURITIES LLC |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 90 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | AA |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | Aa3 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | AA- |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.81%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $205,000,000.00 |
b. Excluding the value of any sponsor support: | $205,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.26%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | JP MORGAN SECURITIES LLC |
| Item C.2. The title of the issue | TRI-PARTY J.P. MORGAN SECURITIES LLC 4.810000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | ZBUT11V806EZRVTWT807 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0000782124 |
c. The RSSD ID; or | |
d. Other unique identifier | BRYEX8UB2 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | TEXAS WATER DEV BRD |
e. LEI | N/A |
f. The CUSIP | 882854M74 |
g. Maturity date | 2026-10-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $310,000.00 |
j. Value of collateral, to the nearest cent | $321,085.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MISSOURI JT MUN ELEC UTIL COMMN |
e. LEI | N/A |
f. The CUSIP | 606092HY3 |
g. Maturity date | 2027-06-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $51,245.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | CARMEL IND |
e. LEI | N/A |
f. The CUSIP | 143287JG6 |
g. Maturity date | 2032-07-15 |
h. Coupon | 1.981000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $365,000.00 |
j. Value of collateral, to the nearest cent | $307,216.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | WEST BLOOMFIELD MICH SCH DIST |
e. LEI | N/A |
f. The CUSIP | 951452SY8 |
g. Maturity date | 2043-05-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $135,000.00 |
j. Value of collateral, to the nearest cent | $141,283.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | WEST CONTRA COSTA CALIF UNI SCH DIST |
e. LEI | N/A |
f. The CUSIP | 952347UU4 |
g. Maturity date | 2027-08-01 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $15,000.00 |
j. Value of collateral, to the nearest cent | $14,080.35 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | CLEAR CREEK TEX INDPT SCH DIST |
e. LEI | N/A |
f. The CUSIP | 184541HM5 |
g. Maturity date | 2032-02-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $30,000.00 |
j. Value of collateral, to the nearest cent | $33,796.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | COMAL TEX INDPT SCH DIST |
e. LEI | N/A |
f. The CUSIP | 1998207Q8 |
g. Maturity date | 2031-02-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $45,000.00 |
j. Value of collateral, to the nearest cent | $50,248.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | NEW JERSEY ST TURNPIKE AUTHORITY |
e. LEI | 5493005YN67D71KSMI84 |
f. The CUSIP | 646139ZY4 |
g. Maturity date | 2026-01-01 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $40,000.00 |
j. Value of collateral, to the nearest cent | $36,593.26 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | NEW YORK ST MORTGAGE AGENCY |
e. LEI | 549300ZQWNLLIG564027 |
f. The CUSIP | 64988YEN3 |
g. Maturity date | 2040-10-01 |
h. Coupon | 2.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $155,000.00 |
j. Value of collateral, to the nearest cent | $111,485.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | DORMITORY AUTHORITY OF STATE OF NEW YORK |
e. LEI | 549300C8XO7EXTX2XU71 |
f. The CUSIP | 64990CDX6 |
g. Maturity date | 2034-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $155,000.00 |
j. Value of collateral, to the nearest cent | $160,408.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | UNIVERSITY OF TEXAS SYSTEM |
e. LEI | N/A |
f. The CUSIP | 91514AEM3 |
g. Maturity date | 2027-08-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $95,000.00 |
j. Value of collateral, to the nearest cent | $100,732.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | AUSTIN TEX INDPT SCH DIST |
e. LEI | N/A |
f. The CUSIP | 052430QG3 |
g. Maturity date | 2032-08-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $40,000.00 |
j. Value of collateral, to the nearest cent | $42,783.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | JEA FLA WTR & SWR SYS |
e. LEI | N/A |
f. The CUSIP | 46615SGG7 |
g. Maturity date | 2044-10-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $65,000.00 |
j. Value of collateral, to the nearest cent | $68,142.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | SEATTLE WASHINGTON PORT OF |
e. LEI | 549300T9UCDUJ3GZL429 |
f. The CUSIP | 735389S90 |
g. Maturity date | 2030-08-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $40,000.00 |
j. Value of collateral, to the nearest cent | $44,317.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | OAKRIDGE MICH PUB SCHS |
e. LEI | N/A |
f. The CUSIP | 673853JE8 |
g. Maturity date | 2032-05-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $135,000.00 |
j. Value of collateral, to the nearest cent | $146,575.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | OHIO STATE UNIVERSITY |
e. LEI | JFC10ZULKO4X2E3HBY86 |
f. The CUSIP | 677632K26 |
g. Maturity date | 2025-12-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $30,000.00 |
j. Value of collateral, to the nearest cent | $31,043.43 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | LOS ANGELES CALIF CMNTY COLLEGE DIST |
e. LEI | N/A |
f. The CUSIP | 54438CZR6 |
g. Maturity date | 2027-08-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $75,000.00 |
j. Value of collateral, to the nearest cent | $80,060.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | SAIL_05-4 |
e. LEI | N/A |
f. The CUSIP | 86358ESN7 |
g. Maturity date | 2035-05-25 |
h. Coupon | 5.339200 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $71,067.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANCO DO BRASIL SA (CAYMAN ISLANDS BRANCH) |
e. LEI | N/A |
f. The CUSIP | BRWSV8VF5 |
g. Maturity date | 2026-09-30 |
h. Coupon | 3.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $373,000.00 |
j. Value of collateral, to the nearest cent | $367,728.27 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NORTHROP GRUMMAN SYSTEMS CORPORATION |
e. LEI | 549300KYOZYCZII5OX23 |
f. The CUSIP | 666807AW2 |
g. Maturity date | 2031-02-15 |
h. Coupon | 7.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,612,000.00 |
j. Value of collateral, to the nearest cent | $6,520,774.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOCIETE GENERALE SA |
e. LEI | O2RNE8IBXP4R0TD8PU41 |
f. The CUSIP | 83368TBW7 |
g. Maturity date | 2030-01-19 |
h. Coupon | 5.958000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $500,000.00 |
j. Value of collateral, to the nearest cent | $518,100.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CT TRUST |
e. LEI | 5493003LN2KNNGM2Q244 |
f. The CUSIP | BRWXW3T42 |
g. Maturity date | 2032-02-03 |
h. Coupon | 5.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,878,000.00 |
j. Value of collateral, to the nearest cent | $8,289,887.99 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BPCE SA |
e. LEI | 9695005MSX1OYEMGDF46 |
f. The CUSIP | BYD2RP7H8 |
g. Maturity date | 2035-05-30 |
h. Coupon | 5.936000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,050,000.00 |
j. Value of collateral, to the nearest cent | $5,109,337.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DTE ELECTRIC COMPANY |
e. LEI | 9N0FWODEJVKHC2DYLO03 |
f. The CUSIP | 23338VAV8 |
g. Maturity date | 2034-03-01 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $78,000.00 |
j. Value of collateral, to the nearest cent | $79,152.49 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CARLISLE CO INC |
e. LEI | XR64VGX1ZPX6G7ZN7Z11 |
f. The CUSIP | 142339AJ9 |
g. Maturity date | 2030-03-01 |
h. Coupon | 2.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $33,000.00 |
j. Value of collateral, to the nearest cent | $30,457.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AON NORTH AMERICA INC |
e. LEI | N/A |
f. The CUSIP | 03740MAB6 |
g. Maturity date | 2029-03-01 |
h. Coupon | 5.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $37,000.00 |
j. Value of collateral, to the nearest cent | $38,190.36 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RIO TINTO FINANCE (USA) PLC |
e. LEI | 2138006TSNBEUA761G16 |
f. The CUSIP | 76720AAQ9 |
g. Maturity date | 2027-03-12 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $399,000.00 |
j. Value of collateral, to the nearest cent | $403,746.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | REPUBLIC SERVICES INC |
e. LEI | NKNQHM6BLECKVOQP7O46 |
f. The CUSIP | 760759BB5 |
g. Maturity date | 2029-04-01 |
h. Coupon | 4.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $243,000.00 |
j. Value of collateral, to the nearest cent | $248,744.42 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | URUGUAY (ORIENTAL REPUBLIC OF) |
e. LEI | 549300RDR012H2V82H43 |
f. The CUSIP | 760942AY8 |
g. Maturity date | 2045-11-20 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $655,000.00 |
j. Value of collateral, to the nearest cent | $540,981.42 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | URUGUAY (ORIENTAL REPUBLIC OF) |
e. LEI | 549300RDR012H2V82H43 |
f. The CUSIP | 760942BG6 |
g. Maturity date | 2060-09-10 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $220,000.00 |
j. Value of collateral, to the nearest cent | $195,977.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DOW CHEMICAL CO |
e. LEI | ZQUIP1CSZO8LXRBSOU78 |
f. The CUSIP | 260543DJ9 |
g. Maturity date | 2034-02-15 |
h. Coupon | 5.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $247,000.00 |
j. Value of collateral, to the nearest cent | $244,841.43 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ROCKIES EXPRESS PIPELINE LLC |
e. LEI | W2ZGZGZKY5GGNY6F3V51 |
f. The CUSIP | 77340RAM9 |
g. Maturity date | 2040-04-15 |
h. Coupon | 6.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $12,000.00 |
j. Value of collateral, to the nearest cent | $11,548.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ROPER TECHNOLOGIES INC |
e. LEI | 54930003T4SXCIWVXY35 |
f. The CUSIP | 776743AB2 |
g. Maturity date | 2025-12-15 |
h. Coupon | 3.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $80,000.00 |
j. Value of collateral, to the nearest cent | $81,096.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DAVITA INC |
e. LEI | M2XHYMU3TZNEZURC6H66 |
f. The CUSIP | 23918KAT5 |
g. Maturity date | 2031-02-15 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $967,000.00 |
j. Value of collateral, to the nearest cent | $867,338.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FORD MOTOR CREDIT COMPANY LLC |
e. LEI | UDSQCVRUX5BONN0VY111 |
f. The CUSIP | 345397D59 |
g. Maturity date | 2028-11-07 |
h. Coupon | 6.798000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $356,000.00 |
j. Value of collateral, to the nearest cent | $364,929.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COLUMBIA PIPELINES OPERATING COMPANY LLC |
e. LEI | N/A |
f. The CUSIP | 19828TAC0 |
g. Maturity date | 2053-11-15 |
h. Coupon | 6.544000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,442,000.00 |
j. Value of collateral, to the nearest cent | $4,490,980.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COLOMBIA (REPUBLIC OF) |
e. LEI | 549300MHDRBVRF6B9117 |
f. The CUSIP | 195325BK0 |
g. Maturity date | 2037-09-18 |
h. Coupon | 7.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000,000.00 |
j. Value of collateral, to the nearest cent | $960,790.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KROGER CO |
e. LEI | 6CPEOKI6OYJ13Q6O7870 |
f. The CUSIP | 501044DX6 |
g. Maturity date | 2064-09-15 |
h. Coupon | 5.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $46,552.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WOODSIDE FIN LTD |
e. LEI | 254900AIZKU6TGRRNZ98 |
f. The CUSIP | 980236AV5 |
g. Maturity date | 2035-05-19 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,728,000.00 |
j. Value of collateral, to the nearest cent | $8,687,443.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COSTA RICA (REPUBLIC OF) |
e. LEI | 549300S1EK2VN6XVJP58 |
f. The CUSIP | 221597CR6 |
g. Maturity date | 2034-04-03 |
h. Coupon | 6.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,199,000.00 |
j. Value of collateral, to the nearest cent | $1,246,733.19 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMMONWEALTH EDISON COMPANY |
e. LEI | D8YOXB8L2ZDC8P7Q0771 |
f. The CUSIP | 202795JL5 |
g. Maturity date | 2047-08-15 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $765,000.00 |
j. Value of collateral, to the nearest cent | $569,854.24 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NEXTERA ENERGY CAPITAL HOLDINGS INC |
e. LEI | UMI46YPGBLUE4VGNNT48 |
f. The CUSIP | 65339KBM1 |
g. Maturity date | 2029-11-01 |
h. Coupon | 2.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $91,000.00 |
j. Value of collateral, to the nearest cent | $84,261.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INVESCO FINANCE PLC |
e. LEI | 549300OYQ3LAJYXXO449 |
f. The CUSIP | 46132FAD2 |
g. Maturity date | 2026-01-15 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $945,000.00 |
j. Value of collateral, to the nearest cent | $953,025.41 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VITALITY RE XV LTD |
e. LEI | N/A |
f. The CUSIP | 92847CAA5 |
g. Maturity date | 2028-01-07 |
h. Coupon | 6.742283 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,822,000.00 |
j. Value of collateral, to the nearest cent | $3,888,120.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VORNADO REALTY LP |
e. LEI | 549300BMOJ05INE4YK86 |
f. The CUSIP | 929043AK3 |
g. Maturity date | 2026-06-01 |
h. Coupon | 2.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,431,000.00 |
j. Value of collateral, to the nearest cent | $5,314,126.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACCAR FINANCIAL CORP |
e. LEI | PH3S12DWZBHHQKVYZ297 |
f. The CUSIP | 69371RT22 |
g. Maturity date | 2027-05-13 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $85,000.00 |
j. Value of collateral, to the nearest cent | $86,390.69 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MASTERCARD INC |
e. LEI | AR5L2ODV9HN37376R084 |
f. The CUSIP | 57636QBA1 |
g. Maturity date | 2028-01-15 |
h. Coupon | 4.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,092,000.00 |
j. Value of collateral, to the nearest cent | $5,171,715.26 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ARIZONA PUBLIC SERVICE COMPANY |
e. LEI | YG6VT0TPHRH4TFVAQV64 |
f. The CUSIP | 040555CW2 |
g. Maturity date | 2027-09-15 |
h. Coupon | 2.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $20,000.00 |
j. Value of collateral, to the nearest cent | $19,362.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORACLE CORPORATION |
e. LEI | 1Z4GXXU7ZHVWFCD8TV52 |
f. The CUSIP | 68389XCH6 |
g. Maturity date | 2029-11-09 |
h. Coupon | 6.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,000.00 |
j. Value of collateral, to the nearest cent | $8,511.18 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GLOBAL PAYMENTS INC. |
e. LEI | 549300NOMHGVQBX6S778 |
f. The CUSIP | 37961CTC6 |
g. Maturity date | 2025-06-12 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,921,600.00 |
j. Value of collateral, to the nearest cent | $3,914,082.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP |
e. LEI | 4NYF266XZC35SCTGX023 |
f. The CUSIP | 63743CTQ6 |
g. Maturity date | 2025-06-02 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,097,000.00 |
j. Value of collateral, to the nearest cent | $1,093,556.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VIRGINIA ELECTRIC AND POWER COMPANY |
e. LEI | CQKUMNNZVDJLRYV2PT43 |
f. The CUSIP | 92780JU74 |
g. Maturity date | 2025-06-02 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,100,000.00 |
j. Value of collateral, to the nearest cent | $8,060,698.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MOSAIC CO/THE |
e. LEI | 2YD5STGSJNMUB7H76907 |
f. The CUSIP | 61945NT58 |
g. Maturity date | 2025-06-05 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $250,000.00 |
j. Value of collateral, to the nearest cent | $249,776.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HARRIS COUNTY CULTURAL EDUCATION FACILITIES FINANCE CORP |
e. LEI | N/A |
f. The CUSIP | 414009SR2 |
g. Maturity date | 2054-07-01 |
h. Coupon | 1.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $31,915,000.00 |
j. Value of collateral, to the nearest cent | $31,953,563.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LIME FUNDING LLC |
e. LEI | N/A |
f. The CUSIP | 53262QVF8 |
g. Maturity date | 2025-08-15 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,865,400.00 |
j. Value of collateral, to the nearest cent | $10,761,581.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OBX_21-NQM3 |
e. LEI | N/A |
f. The CUSIP | 67114JAE0 |
g. Maturity date | 2061-07-25 |
h. Coupon | 3.189000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,950,690.00 |
j. Value of collateral, to the nearest cent | $3,367,038.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHASE_19-ATR1 |
e. LEI | N/A |
f. The CUSIP | 16158RAU0 |
g. Maturity date | 2049-04-26 |
h. Coupon | 0.146890 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $217,382,730.00 |
j. Value of collateral, to the nearest cent | $25,262.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RCKT_21-6 |
e. LEI | N/A |
f. The CUSIP | 74939KAX4 |
g. Maturity date | 2051-12-26 |
h. Coupon | 0.678030 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $44,143,800.00 |
j. Value of collateral, to the nearest cent | $1,171,765.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CIM_23-R2 |
e. LEI | N/A |
f. The CUSIP | 17181KAD2 |
g. Maturity date | 2064-08-25 |
h. Coupon | 5.764010 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,285,000.00 |
j. Value of collateral, to the nearest cent | $3,838,542.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANC OF AMERICA MERRILL LYNCH LA |
e. LEI | N/A |
f. The CUSIP | 05490RAK2 |
g. Maturity date | 2037-07-14 |
h. Coupon | 4.020000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,520,000.00 |
j. Value of collateral, to the nearest cent | $1,431,285.71 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMMT_25-2 |
e. LEI | N/A |
f. The CUSIP | 46593NBJ3 |
g. Maturity date | 2025-06-02 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $468,314,880.00 |
j. Value of collateral, to the nearest cent | $3,352,862.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST TRUST JPMCC |
e. LEI | N/A |
f. The CUSIP | 46590KAK0 |
g. Maturity date | 2049-01-15 |
h. Coupon | 4.720830 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,243,000.00 |
j. Value of collateral, to the nearest cent | $1,167,853.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BMP TRUST BMP_24-MF23 |
e. LEI | N/A |
f. The CUSIP | 05593JAC4 |
g. Maturity date | 2041-06-15 |
h. Coupon | 5.970270 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $470,000.00 |
j. Value of collateral, to the nearest cent | $471,462.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JP MORGAN MORTGAGE TRUST JPMMT_21-LTV2 |
e. LEI | N/A |
f. The CUSIP | 46654VAA1 |
g. Maturity date | 2052-05-25 |
h. Coupon | 2.519500 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $27,642,000.00 |
j. Value of collateral, to the nearest cent | $16,416,343.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MELLO_22-INV2 |
e. LEI | N/A |
f. The CUSIP | 58549JAK0 |
g. Maturity date | 2052-04-25 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,157,920.00 |
j. Value of collateral, to the nearest cent | $2,153,687.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_21-INV2 |
e. LEI | N/A |
f. The CUSIP | 58549XAC7 |
g. Maturity date | 2051-08-25 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,473,000.00 |
j. Value of collateral, to the nearest cent | $4,526,458.97 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MELLO_21-INV2 |
e. LEI | N/A |
f. The CUSIP | 58549XAJ2 |
g. Maturity date | 2051-08-25 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,316,000.00 |
j. Value of collateral, to the nearest cent | $849,841.07 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MELLO_21-INV4 |
e. LEI | N/A |
f. The CUSIP | 58550NBT7 |
g. Maturity date | 2051-12-25 |
h. Coupon | 0.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,391,983.00 |
j. Value of collateral, to the nearest cent | $30,896.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-08-28 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-08-28 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | JP MORGAN SECURITIES LLC |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 90 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | AA |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | Aa3 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | AA- |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.81%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $143,000,000.00 |
b. Excluding the value of any sponsor support: | $143,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.18%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | JP MORGAN SECURITIES LLC |
| Item C.2. The title of the issue | TRI-PARTY J.P. MORGAN SECURITIES LLC 4.810000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | ZBUT11V806EZRVTWT807 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0000782124 |
c. The RSSD ID; or | |
d. Other unique identifier | BRYEX90R8 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | ECMC GROUP STUDENT LOAN TRUST EC |
e. LEI | N/A |
f. The CUSIP | 26828VAA4 |
g. Maturity date | 2067-05-25 |
h. Coupon | 5.486450 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $48,650,000.00 |
j. Value of collateral, to the nearest cent | $20,247,272.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ACAR_25-1 |
e. LEI | N/A |
f. The CUSIP | 02528DAG5 |
g. Maturity date | 2031-08-12 |
h. Coupon | 5.540000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $25,000,000.00 |
j. Value of collateral, to the nearest cent | $25,103,000.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GCAR_24-3A |
e. LEI | N/A |
f. The CUSIP | 37989AAG9 |
g. Maturity date | 2029-01-16 |
h. Coupon | 5.080000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,421,000.00 |
j. Value of collateral, to the nearest cent | $1,427,355.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SLMA_06-7 |
e. LEI | N/A |
f. The CUSIP | 78443GAF2 |
g. Maturity date | 2042-01-27 |
h. Coupon | 4.784940 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $92,032,000.00 |
j. Value of collateral, to the nearest cent | $32,276,139.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SMB PRIVATE EDUCATION LOAN TRUST SMB_24-E |
e. LEI | N/A |
f. The CUSIP | 78450XAA6 |
g. Maturity date | 2056-10-16 |
h. Coupon | 5.090000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $630,000.00 |
j. Value of collateral, to the nearest cent | $569,555.73 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SPCSL_3 |
e. LEI | N/A |
f. The CUSIP | 82809DAA0 |
g. Maturity date | 2036-07-15 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $26,067,000.00 |
j. Value of collateral, to the nearest cent | $25,811,742.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SUMITOMO MITSUI FIN GRP INC |
e. LEI | 35380028MYWPB6AUO129 |
f. The CUSIP | 86562MDW7 |
g. Maturity date | 2079-12-31 |
h. Coupon | 6.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $979,000.00 |
j. Value of collateral, to the nearest cent | $964,149.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TUPY NETHERLANDS FINANCE BV |
e. LEI | N/A |
f. The CUSIP | BRWH6LB03 |
g. Maturity date | 2031-02-16 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $300,000.00 |
j. Value of collateral, to the nearest cent | $262,275.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CEMEX SAB DE CV |
e. LEI | 549300RIG2CXWN6IV731 |
f. The CUSIP | BRWN0TRF9 |
g. Maturity date | 2079-12-31 |
h. Coupon | 5.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,052,000.00 |
j. Value of collateral, to the nearest cent | $9,058,731.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RUMO LUXEMBOURG SARL |
e. LEI | 222100HOIQFT7YOSPB46 |
f. The CUSIP | BRWSYQDU9 |
g. Maturity date | 2032-01-18 |
h. Coupon | 4.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $970,000.00 |
j. Value of collateral, to the nearest cent | $867,568.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANCO INTERNACIONAL DEL PERU SAA - INTERBANK |
e. LEI | 5493001TRCGXJLRLHN14 |
f. The CUSIP | BRYU943D8 |
g. Maturity date | 2034-01-16 |
h. Coupon | 7.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,038,000.00 |
j. Value of collateral, to the nearest cent | $2,194,787.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MINSUR SA |
e. LEI | 254900C69MVC7SXO2G61 |
f. The CUSIP | 60447KAB6 |
g. Maturity date | 2031-10-28 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,545,000.00 |
j. Value of collateral, to the nearest cent | $1,423,161.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTERCORP FINANCIAL SERVICES INC |
e. LEI | 5299004181WFTEWB1398 |
f. The CUSIP | BRTD6RAX2 |
g. Maturity date | 2027-10-19 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $730,000.00 |
j. Value of collateral, to the nearest cent | $711,040.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RIO OIL FINANCE TRUST |
e. LEI | N/A |
f. The CUSIP | BRTGPKMZ1 |
g. Maturity date | 2028-04-06 |
h. Coupon | 8.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,950,000.00 |
j. Value of collateral, to the nearest cent | $1,118,981.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ECOPETROL SA |
e. LEI | 254900IDGKCJICKBPA66 |
f. The CUSIP | 279158AJ8 |
g. Maturity date | 2045-05-28 |
h. Coupon | 5.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,269,000.00 |
j. Value of collateral, to the nearest cent | $1,529,978.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KLABIN AUSTRIA GMBH |
e. LEI | 984500578YEA8DD41B09 |
f. The CUSIP | 49836AAC8 |
g. Maturity date | 2031-01-12 |
h. Coupon | 3.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $645,000.00 |
j. Value of collateral, to the nearest cent | $567,185.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AXALTA COATING SYSTEMS LLC |
e. LEI | 549300G80QONCHILSF69 |
f. The CUSIP | 05454NAA7 |
g. Maturity date | 2027-06-15 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,755,000.00 |
j. Value of collateral, to the nearest cent | $4,810,066.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_20-INV1 |
e. LEI | N/A |
f. The CUSIP | 85573EAE7 |
g. Maturity date | 2055-11-25 |
h. Coupon | 3.257000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,734,000.00 |
j. Value of collateral, to the nearest cent | $5,093,109.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BENCHMARK MORTGAGE TRUST BMARK_19-B15 |
e. LEI | N/A |
f. The CUSIP | 08160KAN4 |
g. Maturity date | 2072-12-15 |
h. Coupon | 2.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,350,000.00 |
j. Value of collateral, to the nearest cent | $714,559.42 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BENCHMARK MORTGAGE TRUST BMARK_20-B19 |
e. LEI | N/A |
f. The CUSIP | 08162WBH8 |
g. Maturity date | 2053-09-15 |
h. Coupon | 3.211000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $12,400,000.00 |
j. Value of collateral, to the nearest cent | $9,091,142.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OBX_21-INV2 |
e. LEI | N/A |
f. The CUSIP | 67114KBD8 |
g. Maturity date | 2051-10-25 |
h. Coupon | 2.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $20,000,000.00 |
j. Value of collateral, to the nearest cent | $1,690,459.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NXPT COMMERICAL MORTGAGE TRUST NXPT_24-STOR |
e. LEI | N/A |
f. The CUSIP | 67119YAE2 |
g. Maturity date | 2041-11-05 |
h. Coupon | 5.149793 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,144,000.00 |
j. Value of collateral, to the nearest cent | $1,129,975.27 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HITT_22-HI32 |
e. LEI | N/A |
f. The CUSIP | 40442AAG4 |
g. Maturity date | 2039-07-15 |
h. Coupon | 9.963840 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $18,450,000.00 |
j. Value of collateral, to the nearest cent | $16,893,060.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OBX_23-INV1 |
e. LEI | N/A |
f. The CUSIP | 67448KAA2 |
g. Maturity date | 2052-01-25 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $16,020,495.00 |
j. Value of collateral, to the nearest cent | $11,961,939.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TRK_22-INV1 |
e. LEI | N/A |
f. The CUSIP | 872635AE7 |
g. Maturity date | 2057-02-25 |
h. Coupon | 3.994034 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,187,000.00 |
j. Value of collateral, to the nearest cent | $1,671,490.01 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DK TRUST DK_24-SPBX |
e. LEI | N/A |
f. The CUSIP | 23346LAA6 |
g. Maturity date | 2034-03-15 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $990,000.00 |
j. Value of collateral, to the nearest cent | $992,714.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALEN 2021-ACEN MORTGAGE TRUST ALEN_21-ACEN |
e. LEI | N/A |
f. The CUSIP | 01449NAA4 |
g. Maturity date | 2038-04-15 |
h. Coupon | 5.594000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $30,281,000.00 |
j. Value of collateral, to the nearest cent | $28,988,934.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK |
e. LEI | N/A |
f. The CUSIP | 929342AA1 |
g. Maturity date | 2027-11-15 |
h. Coupon | 7.117710 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $95,000,000.00 |
j. Value of collateral, to the nearest cent | $95,281,742.74 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK |
e. LEI | N/A |
f. The CUSIP | 929342AC7 |
g. Maturity date | 2027-11-15 |
h. Coupon | 8.411710 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $103,000,000.00 |
j. Value of collateral, to the nearest cent | $103,264,491.54 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MCMLT_18-4 |
e. LEI | N/A |
f. The CUSIP | 59980YAJ4 |
g. Maturity date | 2066-04-25 |
h. Coupon | 3.485060 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,396,950.00 |
j. Value of collateral, to the nearest cent | $1,235,490.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MCMLT_19-1 |
e. LEI | N/A |
f. The CUSIP | 59981AAK2 |
g. Maturity date | 2069-10-25 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,010,000.00 |
j. Value of collateral, to the nearest cent | $846,405.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | REAL ESTATE ASSET LIQUIDITY TRUST REALT_20-1 |
e. LEI | N/A |
f. The CUSIP | 62954PAG5 |
g. Maturity date | 2035-12-15 |
h. Coupon | 6.026000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,786,000.00 |
j. Value of collateral, to the nearest cent | $1,712,550.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CROSS MORTGAGE TRUST CROSS_25-H3 |
e. LEI | N/A |
f. The CUSIP | 22757EAB4 |
g. Maturity date | 2070-05-25 |
h. Coupon | 5.883000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000,000.00 |
j. Value of collateral, to the nearest cent | $2,008,461.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_19-BK |
e. LEI | N/A |
f. The CUSIP | 46591JAA4 |
g. Maturity date | 2029-09-15 |
h. Coupon | 5.443190 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,300,000.00 |
j. Value of collateral, to the nearest cent | $843,760.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMMT_25-CCM1 |
e. LEI | N/A |
f. The CUSIP | 46593MBA4 |
g. Maturity date | 2025-06-02 |
h. Coupon | 0.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $294,030,933.00 |
j. Value of collateral, to the nearest cent | $2,560,167.74 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMMT_21-INV4 |
e. LEI | N/A |
f. The CUSIP | 46654DAR4 |
g. Maturity date | 2052-01-25 |
h. Coupon | 0.205080 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $484,281,000.00 |
j. Value of collateral, to the nearest cent | $4,132,604.24 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VEGAS TRUST VEGAS_24-TI |
e. LEI | N/A |
f. The CUSIP | 92254AAA5 |
g. Maturity date | 2039-11-10 |
h. Coupon | 5.518300 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $260,000.00 |
j. Value of collateral, to the nearest cent | $263,255.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CD COMMERCIAL MORTGAGE TRUST CD_18-CD7 |
e. LEI | N/A |
f. The CUSIP | 12512JAE4 |
g. Maturity date | 2051-08-15 |
h. Coupon | 3.089510 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,250,000.00 |
j. Value of collateral, to the nearest cent | $996,440.97 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MELLO_22-INV1 |
e. LEI | N/A |
f. The CUSIP | 585490BH7 |
g. Maturity date | 2052-03-25 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,184,220.00 |
j. Value of collateral, to the nearest cent | $885,631.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BX COMMERCIAL MORTGAGE TRUST BX_21-CIP |
e. LEI | N/A |
f. The CUSIP | 12434FAJ6 |
g. Maturity date | 2038-12-15 |
h. Coupon | 6.114000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000,000.00 |
j. Value of collateral, to the nearest cent | $2,639,060.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PRPM LLC PRPM_22-NQM1 |
e. LEI | N/A |
f. The CUSIP | 69378KAA2 |
g. Maturity date | 2067-08-25 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000,000.00 |
j. Value of collateral, to the nearest cent | $38,265,320.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NRZT_19-RPL3 |
e. LEI | N/A |
f. The CUSIP | 64830NAE1 |
g. Maturity date | 2059-07-25 |
h. Coupon | 3.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,500,000.00 |
j. Value of collateral, to the nearest cent | $3,985,366.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-08-28 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-08-28 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | JP MORGAN SECURITIES LLC |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 90 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | AA |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | Aa3 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | AA- |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.81%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $435,000,000.00 |
b. Excluding the value of any sponsor support: | $435,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.56%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | JP MORGAN SECURITIES LLC |
| Item C.2. The title of the issue | TRI-PARTY J.P. MORGAN SECURITIES LLC 4.450000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | ZBUT11V806EZRVTWT807 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0000782124 |
c. The RSSD ID; or | |
d. Other unique identifier | BRYEXHLL0 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | CITIBANK NA |
e. LEI | E57ODZWZ7FF32TWEFA76 |
f. The CUSIP | 17290GEF0 |
g. Maturity date | 2028-05-30 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $212,000.00 |
j. Value of collateral, to the nearest cent | $211,361.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP |
e. LEI | 4NYF266XZC35SCTGX023 |
f. The CUSIP | 63743CTQ6 |
g. Maturity date | 2025-06-02 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $54,522,600.00 |
j. Value of collateral, to the nearest cent | $54,351,453.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN UNIVERSITY |
e. LEI | 549300ZMGVN6I2E7LS27 |
f. The CUSIP | 03035PTS6 |
g. Maturity date | 2025-06-26 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $15,000,000.00 |
j. Value of collateral, to the nearest cent | $14,925,000.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN UNIVERSITY |
e. LEI | 549300ZMGVN6I2E7LS27 |
f. The CUSIP | 03035PUG0 |
g. Maturity date | 2025-07-16 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $15,000,000.00 |
j. Value of collateral, to the nearest cent | $14,925,000.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN UNIVERSITY |
e. LEI | 549300ZMGVN6I2E7LS27 |
f. The CUSIP | 03035PUV7 |
g. Maturity date | 2025-07-29 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,017,100.00 |
j. Value of collateral, to the nearest cent | $7,977,014.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VERTO CAPITAL I-A LLC |
e. LEI | 254900ANIP6J04OFNA54 |
f. The CUSIP | 92544KUV5 |
g. Maturity date | 2025-07-29 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $44,510,700.00 |
j. Value of collateral, to the nearest cent | $44,179,540.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VERTO CAPITAL I-A LLC |
e. LEI | 254900ANIP6J04OFNA54 |
f. The CUSIP | 92544KVD4 |
g. Maturity date | 2025-08-13 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $25,000,000.00 |
j. Value of collateral, to the nearest cent | $24,767,750.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CONCORD MINUTEMEN CAPITAL CO LLC SERIES D |
e. LEI | N/A |
f. The CUSIP | 2063CPTT4 |
g. Maturity date | 2025-06-27 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $652,982.00 |
j. Value of collateral, to the nearest cent | $650,563.35 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HQLA FUNDING LLC (SERIES TAHOE) |
e. LEI | N/A |
f. The CUSIP | 44331PT51 |
g. Maturity date | 2025-06-05 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $40,079,100.00 |
j. Value of collateral, to the nearest cent | $40,044,792.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LMA AMERICAS LLC |
e. LEI | N/A |
f. The CUSIP | 53944QWR7 |
g. Maturity date | 2025-06-02 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,200,000.00 |
j. Value of collateral, to the nearest cent | $1,182,451.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BENNINGTON STARK CAPITAL COMPANY LLC |
e. LEI | 549300PGDCWK6DU9QM65 |
f. The CUSIP | 08224LVT0 |
g. Maturity date | 2025-06-02 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,867,000.00 |
j. Value of collateral, to the nearest cent | $3,824,366.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.45%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $200,000,000.00 |
b. Excluding the value of any sponsor support: | $200,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.26%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | JP MORGAN SECURITIES LLC |
| Item C.2. The title of the issue | TRI-PARTY J.P. MORGAN SECURITIES LLC 4.550000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | ZBUT11V806EZRVTWT807 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0000782124 |
c. The RSSD ID; or | |
d. Other unique identifier | BRYEXKSF9 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | FRISCO TEX INDPT SCH DIST |
e. LEI | N/A |
f. The CUSIP | 35880CGC2 |
g. Maturity date | 2042-08-15 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $159,612.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MUNICIPAL ELEC AUTH GA |
e. LEI | JA0WNILDDF2KUPS83B16 |
f. The CUSIP | 626207R97 |
g. Maturity date | 2028-01-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $115,000.00 |
j. Value of collateral, to the nearest cent | $119,840.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | DALLAS TEX INDPT SCH DIST |
e. LEI | N/A |
f. The CUSIP | 235308N66 |
g. Maturity date | 2034-02-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,580,000.00 |
j. Value of collateral, to the nearest cent | $1,777,268.27 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | DALLAS TEX |
e. LEI | N/A |
f. The CUSIP | 23542JH32 |
g. Maturity date | 2036-10-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,090,000.00 |
j. Value of collateral, to the nearest cent | $1,216,379.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | TEXAS NAT GAS SECURITIZATION FIN CORP REV |
e. LEI | N/A |
f. The CUSIP | 88258MAB1 |
g. Maturity date | 2041-04-01 |
h. Coupon | 5.169000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,140,000.00 |
j. Value of collateral, to the nearest cent | $2,139,532.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | TEXAS PUBLIC FINANCE AUTHORITY |
e. LEI | N/A |
f. The CUSIP | 882669CC6 |
g. Maturity date | 2034-02-01 |
h. Coupon | 2.040000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $700,000.00 |
j. Value of collateral, to the nearest cent | $562,648.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MILWAUKEE WIS REDEV AUTH |
e. LEI | N/A |
f. The CUSIP | 60242NDH1 |
g. Maturity date | 2033-04-01 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,405,000.00 |
j. Value of collateral, to the nearest cent | $928,901.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MONTEREY PK CA PENSN OBLIG |
e. LEI | N/A |
f. The CUSIP | 61255QAR7 |
g. Maturity date | 2043-06-01 |
h. Coupon | 3.021000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $340,000.00 |
j. Value of collateral, to the nearest cent | $251,131.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | CHARLOTTE N C |
e. LEI | 5493001QNY6JJFWHQ568 |
f. The CUSIP | 161045SU4 |
g. Maturity date | 2036-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000,000.00 |
j. Value of collateral, to the nearest cent | $2,283,068.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | WASHINGTON (STATE OF) |
e. LEI | 549300X3TODFMUKLQ364 |
f. The CUSIP | 93974E2D7 |
g. Maturity date | 2038-08-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $690,000.00 |
j. Value of collateral, to the nearest cent | $754,354.77 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | WASHINGTON (STATE OF) |
e. LEI | 549300X3TODFMUKLQ364 |
f. The CUSIP | 93974ED52 |
g. Maturity date | 2025-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $450,000.00 |
j. Value of collateral, to the nearest cent | $460,059.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | WASHINGTON (STATE OF) |
e. LEI | 549300X3TODFMUKLQ364 |
f. The CUSIP | 93974EXJ0 |
g. Maturity date | 2033-08-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $500,000.00 |
j. Value of collateral, to the nearest cent | $565,243.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | SANTA MONICA-MALIBU UNI SCH DIST CALIF |
e. LEI | N/A |
f. The CUSIP | 802498ZG3 |
g. Maturity date | 2032-08-01 |
h. Coupon | 1.794000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,960,000.00 |
j. Value of collateral, to the nearest cent | $1,615,765.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | CHICAGO SALES TAX SECURITIZATION CORPORATION |
e. LEI | N/A |
f. The CUSIP | 79467BCM5 |
g. Maturity date | 2040-01-01 |
h. Coupon | 4.637000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,175,000.00 |
j. Value of collateral, to the nearest cent | $7,983,147.24 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | SALT LAKE CITY UTAH |
e. LEI | 549300CRGKV67DRSGT85 |
f. The CUSIP | 795576MD6 |
g. Maturity date | 2053-07-01 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,675,000.00 |
j. Value of collateral, to the nearest cent | $1,732,183.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | SAN ANTONIO TX |
e. LEI | N/A |
f. The CUSIP | 79625GGJ6 |
g. Maturity date | 2036-02-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $975,000.00 |
j. Value of collateral, to the nearest cent | $1,087,366.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | SAN FRANCISCO CALIF CITY & CNTY |
e. LEI | 549300RA28ZEFOB6M782 |
f. The CUSIP | 79765DW97 |
g. Maturity date | 2028-04-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $150,000.00 |
j. Value of collateral, to the nearest cent | $152,231.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | CLAY CNTY MO LIBERTY PUBLIC SCHOOLS NO 53 |
e. LEI | N/A |
f. The CUSIP | 18347AJH5 |
g. Maturity date | 2029-03-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $35,000.00 |
j. Value of collateral, to the nearest cent | $35,589.71 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | CONROE TEX INDPT SCH DIST |
e. LEI | N/A |
f. The CUSIP | 2084183P6 |
g. Maturity date | 2036-02-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $250,000.00 |
j. Value of collateral, to the nearest cent | $280,808.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | CONNELLSVILLE PA AREA SCH DIST |
e. LEI | N/A |
f. The CUSIP | 207889SU1 |
g. Maturity date | 2039-08-15 |
h. Coupon | 3.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $820,000.00 |
j. Value of collateral, to the nearest cent | $696,044.36 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | COVENTRY OHIO LOC SCH DIST |
e. LEI | N/A |
f. The CUSIP | 222867EB5 |
g. Maturity date | 2047-11-01 |
h. Coupon | 3.960000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,605,000.00 |
j. Value of collateral, to the nearest cent | $1,219,896.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | KANSAS MUN ENERGY AGY |
e. LEI | N/A |
f. The CUSIP | 48526CCJ4 |
g. Maturity date | 2044-07-01 |
h. Coupon | 3.278000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $600,000.00 |
j. Value of collateral, to the nearest cent | $431,548.37 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | WYANDOTTE CNTY KANS UNI SCH DIST NO 500 |
e. LEI | N/A |
f. The CUSIP | 982696SE7 |
g. Maturity date | 2040-09-01 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,900,000.00 |
j. Value of collateral, to the nearest cent | $5,238,595.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | ENERGY NORTHWEST |
e. LEI | N/A |
f. The CUSIP | 29270C6P5 |
g. Maturity date | 2035-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $900,000.00 |
j. Value of collateral, to the nearest cent | $1,020,807.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MARYLAND (STATE OF) |
e. LEI | N/A |
f. The CUSIP | 574193TB4 |
g. Maturity date | 2028-08-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $55,000.00 |
j. Value of collateral, to the nearest cent | $59,618.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | OREGON ST FACS AUTH |
e. LEI | N/A |
f. The CUSIP | 68608JYZ8 |
g. Maturity date | 2041-10-01 |
h. Coupon | 4.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,020,000.00 |
j. Value of collateral, to the nearest cent | $642,619.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MASSACHUSETTS (COMMONWEALTH OF) |
e. LEI | 5493001N1YCXNI1O7K10 |
f. The CUSIP | 57582R2S4 |
g. Maturity date | 2035-05-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,445,000.00 |
j. Value of collateral, to the nearest cent | $2,713,993.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | ARIZONA INDUSTRIAL DEV AUTH |
e. LEI | N/A |
f. The CUSIP | 04052EAX6 |
g. Maturity date | 2045-02-01 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,280,000.00 |
j. Value of collateral, to the nearest cent | $1,677,388.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | NEW HAVEN MICH CMNTY SCHS |
e. LEI | N/A |
f. The CUSIP | 645172KN6 |
g. Maturity date | 2032-05-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $275,000.00 |
j. Value of collateral, to the nearest cent | $294,395.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | NEW JERSEY HEALTH CARE FACS FING AUTH |
e. LEI | N/A |
f. The CUSIP | 64579F8C0 |
g. Maturity date | 2027-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $410,000.00 |
j. Value of collateral, to the nearest cent | $426,389.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | NEW JERSEY ST TURNPIKE AUTHORITY |
e. LEI | 5493005YN67D71KSMI84 |
f. The CUSIP | 646139W35 |
g. Maturity date | 2040-01-01 |
h. Coupon | 7.414000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $11,816,000.00 |
j. Value of collateral, to the nearest cent | $14,225,468.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | NEW MEXICO (STATE OF) |
e. LEI | 549300H4YLM23QKOGK29 |
f. The CUSIP | 647310U82 |
g. Maturity date | 2025-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $430,000.00 |
j. Value of collateral, to the nearest cent | $439,578.01 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | DORMITORY AUTHORITY OF STATE OF NEW YORK |
e. LEI | 549300C8XO7EXTX2XU71 |
f. The CUSIP | 64990GV25 |
g. Maturity date | 2034-07-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $740,000.00 |
j. Value of collateral, to the nearest cent | $676,415.91 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | DORMITORY AUTHORITY OF STATE OF NEW YORK |
e. LEI | 549300C8XO7EXTX2XU71 |
f. The CUSIP | 65000BX78 |
g. Maturity date | 2036-10-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $220,000.00 |
j. Value of collateral, to the nearest cent | $239,532.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY |
e. LEI | 549300QRKDYVNHT1OE86 |
f. The CUSIP | 45505T4Y4 |
g. Maturity date | 2044-07-01 |
h. Coupon | 4.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,470,000.00 |
j. Value of collateral, to the nearest cent | $10,524,903.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | UNIVERSITY OF UTAH |
e. LEI | N/A |
f. The CUSIP | 915183YL5 |
g. Maturity date | 2027-08-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $425,000.00 |
j. Value of collateral, to the nearest cent | $451,880.31 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | UTAH (STATE OF) |
e. LEI | 254900RWV9NSVUZONC07 |
f. The CUSIP | 917542WL2 |
g. Maturity date | 2026-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $180,000.00 |
j. Value of collateral, to the nearest cent | $187,953.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | NEW YORK ST URBAN DEV CORP |
e. LEI | N/A |
f. The CUSIP | 650036FK7 |
g. Maturity date | 2033-03-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,820,000.00 |
j. Value of collateral, to the nearest cent | $5,436,124.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | LAREDO TEX |
e. LEI | N/A |
f. The CUSIP | 517015EC3 |
g. Maturity date | 2041-03-15 |
h. Coupon | 3.030000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,975,000.00 |
j. Value of collateral, to the nearest cent | $4,492,736.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | UNIVERSITY NEB FACS CORP |
e. LEI | N/A |
f. The CUSIP | 914639KX6 |
g. Maturity date | 2039-10-01 |
h. Coupon | 3.192000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,390,000.00 |
j. Value of collateral, to the nearest cent | $1,943,933.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | UNIVERSITY OF CALIFORNIA |
e. LEI | N/A |
f. The CUSIP | 913366KD1 |
g. Maturity date | 2120-05-15 |
h. Coupon | 3.706000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $13,145,000.00 |
j. Value of collateral, to the nearest cent | $7,887,054.77 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | GARLAND TEX INDPT SCH DIST |
e. LEI | N/A |
f. The CUSIP | 366155Z44 |
g. Maturity date | 2035-02-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $395,000.00 |
j. Value of collateral, to the nearest cent | $445,284.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | NORTH AUGUSTA S C PUB FACS CORP |
e. LEI | N/A |
f. The CUSIP | 657382AR8 |
g. Maturity date | 2048-11-01 |
h. Coupon | 4.987000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $905,000.00 |
j. Value of collateral, to the nearest cent | $776,650.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MIDLAND TEX INDPT SCH DIST |
e. LEI | N/A |
f. The CUSIP | 5977832U2 |
g. Maturity date | 2034-02-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $290,000.00 |
j. Value of collateral, to the nearest cent | $327,251.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | OHIO ST WTR DEV AUTH |
e. LEI | 549300QMBH1DMY67FZ74 |
f. The CUSIP | 67765QPG5 |
g. Maturity date | 2038-12-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,165,000.00 |
j. Value of collateral, to the nearest cent | $5,755,313.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | OHIO ST WTR DEV AUTH |
e. LEI | 549300QMBH1DMY67FZ74 |
f. The CUSIP | 67765QPJ9 |
g. Maturity date | 2040-12-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,325,000.00 |
j. Value of collateral, to the nearest cent | $3,664,984.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | LOS ANGELES CALIF DEPARTMENT OF WATER & POWER |
e. LEI | 549300S8NXV6YU61GG95 |
f. The CUSIP | 544532KD5 |
g. Maturity date | 2033-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $300,000.00 |
j. Value of collateral, to the nearest cent | $333,037.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | LOS ANGELES CALIF DEPARTMENT OF WATER & POWER |
e. LEI | 549300S8NXV6YU61GG95 |
f. The CUSIP | 544532KE3 |
g. Maturity date | 2034-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $350,000.00 |
j. Value of collateral, to the nearest cent | $387,703.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | LOS ANGELES CALIF |
e. LEI | 549300E7TO710PTXPJ65 |
f. The CUSIP | 53945CKR0 |
g. Maturity date | 2029-06-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $250,000.00 |
j. Value of collateral, to the nearest cent | $276,700.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | POLAND (REPUBLIC OF) |
e. LEI | 259400R9L8QEP0TPXS31 |
f. The CUSIP | 857524AF9 |
g. Maturity date | 2030-02-12 |
h. Coupon | 4.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $500,000.00 |
j. Value of collateral, to the nearest cent | $512,147.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SAUDI ARABIA KINGDOM OF (GOVERNMENT) |
e. LEI | 635400FMICXSM3SI3H65 |
f. The CUSIP | 80413TAV1 |
g. Maturity date | 2033-02-02 |
h. Coupon | 2.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $492,000.00 |
j. Value of collateral, to the nearest cent | $408,982.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III |
e. LEI | 254900G208H6Q0L5B953 |
f. The CUSIP | BYD4GMAE6 |
g. Maturity date | 2029-07-02 |
h. Coupon | 5.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $207,635.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III |
e. LEI | 254900G208H6Q0L5B953 |
f. The CUSIP | BYD4GMDA1 |
g. Maturity date | 2054-07-02 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $194,712.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EXPORT-IMPORT BANK OF INDIA |
e. LEI | 335800OFZ8YEIVN1QI11 |
f. The CUSIP | BYDD3A0P2 |
g. Maturity date | 2035-01-13 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $550,000.00 |
j. Value of collateral, to the nearest cent | $563,425.81 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PHILIPPINES (REPUBLIC OF) |
e. LEI | 529900RAHBALMYIJ3T08 |
f. The CUSIP | 718286CP0 |
g. Maturity date | 2046-07-06 |
h. Coupon | 3.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $330,000.00 |
j. Value of collateral, to the nearest cent | $230,217.90 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PHILIPPINES (REPUBLIC OF) |
e. LEI | 529900RAHBALMYIJ3T08 |
f. The CUSIP | 718286CT2 |
g. Maturity date | 2033-04-13 |
h. Coupon | 5.609000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $900,000.00 |
j. Value of collateral, to the nearest cent | $938,432.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PHILIPPINES (REPUBLIC OF) |
e. LEI | 529900RAHBALMYIJ3T08 |
f. The CUSIP | 718286DA2 |
g. Maturity date | 2034-05-14 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $750,000.00 |
j. Value of collateral, to the nearest cent | $757,585.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PHILIPPINES (REPUBLIC OF) |
e. LEI | 529900RAHBALMYIJ3T08 |
f. The CUSIP | 718286DC8 |
g. Maturity date | 2035-03-05 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,035,000.00 |
j. Value of collateral, to the nearest cent | $1,011,697.26 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HUNGARY (GOVERNMENT) |
e. LEI | 5299003F3UFKGCCMAP43 |
f. The CUSIP | 445545AF3 |
g. Maturity date | 2041-03-29 |
h. Coupon | 7.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,046,000.00 |
j. Value of collateral, to the nearest cent | $1,169,281.71 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | URUGUAY (ORIENTAL REPUBLIC OF) |
e. LEI | 549300RDR012H2V82H43 |
f. The CUSIP | 760942AS1 |
g. Maturity date | 2036-03-21 |
h. Coupon | 7.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $657,000.00 |
j. Value of collateral, to the nearest cent | $779,967.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | URUGUAY (ORIENTAL REPUBLIC OF) |
e. LEI | 549300RDR012H2V82H43 |
f. The CUSIP | 760942BE1 |
g. Maturity date | 2034-10-28 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,050,847.00 |
j. Value of collateral, to the nearest cent | $1,099,565.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EXPORT-IMPORT BANK OF INDIA |
e. LEI | 335800OFZ8YEIVN1QI11 |
f. The CUSIP | 30216KAC6 |
g. Maturity date | 2028-02-01 |
h. Coupon | 3.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $225,000.00 |
j. Value of collateral, to the nearest cent | $222,140.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ROMANIA (REPUBLIC OF) |
e. LEI | 315700IASY927EDWBK92 |
f. The CUSIP | 77586TAE6 |
g. Maturity date | 2044-01-22 |
h. Coupon | 6.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $862,000.00 |
j. Value of collateral, to the nearest cent | $751,472.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INDONESIA (REPUBLIC OF) |
e. LEI | 529900FWX0GRR7WG5W79 |
f. The CUSIP | BRSLUSTH1 |
g. Maturity date | 2044-01-15 |
h. Coupon | 6.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $445,000.00 |
j. Value of collateral, to the nearest cent | $500,630.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MALAYSIA SOVEREIGN SUKUK BHD |
e. LEI | N/A |
f. The CUSIP | BRSSSMU23 |
g. Maturity date | 2045-04-22 |
h. Coupon | 4.236000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $172,544.27 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANCO NACIONAL DE COMERCIO EXTERIOR SNC (CAYMAN ISLANDS BRANCH) |
e. LEI | N/A |
f. The CUSIP | BRSWDRMH5 |
g. Maturity date | 2025-10-14 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,187,000.00 |
j. Value of collateral, to the nearest cent | $1,189,955.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MALAYSIA SUKUK GLOBAL BHD |
e. LEI | N/A |
f. The CUSIP | BRT13P024 |
g. Maturity date | 2026-04-27 |
h. Coupon | 3.179000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $450,000.00 |
j. Value of collateral, to the nearest cent | $446,068.84 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BERMUDA |
e. LEI | 549300FP5PUZXX9FVJ40 |
f. The CUSIP | BRW7NNNJ8 |
g. Maturity date | 2030-08-20 |
h. Coupon | 2.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $398,000.00 |
j. Value of collateral, to the nearest cent | $350,238.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KNOC |
e. LEI | 988400ZTQ08W926ONT36 |
f. The CUSIP | 50065LAL4 |
g. Maturity date | 2029-09-30 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $198,434.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KFW |
e. LEI | 549300GDPG70E3MBBU98 |
f. The CUSIP | 500769BR4 |
g. Maturity date | 2036-04-18 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $479,000.00 |
j. Value of collateral, to the nearest cent | $292,170.84 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHILE (REPUBLIC OF) |
e. LEI | 549300FLZTJM5YJF8D34 |
f. The CUSIP | 168863DL9 |
g. Maturity date | 2050-01-25 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $351,000.00 |
j. Value of collateral, to the nearest cent | $247,227.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHILE (REPUBLIC OF) |
e. LEI | 549300FLZTJM5YJF8D34 |
f. The CUSIP | 168863DN5 |
g. Maturity date | 2032-01-27 |
h. Coupon | 2.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $451,000.00 |
j. Value of collateral, to the nearest cent | $394,531.42 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHILE (REPUBLIC OF) |
e. LEI | 549300FLZTJM5YJF8D34 |
f. The CUSIP | 168863DS4 |
g. Maturity date | 2041-05-07 |
h. Coupon | 3.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $332,000.00 |
j. Value of collateral, to the nearest cent | $241,025.54 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHILE (REPUBLIC OF) |
e. LEI | 549300FLZTJM5YJF8D34 |
f. The CUSIP | 168863DT2 |
g. Maturity date | 2033-07-27 |
h. Coupon | 2.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $248,000.00 |
j. Value of collateral, to the nearest cent | $207,715.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHILE (REPUBLIC OF) |
e. LEI | 549300FLZTJM5YJF8D34 |
f. The CUSIP | 168863DU9 |
g. Maturity date | 2071-09-21 |
h. Coupon | 3.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,900,000.00 |
j. Value of collateral, to the nearest cent | $1,129,795.42 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHILE (REPUBLIC OF) |
e. LEI | 549300FLZTJM5YJF8D34 |
f. The CUSIP | 168863DY1 |
g. Maturity date | 2042-03-07 |
h. Coupon | 4.340000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,686,000.00 |
j. Value of collateral, to the nearest cent | $1,439,264.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHILE (REPUBLIC OF) |
e. LEI | 549300FLZTJM5YJF8D34 |
f. The CUSIP | 168863EE4 |
g. Maturity date | 2037-01-13 |
h. Coupon | 5.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,905,000.00 |
j. Value of collateral, to the nearest cent | $5,076,681.81 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ISRAEL (STATE OF) |
e. LEI | 213800T8ZHTFZIBYPE21 |
f. The CUSIP | 46514BRL3 |
g. Maturity date | 2034-03-12 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $500,000.00 |
j. Value of collateral, to the nearest cent | $498,353.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ISRAEL (STATE OF) |
e. LEI | 213800T8ZHTFZIBYPE21 |
f. The CUSIP | 46514BRM1 |
g. Maturity date | 2054-03-12 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $500,000.00 |
j. Value of collateral, to the nearest cent | $448,479.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INDONESIA (REPUBLIC OF) |
e. LEI | 529900FWX0GRR7WG5W79 |
f. The CUSIP | 455780CE4 |
g. Maturity date | 2048-01-11 |
h. Coupon | 4.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,185,000.00 |
j. Value of collateral, to the nearest cent | $986,057.26 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INDONESIA (REPUBLIC OF) |
e. LEI | 529900FWX0GRR7WG5W79 |
f. The CUSIP | 455780CQ7 |
g. Maturity date | 2030-02-14 |
h. Coupon | 2.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $700,000.00 |
j. Value of collateral, to the nearest cent | $652,821.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INDONESIA (REPUBLIC OF) |
e. LEI | 529900FWX0GRR7WG5W79 |
f. The CUSIP | 455780CY0 |
g. Maturity date | 2031-07-28 |
h. Coupon | 2.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $260,000.00 |
j. Value of collateral, to the nearest cent | $224,862.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INDONESIA (REPUBLIC OF) |
e. LEI | 529900FWX0GRR7WG5W79 |
f. The CUSIP | 455780DK9 |
g. Maturity date | 2052-03-31 |
h. Coupon | 4.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $160,335.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PERU (REPUBLIC OF) |
e. LEI | 254900STKLK2DBJJZ530 |
f. The CUSIP | 715638AU6 |
g. Maturity date | 2037-03-14 |
h. Coupon | 6.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $376,000.00 |
j. Value of collateral, to the nearest cent | $406,534.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PERU (REPUBLIC OF) |
e. LEI | 254900STKLK2DBJJZ530 |
f. The CUSIP | 715638BM3 |
g. Maturity date | 2050-11-18 |
h. Coupon | 5.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $206,000.00 |
j. Value of collateral, to the nearest cent | $192,038.35 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PERU (REPUBLIC OF) |
e. LEI | 254900STKLK2DBJJZ530 |
f. The CUSIP | 715638BU5 |
g. Maturity date | 2027-08-25 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $762,000.00 |
j. Value of collateral, to the nearest cent | $764,732.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PERU (REPUBLIC OF) |
e. LEI | 254900STKLK2DBJJZ530 |
f. The CUSIP | 715638DQ2 |
g. Maturity date | 2060-12-01 |
h. Coupon | 2.780000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,118,000.00 |
j. Value of collateral, to the nearest cent | $1,142,328.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PERU (REPUBLIC OF) |
e. LEI | 254900STKLK2DBJJZ530 |
f. The CUSIP | 715638DT6 |
g. Maturity date | 2051-03-10 |
h. Coupon | 3.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $260,000.00 |
j. Value of collateral, to the nearest cent | $176,511.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PERU (REPUBLIC OF) |
e. LEI | 254900STKLK2DBJJZ530 |
f. The CUSIP | 715638DW9 |
g. Maturity date | 2072-01-15 |
h. Coupon | 3.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $80,000.00 |
j. Value of collateral, to the nearest cent | $49,356.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PERU (REPUBLIC OF) |
e. LEI | 254900STKLK2DBJJZ530 |
f. The CUSIP | 715638EB4 |
g. Maturity date | 2035-02-08 |
h. Coupon | 5.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $215,000.00 |
j. Value of collateral, to the nearest cent | $215,230.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III |
e. LEI | 254900G208H6Q0L5B953 |
f. The CUSIP | 71567RAM8 |
g. Maturity date | 2029-02-20 |
h. Coupon | 4.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $201,994.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III |
e. LEI | 254900G208H6Q0L5B953 |
f. The CUSIP | 71567RAQ9 |
g. Maturity date | 2050-06-23 |
h. Coupon | 3.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $147,536.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III |
e. LEI | 254900G208H6Q0L5B953 |
f. The CUSIP | 71567RAR7 |
g. Maturity date | 2026-06-09 |
h. Coupon | 1.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,660,000.00 |
j. Value of collateral, to the nearest cent | $2,585,852.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III |
e. LEI | 254900G208H6Q0L5B953 |
f. The CUSIP | 71567RAS5 |
g. Maturity date | 2031-06-09 |
h. Coupon | 2.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $175,435.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III |
e. LEI | 254900G208H6Q0L5B953 |
f. The CUSIP | 71567RAV8 |
g. Maturity date | 2032-06-06 |
h. Coupon | 4.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $619,000.00 |
j. Value of collateral, to the nearest cent | $620,737.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III |
e. LEI | 254900G208H6Q0L5B953 |
f. The CUSIP | 71567RAY2 |
g. Maturity date | 2033-11-15 |
h. Coupon | 5.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $206,602.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PHILIPPINES (REPUBLIC OF) |
e. LEI | 529900RAHBALMYIJ3T08 |
f. The CUSIP | 718286BD8 |
g. Maturity date | 2032-01-15 |
h. Coupon | 6.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $255,000.00 |
j. Value of collateral, to the nearest cent | $281,388.99 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PHILIPPINES (REPUBLIC OF) |
e. LEI | 529900RAHBALMYIJ3T08 |
f. The CUSIP | 718286BG1 |
g. Maturity date | 2034-10-23 |
h. Coupon | 6.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $337,000.00 |
j. Value of collateral, to the nearest cent | $368,452.91 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PHILIPPINES (REPUBLIC OF) |
e. LEI | 529900RAHBALMYIJ3T08 |
f. The CUSIP | 718286BZ9 |
g. Maturity date | 2040-01-20 |
h. Coupon | 3.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,410,000.00 |
j. Value of collateral, to the nearest cent | $1,207,585.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PHILIPPINES (REPUBLIC OF) |
e. LEI | 529900RAHBALMYIJ3T08 |
f. The CUSIP | 718286CB1 |
g. Maturity date | 2042-02-02 |
h. Coupon | 3.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $220,000.00 |
j. Value of collateral, to the nearest cent | $173,854.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | POLAND (REPUBLIC OF) |
e. LEI | 259400R9L8QEP0TPXS31 |
f. The CUSIP | 731011AV4 |
g. Maturity date | 2033-10-04 |
h. Coupon | 4.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,326,000.00 |
j. Value of collateral, to the nearest cent | $1,307,374.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) |
e. LEI | 254900EGTWEU67VP6075 |
f. The CUSIP | 91086QAG3 |
g. Maturity date | 2031-08-15 |
h. Coupon | 8.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $315,000.00 |
j. Value of collateral, to the nearest cent | $375,514.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) |
e. LEI | 254900EGTWEU67VP6075 |
f. The CUSIP | 91086QAN8 |
g. Maturity date | 2033-04-08 |
h. Coupon | 7.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $424,000.00 |
j. Value of collateral, to the nearest cent | $467,813.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) |
e. LEI | 254900EGTWEU67VP6075 |
f. The CUSIP | 91086QAV0 |
g. Maturity date | 2040-01-11 |
h. Coupon | 6.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $190,091.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) |
e. LEI | 254900EGTWEU67VP6075 |
f. The CUSIP | 91086QBF4 |
g. Maturity date | 2046-01-23 |
h. Coupon | 4.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $147,983.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) |
e. LEI | 254900EGTWEU67VP6075 |
f. The CUSIP | 91087BAC4 |
g. Maturity date | 2027-03-28 |
h. Coupon | 4.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $850,000.00 |
j. Value of collateral, to the nearest cent | $845,577.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) |
e. LEI | 254900EGTWEU67VP6075 |
f. The CUSIP | 91087BAE0 |
g. Maturity date | 2028-01-11 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $300,000.00 |
j. Value of collateral, to the nearest cent | $297,323.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) |
e. LEI | 254900EGTWEU67VP6075 |
f. The CUSIP | 91087BAF7 |
g. Maturity date | 2029-04-22 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $700,000.00 |
j. Value of collateral, to the nearest cent | $686,805.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) |
e. LEI | 254900EGTWEU67VP6075 |
f. The CUSIP | 91087BAG5 |
g. Maturity date | 2050-01-31 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $500,000.00 |
j. Value of collateral, to the nearest cent | $354,575.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) |
e. LEI | 254900EGTWEU67VP6075 |
f. The CUSIP | 91087BAM2 |
g. Maturity date | 2031-05-24 |
h. Coupon | 2.659000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,867,000.00 |
j. Value of collateral, to the nearest cent | $1,585,536.99 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) |
e. LEI | 254900EGTWEU67VP6075 |
f. The CUSIP | 91087BAN0 |
g. Maturity date | 2061-05-24 |
h. Coupon | 3.771000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,463,000.00 |
j. Value of collateral, to the nearest cent | $3,623,342.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) |
e. LEI | 254900EGTWEU67VP6075 |
f. The CUSIP | 91087BAQ3 |
g. Maturity date | 2041-08-14 |
h. Coupon | 4.280000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,417,000.00 |
j. Value of collateral, to the nearest cent | $1,063,957.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) |
e. LEI | 254900EGTWEU67VP6075 |
f. The CUSIP | 91087BAV2 |
g. Maturity date | 2035-02-09 |
h. Coupon | 6.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $732,000.00 |
j. Value of collateral, to the nearest cent | $744,223.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) |
e. LEI | 254900EGTWEU67VP6075 |
f. The CUSIP | 91087BAX8 |
g. Maturity date | 2053-05-04 |
h. Coupon | 6.338000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $500,000.00 |
j. Value of collateral, to the nearest cent | $441,038.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ABU DHABI (EMIRATE OF) |
e. LEI | 213800FER4348CINTA77 |
f. The CUSIP | 29135LAR1 |
g. Maturity date | 2051-09-15 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $484,000.00 |
j. Value of collateral, to the nearest cent | $311,846.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MASSACHUSETTS ST HEALTH & EDL FACS AUTH |
e. LEI | 549300MV50RWQFTX5223 |
f. The CUSIP | 57585KGP7 |
g. Maturity date | 2049-11-01 |
h. Coupon | 2.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,390,000.00 |
j. Value of collateral, to the nearest cent | $867,717.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNIVERSITY WIS HOSPS & CLINICS AUTH |
e. LEI | 549300O76DW14JGO7224 |
f. The CUSIP | 915260CL5 |
g. Maturity date | 2048-04-01 |
h. Coupon | 2.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $17,840,000.00 |
j. Value of collateral, to the nearest cent | $13,733,617.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NEW YORK ST ENERGY RESH & DEV |
e. LEI | N/A |
f. The CUSIP | 64984EDD4 |
g. Maturity date | 2039-11-01 |
h. Coupon | 1.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,600,000.00 |
j. Value of collateral, to the nearest cent | $10,613,208.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS |
e. LEI | N/A |
f. The CUSIP | 46640KQ23 |
g. Maturity date | 2046-02-15 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $380,000.00 |
j. Value of collateral, to the nearest cent | $382,195.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OHIO HOUSING FINANCE AGENCY |
e. LEI | 549300K10X7VPG6JVX38 |
f. The CUSIP | 60700HQY8 |
g. Maturity date | 2058-02-01 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,400,000.00 |
j. Value of collateral, to the nearest cent | $3,412,188.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GREEN LAKE TWP MICH ECONOMIC DEV CORP |
e. LEI | N/A |
f. The CUSIP | 393096AB8 |
g. Maturity date | 2034-06-01 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $600,000.00 |
j. Value of collateral, to the nearest cent | $580,233.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NORTH CAROLINA EDL FACS FIN AGY |
e. LEI | N/A |
f. The CUSIP | 657903FG0 |
g. Maturity date | 2027-06-01 |
h. Coupon | 1.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $950,000.00 |
j. Value of collateral, to the nearest cent | $575,947.15 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SHELBY CNTY HLTH & ED VILLAGE AT GERMANTOWN |
e. LEI | N/A |
f. The CUSIP | 821697K99 |
g. Maturity date | 2042-06-01 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,785,000.00 |
j. Value of collateral, to the nearest cent | $1,323,969.69 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.55%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $163,000,000.00 |
b. Excluding the value of any sponsor support: | $163,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.21%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | JP MORGAN SECURITIES LLC |
| Item C.2. The title of the issue | TRI-PARTY J.P. MORGAN SECURITIES LLC 4.530000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | ZBUT11V806EZRVTWT807 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0000782124 |
c. The RSSD ID; or | |
d. Other unique identifier | BRYEXKY96 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | FLORIDA ST BRD ED |
e. LEI | N/A |
f. The CUSIP | 34153QKS4 |
g. Maturity date | 2031-06-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $25,000.00 |
j. Value of collateral, to the nearest cent | $26,491.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | DEER PARK TEX |
e. LEI | N/A |
f. The CUSIP | 244111EZ9 |
g. Maturity date | 2036-03-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,000.00 |
j. Value of collateral, to the nearest cent | $11,144.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | DEER PARK TEX |
e. LEI | N/A |
f. The CUSIP | 244111FA3 |
g. Maturity date | 2037-03-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $280,000.00 |
j. Value of collateral, to the nearest cent | $309,299.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | DENVER COLO CITY & CNTY SCH DIST NO 1 |
e. LEI | N/A |
f. The CUSIP | 249174ZG1 |
g. Maturity date | 2026-12-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,050,000.00 |
j. Value of collateral, to the nearest cent | $1,101,383.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | DISTRICT OF COLUMBIA (WASHINGTON DC) |
e. LEI | 549300HWFOZXPKGOX654 |
f. The CUSIP | 25476FXV5 |
g. Maturity date | 2044-10-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $380,000.00 |
j. Value of collateral, to the nearest cent | $387,189.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | DOWNEY CALIF UNI SCH DIST |
e. LEI | N/A |
f. The CUSIP | 261005PJ5 |
g. Maturity date | 2042-08-01 |
h. Coupon | 3.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $355,000.00 |
j. Value of collateral, to the nearest cent | $314,726.19 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | TEXAS TRANSPORTATION COMMISSION |
e. LEI | 5493006JSGNPGVJS7691 |
f. The CUSIP | 882830BX9 |
g. Maturity date | 2037-04-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $55,000.00 |
j. Value of collateral, to the nearest cent | $60,553.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | FAIRFAX CNTY VA |
e. LEI | N/A |
f. The CUSIP | 30382AMQ2 |
g. Maturity date | 2032-10-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $20,000.00 |
j. Value of collateral, to the nearest cent | $22,591.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | CALIFORNIA EDUCATIONAL FACILITIES AUTHORITY |
e. LEI | N/A |
f. The CUSIP | 130179ND2 |
g. Maturity date | 2042-04-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,825,000.00 |
j. Value of collateral, to the nearest cent | $3,934,641.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | CALIFORNIA SCH FIN AUTH |
e. LEI | N/A |
f. The CUSIP | 13059TGS2 |
g. Maturity date | 2025-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $210,000.00 |
j. Value of collateral, to the nearest cent | $214,448.73 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | CALIFORNIA (STATE OF) |
e. LEI | N/A |
f. The CUSIP | 13063D5P9 |
g. Maturity date | 2031-09-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $25,000.00 |
j. Value of collateral, to the nearest cent | $28,206.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | CALIFORNIA (STATE OF) |
e. LEI | N/A |
f. The CUSIP | 13063EBG0 |
g. Maturity date | 2035-09-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $25,000.00 |
j. Value of collateral, to the nearest cent | $28,284.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MISSOURI JT MUN ELEC UTIL COMMN |
e. LEI | N/A |
f. The CUSIP | 606092QE7 |
g. Maturity date | 2034-12-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $56,340.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MINNEAPOLIS & ST PAUL MINN MET ARPTS COMMN |
e. LEI | N/A |
f. The CUSIP | 603827Q58 |
g. Maturity date | 2042-01-01 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,940,000.00 |
j. Value of collateral, to the nearest cent | $2,041,305.18 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | CHICAGO (CITY OF) |
e. LEI | T5UYO5SYLC8K73MJQX30 |
f. The CUSIP | 167727XA9 |
g. Maturity date | 2040-01-01 |
h. Coupon | 6.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,020,000.00 |
j. Value of collateral, to the nearest cent | $1,139,440.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | CHICAGO (CITY OF) |
e. LEI | T5UYO5SYLC8K73MJQX30 |
f. The CUSIP | 167736K55 |
g. Maturity date | 2027-11-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $355,000.00 |
j. Value of collateral, to the nearest cent | $370,590.81 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | CHESTER CNTY PA |
e. LEI | N/A |
f. The CUSIP | 165573Y67 |
g. Maturity date | 2040-07-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $55,000.00 |
j. Value of collateral, to the nearest cent | $59,510.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | IDAHO HOUSING AND FINANCE ASSOCIATION |
e. LEI | 5493002WM3NYB1LQB744 |
f. The CUSIP | 45130ABH7 |
g. Maturity date | 2034-08-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,500,000.00 |
j. Value of collateral, to the nearest cent | $1,700,195.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | WASHINGTON (STATE OF) |
e. LEI | 549300X3TODFMUKLQ364 |
f. The CUSIP | 93974EDZ6 |
g. Maturity date | 2027-02-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $25,000.00 |
j. Value of collateral, to the nearest cent | $26,306.19 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | WASHINGTON (STATE OF) |
e. LEI | 549300X3TODFMUKLQ364 |
f. The CUSIP | 93974EZG4 |
g. Maturity date | 2047-02-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $115,000.00 |
j. Value of collateral, to the nearest cent | $119,960.84 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | WASHOE CNTY NEV |
e. LEI | N/A |
f. The CUSIP | 940839CU5 |
g. Maturity date | 2032-02-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $80,000.00 |
j. Value of collateral, to the nearest cent | $86,124.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | WASHOE CNTY NEV SCH DIST |
e. LEI | N/A |
f. The CUSIP | 940859BQ3 |
g. Maturity date | 2040-10-01 |
h. Coupon | 3.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $41,563.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | SALT RIVER PROJECT AGRICULTURAL IMPROVEMENT & POWER DISTRIC |
e. LEI | SHB8HO6GKXJ83RX5OV39 |
f. The CUSIP | 79574CBU6 |
g. Maturity date | 2029-01-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $52,548.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | SAN DIEGO CALIF PUB FACS FING AUTH |
e. LEI | N/A |
f. The CUSIP | 79730ALL0 |
g. Maturity date | 2036-05-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $80,000.00 |
j. Value of collateral, to the nearest cent | $91,001.07 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | CLARK COUNTY OF (NEVADA) |
e. LEI | N/A |
f. The CUSIP | 181000QZ6 |
g. Maturity date | 2030-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $15,000.00 |
j. Value of collateral, to the nearest cent | $16,703.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | KING CNTY WASH |
e. LEI | N/A |
f. The CUSIP | 495290GE2 |
g. Maturity date | 2036-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $90,000.00 |
j. Value of collateral, to the nearest cent | $102,095.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | CONNECTICUT (STATE OF) |
e. LEI | 5493007GRO6CU0IKP741 |
f. The CUSIP | 20772J3U4 |
g. Maturity date | 2025-10-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $25,000.00 |
j. Value of collateral, to the nearest cent | $25,341.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | KING CNTY WASH |
e. LEI | N/A |
f. The CUSIP | 49474FPG9 |
g. Maturity date | 2033-12-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $20,000.00 |
j. Value of collateral, to the nearest cent | $20,407.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | COLORADO SPRINGS COLO |
e. LEI | 2549003N3PXBHQH2V448 |
f. The CUSIP | 1966325K5 |
g. Maturity date | 2034-11-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $150,000.00 |
j. Value of collateral, to the nearest cent | $168,693.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | COLUMBIA FACILITIES CORPORATION INSTALLMENT |
e. LEI | N/A |
f. The CUSIP | 198436AQ0 |
g. Maturity date | 2041-06-01 |
h. Coupon | 2.961000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000,000.00 |
j. Value of collateral, to the nearest cent | $741,952.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | COMAL TEX INDPT SCH DIST |
e. LEI | N/A |
f. The CUSIP | 1998207R6 |
g. Maturity date | 2032-02-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $140,000.00 |
j. Value of collateral, to the nearest cent | $157,984.87 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | TROY UNIV ALA FACS REV |
e. LEI | N/A |
f. The CUSIP | 897745CN3 |
g. Maturity date | 2027-11-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,115,000.00 |
j. Value of collateral, to the nearest cent | $2,221,485.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | ORLANDO FLA UTILS COMMN |
e. LEI | 549300EJR7JVMRXL5D66 |
f. The CUSIP | 686507NN0 |
g. Maturity date | 2035-10-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $56,510.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | PENNSYLVANIA (COMMONWEALTH OF) |
e. LEI | 549300WICSGUHKHF1T85 |
f. The CUSIP | 70914PXV9 |
g. Maturity date | 2026-08-15 |
h. Coupon | 3.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $50,493.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | PENNSYLVANIA HIGHER EDUCATION FACILITIES AUTHORITY |
e. LEI | N/A |
f. The CUSIP | 70917TNP2 |
g. Maturity date | 2028-06-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $15,000.00 |
j. Value of collateral, to the nearest cent | $15,601.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | ENERGY NORTHWEST |
e. LEI | N/A |
f. The CUSIP | 29270C4M4 |
g. Maturity date | 2026-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $175,000.00 |
j. Value of collateral, to the nearest cent | $182,543.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MANATEE CNTY FLA SCH BRD |
e. LEI | N/A |
f. The CUSIP | 56185NGE2 |
g. Maturity date | 2033-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $60,000.00 |
j. Value of collateral, to the nearest cent | $68,046.87 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MARYLAND (STATE OF) |
e. LEI | N/A |
f. The CUSIP | 574193TF5 |
g. Maturity date | 2032-08-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $40,000.00 |
j. Value of collateral, to the nearest cent | $44,179.91 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MARYLAND ST TRANSN AUTH |
e. LEI | 254900MKNK0MO0Z4X426 |
f. The CUSIP | 574300MY2 |
g. Maturity date | 2030-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $55,000.00 |
j. Value of collateral, to the nearest cent | $61,325.24 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MASSACHUSETTS DEPARTMENT OF TRANSPORTATION |
e. LEI | 549300CGDCL8XZK3KN03 |
f. The CUSIP | 57563CDG4 |
g. Maturity date | 2028-01-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $53,785.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MELISSA TEX INDPT SCH DIST |
e. LEI | N/A |
f. The CUSIP | 585488RL5 |
g. Maturity date | 2046-08-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $91,693.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MEMPHIS-SHELBY CNTY TENN INDL DEV BRD |
e. LEI | N/A |
f. The CUSIP | 58612HAQ3 |
g. Maturity date | 2041-12-01 |
h. Coupon | 2.907000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,500,000.00 |
j. Value of collateral, to the nearest cent | $1,853,010.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MASSACHUSETTS ST DEV FIN AGY |
e. LEI | 549300UZSVMFXJK08K70 |
f. The CUSIP | 57584YR35 |
g. Maturity date | 2032-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $70,000.00 |
j. Value of collateral, to the nearest cent | $77,895.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | NEVADA HSG DIV SINGLE FAMILY MTG R |
e. LEI | N/A |
f. The CUSIP | 641279D43 |
g. Maturity date | 2037-10-01 |
h. Coupon | 3.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $240,000.00 |
j. Value of collateral, to the nearest cent | $230,035.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | DORMITORY AUTHORITY OF STATE OF NEW YORK |
e. LEI | 549300C8XO7EXTX2XU71 |
f. The CUSIP | 65000BD96 |
g. Maturity date | 2033-10-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,500,000.00 |
j. Value of collateral, to the nearest cent | $9,706,442.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | GEISINGER AUTH PA |
e. LEI | N/A |
f. The CUSIP | 368497JY0 |
g. Maturity date | 2043-04-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000.00 |
j. Value of collateral, to the nearest cent | $5,342.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | GOLDEN STATE TOBACCO SECURITIZATION CORP |
e. LEI | N/A |
f. The CUSIP | 38122NB27 |
g. Maturity date | 2028-06-01 |
h. Coupon | 2.086000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000,000.00 |
j. Value of collateral, to the nearest cent | $4,702,010.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | ILLINOIS FINANCE AUTHORITY |
e. LEI | 549300ZG6UBPNNNRN315 |
f. The CUSIP | 45204FXB6 |
g. Maturity date | 2036-04-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $155,000.00 |
j. Value of collateral, to the nearest cent | $173,360.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | VANCOUVER WASH HSG AUTH |
e. LEI | N/A |
f. The CUSIP | 921626PU5 |
g. Maturity date | 2038-02-01 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,140,000.00 |
j. Value of collateral, to the nearest cent | $2,063,102.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | AUSTIN TX (CITY OF) |
e. LEI | IW10PQVTU7HKS3JMW253 |
f. The CUSIP | 052414VG1 |
g. Maturity date | 2034-11-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $30,000.00 |
j. Value of collateral, to the nearest cent | $33,318.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | AUSTIN TEX INDPT SCH DIST |
e. LEI | N/A |
f. The CUSIP | 052430VT9 |
g. Maturity date | 2034-08-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $25,000.00 |
j. Value of collateral, to the nearest cent | $28,204.19 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | AUSTIN TEX INDPT SCH DIST |
e. LEI | N/A |
f. The CUSIP | 052430WM3 |
g. Maturity date | 2032-08-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $40,000.00 |
j. Value of collateral, to the nearest cent | $45,396.71 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | AUSTIN TX (CITY OF) |
e. LEI | IW10PQVTU7HKS3JMW253 |
f. The CUSIP | 052477YK6 |
g. Maturity date | 2038-11-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000,000.00 |
j. Value of collateral, to the nearest cent | $1,083,383.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | UNIVERSITY OF CALIFORNIA |
e. LEI | N/A |
f. The CUSIP | 91412HNP4 |
g. Maturity date | 2033-05-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $35,000.00 |
j. Value of collateral, to the nearest cent | $39,631.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | UNIVERSITY OF CALIFORNIA |
e. LEI | N/A |
f. The CUSIP | 91412HSK0 |
g. Maturity date | 2033-05-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $65,000.00 |
j. Value of collateral, to the nearest cent | $73,601.02 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | UNIVERSITY OF CALIFORNIA |
e. LEI | N/A |
f. The CUSIP | 91412HSM6 |
g. Maturity date | 2035-05-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $17,265,000.00 |
j. Value of collateral, to the nearest cent | $19,401,083.35 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | PRIVATE COLLEGES & UNIVS AUTH GA |
e. LEI | N/A |
f. The CUSIP | 74265L2X5 |
g. Maturity date | 2032-09-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $710,000.00 |
j. Value of collateral, to the nearest cent | $803,365.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | VIRGINIA COMWLTH TRANSN BRD |
e. LEI | N/A |
f. The CUSIP | 927793Z44 |
g. Maturity date | 2038-05-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $135,000.00 |
j. Value of collateral, to the nearest cent | $148,138.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | VIRGINIA ST PUB BLDG AUTH |
e. LEI | N/A |
f. The CUSIP | 928173AH6 |
g. Maturity date | 2030-08-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $20,000.00 |
j. Value of collateral, to the nearest cent | $22,310.36 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | GARLAND TEX INDPT SCH DIST |
e. LEI | N/A |
f. The CUSIP | 366155Z77 |
g. Maturity date | 2038-02-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $390,000.00 |
j. Value of collateral, to the nearest cent | $426,630.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | SEGUIN TEX |
e. LEI | N/A |
f. The CUSIP | 815832E48 |
g. Maturity date | 2059-09-01 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $70,000.00 |
j. Value of collateral, to the nearest cent | $75,287.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | SEMINOLE CNTY FLA |
e. LEI | N/A |
f. The CUSIP | 816705JL2 |
g. Maturity date | 2036-10-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,155,000.00 |
j. Value of collateral, to the nearest cent | $6,080,374.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | SOUTH CAROLINA PUBLIC SERVICE AUTHORITY |
e. LEI | EMBXY64GWKA9MZGFUD26 |
f. The CUSIP | 8371514Y2 |
g. Maturity date | 2054-12-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $500,000.00 |
j. Value of collateral, to the nearest cent | $512,795.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | SOUTHERN CALIFORNIA PUBLIC POWER AUTHORITY |
e. LEI | 5493003B5TD5FWUKMD34 |
f. The CUSIP | 84247PNQ0 |
g. Maturity date | 2035-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $35,000.00 |
j. Value of collateral, to the nearest cent | $38,920.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | BEAVERTON ORE |
e. LEI | N/A |
f. The CUSIP | 075554AM7 |
g. Maturity date | 2032-06-01 |
h. Coupon | 2.376000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $500,000.00 |
j. Value of collateral, to the nearest cent | $437,637.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | BEDFORD CNTY TENN |
e. LEI | N/A |
f. The CUSIP | 076077RD0 |
g. Maturity date | 2029-06-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $110,322.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MIDLAND TEX INDPT SCH DIST |
e. LEI | N/A |
f. The CUSIP | 5977832W8 |
g. Maturity date | 2036-02-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $95,000.00 |
j. Value of collateral, to the nearest cent | $105,674.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MIAMI-DADE CNTY FLA EDL FACS AUTH |
e. LEI | N/A |
f. The CUSIP | 59333APK1 |
g. Maturity date | 2037-04-01 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $60,000.00 |
j. Value of collateral, to the nearest cent | $66,492.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MICHIGAN ST TRUNK LINE |
e. LEI | N/A |
f. The CUSIP | 5946954E5 |
g. Maturity date | 2036-11-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,270,000.00 |
j. Value of collateral, to the nearest cent | $6,892,381.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MICHIGAN (STATE OF) |
e. LEI | N/A |
f. The CUSIP | 594695Z35 |
g. Maturity date | 2030-11-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $70,000.00 |
j. Value of collateral, to the nearest cent | $77,563.73 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | OHIO ST WTR DEV AUTH |
e. LEI | 549300QMBH1DMY67FZ74 |
f. The CUSIP | 67766WR53 |
g. Maturity date | 2033-12-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $55,000.00 |
j. Value of collateral, to the nearest cent | $64,034.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | METROPOLITAN ST LOUIS MO SWR DIST |
e. LEI | N/A |
f. The CUSIP | 592481CA1 |
g. Maturity date | 2039-05-01 |
h. Coupon | 5.856000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,075,000.00 |
j. Value of collateral, to the nearest cent | $3,160,169.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | LOS ANGELES CALIF DEPARTMENT OF WATER & POWER |
e. LEI | 549300S8NXV6YU61GG95 |
f. The CUSIP | 5444952G8 |
g. Maturity date | 2031-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $230,000.00 |
j. Value of collateral, to the nearest cent | $239,019.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | LOS ANGELES CALIF DEPARTMENT OF WATER & POWER |
e. LEI | 549300S8NXV6YU61GG95 |
f. The CUSIP | 544532AZ7 |
g. Maturity date | 2027-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000.00 |
j. Value of collateral, to the nearest cent | $5,257.27 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | LOS ANGELES CALIF DEPARTMENT OF WATER & POWER |
e. LEI | 549300S8NXV6YU61GG95 |
f. The CUSIP | 544532CD4 |
g. Maturity date | 2033-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,000.00 |
j. Value of collateral, to the nearest cent | $10,852.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | LOS ANGELES CALIF DEPARTMENT OF WATER & POWER |
e. LEI | 549300S8NXV6YU61GG95 |
f. The CUSIP | 544532MF8 |
g. Maturity date | 2033-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $410,000.00 |
j. Value of collateral, to the nearest cent | $455,151.02 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | LOS ANGELES CALIF MUN IMPT CORP |
e. LEI | 549300ZJ0YLTZNSR8F57 |
f. The CUSIP | 544587H35 |
g. Maturity date | 2033-11-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,700,000.00 |
j. Value of collateral, to the nearest cent | $3,668,521.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | LUBBOCK TEX |
e. LEI | 549300I1QTL3QZV4BX74 |
f. The CUSIP | 549233BR4 |
g. Maturity date | 2039-02-15 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $84,151.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | CYPRESS-FAIRBANKS TEX INDPT SCH DIST |
e. LEI | N/A |
f. The CUSIP | 232769KR9 |
g. Maturity date | 2036-02-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $110,736.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | TARRANT CNTY TEX CULTURAL ED FACS FIN CORP |
e. LEI | 549300ROY505NVTMMI25 |
f. The CUSIP | 87638QPN3 |
g. Maturity date | 2036-11-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $120,000.00 |
j. Value of collateral, to the nearest cent | $118,668.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MASSACHUSETTS ST DEV FIN AGY |
e. LEI | 549300UZSVMFXJK08K70 |
f. The CUSIP | 57583RWB7 |
g. Maturity date | 2042-10-01 |
h. Coupon | 2.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $400,000.00 |
j. Value of collateral, to the nearest cent | $400,407.81 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | IOWA FINANCE AUTHORITY |
e. LEI | 549300NQVL49BTHOW391 |
f. The CUSIP | 46246K5H1 |
g. Maturity date | 2041-02-15 |
h. Coupon | 2.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $65,969.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NEW YORK CITY TRANSITIONAL FIN AUTH |
e. LEI | 5493003476LG35QAKM08 |
f. The CUSIP | 64971XFY9 |
g. Maturity date | 2045-08-01 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $755,000.00 |
j. Value of collateral, to the nearest cent | $755,997.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS |
e. LEI | N/A |
f. The CUSIP | 46640KQ64 |
g. Maturity date | 2054-08-15 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,475,000.00 |
j. Value of collateral, to the nearest cent | $2,491,445.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WEST PALM BEACH FLA |
e. LEI | 549300N3DHFUWWUMCW69 |
f. The CUSIP | 955121LY2 |
g. Maturity date | 2038-10-01 |
h. Coupon | 1.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $112,823.97 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RED RIVER ED FIN CORP TEX |
e. LEI | N/A |
f. The CUSIP | 756872CH8 |
g. Maturity date | 2030-03-01 |
h. Coupon | 1.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $60,089.42 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TEXAS (STATE OF) |
e. LEI | 549300X9CH74QB747L76 |
f. The CUSIP | 882724QQ3 |
g. Maturity date | 2050-12-01 |
h. Coupon | 1.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $140,000.00 |
j. Value of collateral, to the nearest cent | $99,554.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ILLINOIS FINANCE AUTHORITY |
e. LEI | 549300ZG6UBPNNNRN315 |
f. The CUSIP | 45200BVD7 |
g. Maturity date | 2035-08-01 |
h. Coupon | 1.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $175,000.00 |
j. Value of collateral, to the nearest cent | $46,703.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TENDER OPT BD TR RCPTS / CTFS |
e. LEI | N/A |
f. The CUSIP | 88035EE90 |
g. Maturity date | 2042-07-01 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,665,000.00 |
j. Value of collateral, to the nearest cent | $3,718,091.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TENDER OPT BD TR RCPTS / CTFS |
e. LEI | N/A |
f. The CUSIP | 88035JFU1 |
g. Maturity date | 2058-12-01 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,500,000.00 |
j. Value of collateral, to the nearest cent | $3,536,546.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TENDER OPT BD TR RCPTS / CTFS |
e. LEI | N/A |
f. The CUSIP | 88035M2K0 |
g. Maturity date | 2054-10-01 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,160,000.00 |
j. Value of collateral, to the nearest cent | $8,160,087.43 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TENDER OPT BD TR RCPTS / CTFS |
e. LEI | N/A |
f. The CUSIP | 88035M2M6 |
g. Maturity date | 2055-10-01 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,000,000.00 |
j. Value of collateral, to the nearest cent | $8,019,885.71 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.53%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $100,000,000.00 |
b. Excluding the value of any sponsor support: | $100,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BARCLAYS BANK PLC |
| Item C.2. The title of the issue | TRI-PARTY BARCLAYS BANK PLC 4.560000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | G5GSEF7VJP5I7OUK5573 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001042452 |
c. The RSSD ID; or | |
d. Other unique identifier | BRYFAV1M1 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | FREMF 2022-K148 MRTG TR X2-A 20590825 0.10000 |
e. LEI | N/A |
f. The CUSIP | 30328MAN3 |
g. Maturity date | 2059-08-25 |
h. Coupon | 0.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $999,316,000.00 |
j. Value of collateral, to the nearest cent | $5,499,597.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GSAA HEQ TR 2006-1 A-4 20360125 FLT |
e. LEI | N/A |
f. The CUSIP | 3623412X6 |
g. Maturity date | 2036-01-25 |
h. Coupon | 5.199200 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,606,000.00 |
j. Value of collateral, to the nearest cent | $523,143.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BARCLAYS MTG LN TR 2022-INV1 A-2 20620225 FLT |
e. LEI | N/A |
f. The CUSIP | 06744YAB9 |
g. Maturity date | 2062-02-25 |
h. Coupon | 4.530000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,510,000.00 |
j. Value of collateral, to the nearest cent | $1,058,466.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BARCLAYS MTG LN TR 2022-INV1 A-3 20620225 FLT |
e. LEI | N/A |
f. The CUSIP | 06744YAC7 |
g. Maturity date | 2062-02-25 |
h. Coupon | 4.530000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,002,000.00 |
j. Value of collateral, to the nearest cent | $1,395,511.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SEQUOIA MORTGAGE TR 2024-INV1 A-IO2 20541025 FLT |
e. LEI | N/A |
f. The CUSIP | 816939BC5 |
g. Maturity date | 2054-10-25 |
h. Coupon | 1.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $51,333,253.00 |
j. Value of collateral, to the nearest cent | $1,190,910.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK5 2024-5YR5 X-A 20570216 FLT |
e. LEI | N/A |
f. The CUSIP | 065931BE6 |
g. Maturity date | 2057-02-16 |
h. Coupon | 1.309226 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $55,370,476.00 |
j. Value of collateral, to the nearest cent | $1,999,124.81 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK5 2024-5YR10 X-A 20571017 FLT |
e. LEI | N/A |
f. The CUSIP | 06604AAH7 |
g. Maturity date | 2057-10-17 |
h. Coupon | 1.189895 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $120,844,018.00 |
j. Value of collateral, to the nearest cent | $5,550,392.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK5 2024-5YR12 X-D 20571217 FLT |
e. LEI | N/A |
f. The CUSIP | 06644XAA4 |
g. Maturity date | 2057-12-17 |
h. Coupon | 2.302634 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $28,088,000.00 |
j. Value of collateral, to the nearest cent | $2,309,589.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BENCHMARK MORTGAGE TR 2024-12 X-A 20571217 FLT |
e. LEI | N/A |
f. The CUSIP | 081915AC4 |
g. Maturity date | 2057-12-17 |
h. Coupon | 0.846808 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $41,403,000.00 |
j. Value of collateral, to the nearest cent | $1,442,981.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BENCHMARK MTG TR 2024-V11 X-A 20571119 FLT |
e. LEI | N/A |
f. The CUSIP | 081921BA5 |
g. Maturity date | 2057-11-19 |
h. Coupon | 0.560257 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $134,255,000.00 |
j. Value of collateral, to the nearest cent | $3,149,127.97 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BENCHMARK MORTGAGE TR 2020-IG2 X-A 20480917 FLT |
e. LEI | N/A |
f. The CUSIP | 08162NAF3 |
g. Maturity date | 2048-09-17 |
h. Coupon | 0.826119 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,984,272.00 |
j. Value of collateral, to the nearest cent | $56,331.31 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BENCHMARK MTG TR 2018-B8 X-A 20520118 FLT |
e. LEI | N/A |
f. The CUSIP | 08162UAY6 |
g. Maturity date | 2052-01-18 |
h. Coupon | 0.619234 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $36,047,000.00 |
j. Value of collateral, to the nearest cent | $572,024.41 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OBX TRUST 2023-NQM8 A-1 20630925 FLT |
e. LEI | N/A |
f. The CUSIP | 67118CAA9 |
g. Maturity date | 2063-09-25 |
h. Coupon | 7.045000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $13,507,407.00 |
j. Value of collateral, to the nearest cent | $9,611,140.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PMT LOAN TR 2024-INV1 A-X1 20591025 FLT |
e. LEI | N/A |
f. The CUSIP | 73015BBK0 |
g. Maturity date | 2059-10-25 |
h. Coupon | 0.317725 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $229,000,000.00 |
j. Value of collateral, to the nearest cent | $1,639,935.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BBCMS TR 2017-C1 X-A 20500217 FLT |
e. LEI | N/A |
f. The CUSIP | 07332VBJ3 |
g. Maturity date | 2050-02-17 |
h. Coupon | 1.442314 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $62,590,000.00 |
j. Value of collateral, to the nearest cent | $879,904.07 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BDS LTD 2022-FL12 A 20380819 FLT |
e. LEI | N/A |
f. The CUSIP | 07336CAA1 |
g. Maturity date | 2038-08-19 |
h. Coupon | 6.460880 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,970,000.00 |
j. Value of collateral, to the nearest cent | $2,756,714.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OBX TRUST 2021-J3 A-X-1 20511025 FLT |
e. LEI | N/A |
f. The CUSIP | 67448XBA3 |
g. Maturity date | 2051-10-25 |
h. Coupon | 0.367839 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $160,231,414.00 |
j. Value of collateral, to the nearest cent | $2,668,426.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OBX TR 2025-NQM3 A-2 20641225 FLT |
e. LEI | N/A |
f. The CUSIP | 67448YAD6 |
g. Maturity date | 2064-12-25 |
h. Coupon | 5.851000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,603,000.00 |
j. Value of collateral, to the nearest cent | $1,558,382.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AG TRUST 2024-NLP A 20410815 FLT |
e. LEI | N/A |
f. The CUSIP | 00792MAA1 |
g. Maturity date | 2041-08-15 |
h. Coupon | 6.344350 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,500,000.00 |
j. Value of collateral, to the nearest cent | $3,573,163.74 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AJAX MTG LN TR 2023-A A-3 20620725 2.50000 |
e. LEI | N/A |
f. The CUSIP | 009692AC8 |
g. Maturity date | 2062-07-25 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $174,650.00 |
j. Value of collateral, to the nearest cent | $149,213.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AJAX MTG LN TR 2023-C A-2 20630525 3.00000 |
e. LEI | N/A |
f. The CUSIP | 009926AB2 |
g. Maturity date | 2063-05-25 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $382,469.00 |
j. Value of collateral, to the nearest cent | $333,664.68 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WMRK COML MTG TR 2022-WMRK A 20351115 FLT |
e. LEI | N/A |
f. The CUSIP | 929342AA1 |
g. Maturity date | 2035-11-15 |
h. Coupon | 7.117710 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,251,283.00 |
j. Value of collateral, to the nearest cent | $1,254,993.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HUNDRED ACRE WD TR 2021-INV2 AX1 20511025 FLT |
e. LEI | N/A |
f. The CUSIP | 44555PBJ9 |
g. Maturity date | 2051-10-25 |
h. Coupon | 0.293129 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $216,993,425.00 |
j. Value of collateral, to the nearest cent | $2,637,773.48 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SLG OFFICE TRUST 2021-OVA X 20410717 FLT |
e. LEI | N/A |
f. The CUSIP | 78449RAC9 |
g. Maturity date | 2041-07-17 |
h. Coupon | 0.257999 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $180,011,850.00 |
j. Value of collateral, to the nearest cent | $2,268,839.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SWCH COMM MTG TR 2025-DATA A 20420218 FLT |
e. LEI | N/A |
f. The CUSIP | 78489CAA7 |
g. Maturity date | 2042-02-18 |
h. Coupon | 5.771610 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $209,000.00 |
j. Value of collateral, to the nearest cent | $207,673.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SWCH COMM MTG TR 2025-DATA D 20420218 FLT |
e. LEI | N/A |
f. The CUSIP | 78489CAD1 |
g. Maturity date | 2042-02-18 |
h. Coupon | 6.969930 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,222,000.00 |
j. Value of collateral, to the nearest cent | $3,195,109.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RESIDENTIAL ASSET SEC 2007-A5 1-A-4 20370525 FLT |
e. LEI | N/A |
f. The CUSIP | 76114HAD7 |
g. Maturity date | 2037-05-25 |
h. Coupon | 1.660800 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $31,915,000.00 |
j. Value of collateral, to the nearest cent | $572,193.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RCKT MORTGAGE TRUST 2021-5 A-X-1 20511125 FLT |
e. LEI | N/A |
f. The CUSIP | 749384BA0 |
g. Maturity date | 2051-11-25 |
h. Coupon | 0.219508 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $441,454,681.00 |
j. Value of collateral, to the nearest cent | $4,435,683.19 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FIVE 2023-V1 MTG TR 2023-V1 X-A 20560211 FLT |
e. LEI | N/A |
f. The CUSIP | 337964AD2 |
g. Maturity date | 2056-02-11 |
h. Coupon | 0.674699 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $82,925,000.00 |
j. Value of collateral, to the nearest cent | $1,228,962.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WELLSFRG MRT BCK SEC TR 2021-2 A-IO1 20510625 FLT |
e. LEI | N/A |
f. The CUSIP | 949798AW2 |
g. Maturity date | 2051-06-25 |
h. Coupon | 0.288852 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $303,295,000.00 |
j. Value of collateral, to the nearest cent | $3,899,768.36 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WELLSFRG MRT BCK SEC TR 2021-2 A-IO2 20510625 FLT |
e. LEI | N/A |
f. The CUSIP | 949798AX0 |
g. Maturity date | 2051-06-25 |
h. Coupon | 0.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $16,227,000.00 |
j. Value of collateral, to the nearest cent | $390,654.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WELLS FRG MRT BCK TR 2022-2 A-IO2 20511225 FLT |
e. LEI | N/A |
f. The CUSIP | 949930AX9 |
g. Maturity date | 2051-12-25 |
h. Coupon | 0.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $57,532,000.00 |
j. Value of collateral, to the nearest cent | $1,515,065.07 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WELLS FARGO MBS TR 2021-INV1 A-IO1 20510825 FLT |
e. LEI | N/A |
f. The CUSIP | 95003KAW2 |
g. Maturity date | 2051-08-25 |
h. Coupon | 0.309042 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $256,496,099.00 |
j. Value of collateral, to the nearest cent | $3,258,901.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMM MORTGAGE TRUST 2019-521F A 20340615 FLT |
e. LEI | N/A |
f. The CUSIP | 20048GAA4 |
g. Maturity date | 2034-06-15 |
h. Coupon | 5.376010 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,053,074.00 |
j. Value of collateral, to the nearest cent | $1,957,265.26 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BMO MTG TR 2024-5C7 X-A 20571119 FLT |
e. LEI | N/A |
f. The CUSIP | 09660WAV3 |
g. Maturity date | 2057-11-19 |
h. Coupon | 0.930910 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $88,339,408.00 |
j. Value of collateral, to the nearest cent | $3,323,819.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP COML MTG TR 2017-C4 X-A 20501014 FLT |
e. LEI | N/A |
f. The CUSIP | 17326FAF4 |
g. Maturity date | 2050-10-14 |
h. Coupon | 0.977274 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $43,124,764.00 |
j. Value of collateral, to the nearest cent | $651,145.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMCC COML MTG SEC TR 2017-JP7 X-A 20500916 FLT |
e. LEI | N/A |
f. The CUSIP | 465968AG0 |
g. Maturity date | 2050-09-16 |
h. Coupon | 1.018122 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $51,204,841.00 |
j. Value of collateral, to the nearest cent | $611,787.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BSREP COMM MTG TR 2021-DC B 20380816 FLT |
e. LEI | N/A |
f. The CUSIP | 05591UAC1 |
g. Maturity date | 2038-08-16 |
h. Coupon | 5.793480 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,505,000.00 |
j. Value of collateral, to the nearest cent | $1,170,845.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BMO MTG TR 2024-5C5 X-A 20570817 FLT |
e. LEI | N/A |
f. The CUSIP | 05593RAD4 |
g. Maturity date | 2057-08-17 |
h. Coupon | 1.159678 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $62,628,000.00 |
j. Value of collateral, to the nearest cent | $2,635,447.71 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BFLD TRUST 2021-FPM D 20380615 FLT |
e. LEI | N/A |
f. The CUSIP | 05554BAL8 |
g. Maturity date | 2038-06-15 |
h. Coupon | 9.093480 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,457,000.00 |
j. Value of collateral, to the nearest cent | $1,463,674.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | J P MORGAN MTG TR 2024-8 A-3-X 20550125 FLT |
e. LEI | N/A |
f. The CUSIP | 46658GAC6 |
g. Maturity date | 2055-01-25 |
h. Coupon | 0.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $137,220,339.00 |
j. Value of collateral, to the nearest cent | $1,133,252.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANC AMERICA FDG 2014-R2 1-C 20361126 FLT |
e. LEI | N/A |
f. The CUSIP | 05968KAC8 |
g. Maturity date | 2036-11-26 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $817,942.00 |
j. Value of collateral, to the nearest cent | $171,430.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | IMPERIAL FD MTG TR 2022-NQM7 B-1 20671125 FLT |
e. LEI | N/A |
f. The CUSIP | 452763AE5 |
g. Maturity date | 2067-11-25 |
h. Coupon | 7.512069 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,571,029.00 |
j. Value of collateral, to the nearest cent | $2,570,202.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK5 2024-5YR7 X-B 20570615 FLT |
e. LEI | N/A |
f. The CUSIP | 06211UBS3 |
g. Maturity date | 2057-06-15 |
h. Coupon | 0.372034 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $59,173,965.00 |
j. Value of collateral, to the nearest cent | $3,410,532.54 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PMT LOAN TR 2024-INV1 A-X2 20591025 FLT |
e. LEI | N/A |
f. The CUSIP | 73015BBL8 |
g. Maturity date | 2059-10-25 |
h. Coupon | 0.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $117,039,606.00 |
j. Value of collateral, to the nearest cent | $1,772,673.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VISIO TRUST 2020-1 B-1 20550825 FLT |
e. LEI | N/A |
f. The CUSIP | 92837KAE1 |
g. Maturity date | 2055-08-25 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,584,562.00 |
j. Value of collateral, to the nearest cent | $3,385,108.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GS MTG BACKED 0.5 25FEB55 144A FRN |
e. LEI | N/A |
f. The CUSIP | 362952AF0 |
g. Maturity date | 2055-02-25 |
h. Coupon | 0.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $167,000,000.00 |
j. Value of collateral, to the nearest cent | $2,090,132.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CSAIL COML MTG TR 2018-C14 X-A 20511117 FLT |
e. LEI | N/A |
f. The CUSIP | 12596GBB4 |
g. Maturity date | 2051-11-17 |
h. Coupon | 0.506990 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $73,726,000.00 |
j. Value of collateral, to the nearest cent | $880,025.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CSAIL COML MTG TR 2019-C17 X-D 20520917 FLT |
e. LEI | N/A |
f. The CUSIP | 12597BAA7 |
g. Maturity date | 2052-09-17 |
h. Coupon | 1.748705 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,470,333.00 |
j. Value of collateral, to the nearest cent | $222,683.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NEW RES MTG TR 2019-NQM4 B-1 20590925 FLT |
e. LEI | N/A |
f. The CUSIP | 64828EAE5 |
g. Maturity date | 2059-09-25 |
h. Coupon | 3.737150 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,154,000.00 |
j. Value of collateral, to the nearest cent | $4,415,686.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GS MTG SECS CORP TR 2018-RIVR A 20350716 FLT |
e. LEI | N/A |
f. The CUSIP | 36255WAA3 |
g. Maturity date | 2035-07-16 |
h. Coupon | 5.576000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,300,000.00 |
j. Value of collateral, to the nearest cent | $849,997.37 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GS MTG BACKED SEC TR 2021-HP1 A-X-1 20520125 FLT |
e. LEI | N/A |
f. The CUSIP | 36262RAU1 |
g. Maturity date | 2052-01-25 |
h. Coupon | 0.401543 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $98,188,000.00 |
j. Value of collateral, to the nearest cent | $1,860,566.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-06 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | BARCLAYS BANK PLC |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 7 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.56%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $100,000,000.00 |
b. Excluding the value of any sponsor support: | $100,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BARCLAYS BANK PLC |
| Item C.2. The title of the issue | TRI-PARTY BARCLAYS BANK PLC 4.580000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | G5GSEF7VJP5I7OUK5573 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001042452 |
c. The RSSD ID; or | |
d. Other unique identifier | BRYG3Q7P5 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | DISTRICT OF COLUMBIA (WASHINGTON DC) |
e. LEI | 549300HWFOZXPKGOX654 |
f. The CUSIP | 25484JDJ6 |
g. Maturity date | 2060-04-01 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $61,755,000.00 |
j. Value of collateral, to the nearest cent | $63,035,043.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | TEXAS WATER DEV BRD |
e. LEI | N/A |
f. The CUSIP | 88285AFX1 |
g. Maturity date | 2047-10-15 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $17,320,000.00 |
j. Value of collateral, to the nearest cent | $15,711,080.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | CHICAGO (CITY OF) |
e. LEI | T5UYO5SYLC8K73MJQX30 |
f. The CUSIP | 167486T25 |
g. Maturity date | 2045-01-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,680,000.00 |
j. Value of collateral, to the nearest cent | $1,629,422.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | CHESTER CNTY PA HEALTH & ED FACS AUTH |
e. LEI | N/A |
f. The CUSIP | 16557HGD1 |
g. Maturity date | 2040-06-01 |
h. Coupon | 3.164000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,167,000.00 |
j. Value of collateral, to the nearest cent | $903,984.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | WAXAHACHIE TEX INDPT SCH DIST |
e. LEI | N/A |
f. The CUSIP | 944097A79 |
g. Maturity date | 2053-02-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $13,515,000.00 |
j. Value of collateral, to the nearest cent | $11,949,647.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | WISCONSIN ST HEALTH & EDL FACS AUTH |
e. LEI | 549300ISNGXS0VHGVD41 |
f. The CUSIP | 97712DPS9 |
g. Maturity date | 2035-12-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $155,000.00 |
j. Value of collateral, to the nearest cent | $161,758.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | WYOMING OHIO CITY SCH DIST |
e. LEI | N/A |
f. The CUSIP | 983442JK1 |
g. Maturity date | 2061-12-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,000,000.00 |
j. Value of collateral, to the nearest cent | $6,076,360.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | TRIBOROUGH BRIDGE & TUNNEL AUTHORITY |
e. LEI | 54930020ZN4LQF7K3456 |
f. The CUSIP | 89602HHH3 |
g. Maturity date | 2054-05-15 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000.00 |
j. Value of collateral, to the nearest cent | $5,187.74 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | NEW YORK CITY TRANSITIONAL FIN AUTH |
e. LEI | 5493003476LG35QAKM08 |
f. The CUSIP | 64972JMK1 |
g. Maturity date | 2050-05-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,125,000.00 |
j. Value of collateral, to the nearest cent | $6,269,536.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | NEW YORK TRANSPORTATION DEVELOPMENT CORP |
e. LEI | N/A |
f. The CUSIP | 650116HS8 |
g. Maturity date | 2060-06-30 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $110,000.00 |
j. Value of collateral, to the nearest cent | $105,712.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | UNIVERSITY OF MICHIGAN |
e. LEI | N/A |
f. The CUSIP | 914455VJ6 |
g. Maturity date | 2047-04-01 |
h. Coupon | 3.599000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $3,244.15 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | MICHIGAN STATE FINANCE AUTHORITY SLRF |
e. LEI | N/A |
f. The CUSIP | 59447TXX6 |
g. Maturity date | 2040-12-01 |
h. Coupon | 3.384000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,130,000.00 |
j. Value of collateral, to the nearest cent | $923,013.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
d. The name of the collateral issuer | OHIO (STATE OF) |
e. LEI | 5493005LEB5E170OMX59 |
f. The CUSIP | 67756CEG9 |
g. Maturity date | 2050-01-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,365,000.00 |
j. Value of collateral, to the nearest cent | $4,507,565.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
If Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt | MUNI |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-04 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-04 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | BARCLAYS BANK PLC |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 35 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.58%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $104,000,000.00 |
b. Excluding the value of any sponsor support: | $104,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | NATIXIS SECURITIES AMERICAS LLC |
| Item C.2. The title of the issue | TRI-PARTY NATIXIS SECURITIES AMERICAS LLC 4.450000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | 549300L8G1E7ZHVEOG75 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0000782124 |
c. The RSSD ID; or | |
d. Other unique identifier | BRYK3HVQ7 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | SHELL FINANCE US INC |
e. LEI | N/A |
f. The CUSIP | 822905AC9 |
g. Maturity date | 2035-05-11 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,790,000.00 |
j. Value of collateral, to the nearest cent | $2,596,003.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SAMMONS FINANCIAL GROUP INC |
e. LEI | 254900SHCOQLVJ21CT59 |
f. The CUSIP | BRWKYQA39 |
g. Maturity date | 2031-04-16 |
h. Coupon | 3.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,490,000.00 |
j. Value of collateral, to the nearest cent | $5,855,955.84 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NORTHERN STATES POWER COMPANY (MINNESOTA) |
e. LEI | 3S1GHB0TEH85KX44SB51 |
f. The CUSIP | 665772CA5 |
g. Maturity date | 2035-07-15 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,216,000.00 |
j. Value of collateral, to the nearest cent | $3,285,779.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOCIETE GENERALE SA |
e. LEI | O2RNE8IBXP4R0TD8PU41 |
f. The CUSIP | 83368RBS0 |
g. Maturity date | 2034-01-10 |
h. Coupon | 6.691000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,648,000.00 |
j. Value of collateral, to the nearest cent | $2,856,187.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PHILLIPS 66 |
e. LEI | 5493005JBO5YSIGK1814 |
f. The CUSIP | 718546AK0 |
g. Maturity date | 2034-11-15 |
h. Coupon | 4.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,472,000.00 |
j. Value of collateral, to the nearest cent | $4,210,466.26 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HCA-THE HEALTHCARE CO |
e. LEI | L3CJ6J7LJ2DX62FTXD46 |
f. The CUSIP | 404119BY4 |
g. Maturity date | 2039-06-15 |
h. Coupon | 5.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,910,000.00 |
j. Value of collateral, to the nearest cent | $1,791,197.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HCA-THE HEALTHCARE CO |
e. LEI | L3CJ6J7LJ2DX62FTXD46 |
f. The CUSIP | 404119CS6 |
g. Maturity date | 2042-03-15 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,666,000.00 |
j. Value of collateral, to the nearest cent | $1,355,048.74 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LOWES COMPANIES INC |
e. LEI | WAFCR4OKGSC504WU3E95 |
f. The CUSIP | 548661DV6 |
g. Maturity date | 2040-04-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $894,000.00 |
j. Value of collateral, to the nearest cent | $828,335.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OKLAHOMA GAS & ELEC CO |
e. LEI | 549300VJ8YXGPO8EV472 |
f. The CUSIP | 678858BL4 |
g. Maturity date | 2040-06-01 |
h. Coupon | 5.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,998,000.00 |
j. Value of collateral, to the nearest cent | $2,046,586.37 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HALLIBURTON COMPANY |
e. LEI | ENYF8GB5SMQZ25S06U51 |
f. The CUSIP | 406216BJ9 |
g. Maturity date | 2035-11-15 |
h. Coupon | 4.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,322,000.00 |
j. Value of collateral, to the nearest cent | $3,127,931.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TAMPA ELECTRIC COMPANY |
e. LEI | WS423EPRKJIIJUITXD73 |
f. The CUSIP | 875127AW2 |
g. Maturity date | 2037-05-15 |
h. Coupon | 6.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $369,000.00 |
j. Value of collateral, to the nearest cent | $381,041.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TARGET CORPORATION |
e. LEI | 8WDDFXB5T1Z6J0XC1L66 |
f. The CUSIP | 87612EBN5 |
g. Maturity date | 2052-01-15 |
h. Coupon | 2.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,258.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AES CORP |
e. LEI | 2NUNNB7D43COUIRE5295 |
f. The CUSIP | 00130HCC7 |
g. Maturity date | 2030-07-15 |
h. Coupon | 3.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,901.99 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AEP TEXAS INC |
e. LEI | 5493001L78U618KXNZ75 |
f. The CUSIP | 00108WAN0 |
g. Maturity date | 2051-05-15 |
h. Coupon | 3.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,435,000.00 |
j. Value of collateral, to the nearest cent | $4,179,452.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HOWMET AEROSPACE INC |
e. LEI | 549300HO5WFZUT5N2T22 |
f. The CUSIP | 013817AK7 |
g. Maturity date | 2037-02-01 |
h. Coupon | 5.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $1,061.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALIMENTATION COUCHE-TARD INC |
e. LEI | 549300OSW32RVX8CCZ87 |
f. The CUSIP | 01626PAP1 |
g. Maturity date | 2041-05-13 |
h. Coupon | 3.439000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $335,000.00 |
j. Value of collateral, to the nearest cent | $243,673.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HYATT HOTELS CORP |
e. LEI | T27JQIMTYSH41TCD5186 |
f. The CUSIP | 448579AJ1 |
g. Maturity date | 2030-04-23 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $269,000.00 |
j. Value of collateral, to the nearest cent | $275,076.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | APPLE INC |
e. LEI | HWUPKR0MPOU8FGXBT394 |
f. The CUSIP | 037833EF3 |
g. Maturity date | 2051-02-08 |
h. Coupon | 2.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,228.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | APPLE INC |
e. LEI | HWUPKR0MPOU8FGXBT394 |
f. The CUSIP | 037833ER7 |
g. Maturity date | 2062-08-08 |
h. Coupon | 4.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,270,000.00 |
j. Value of collateral, to the nearest cent | $1,782,439.31 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MILEAGE PLUS HOLDINGS LLC |
e. LEI | N/A |
f. The CUSIP | 599191AA1 |
g. Maturity date | 2027-06-20 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $513,842.00 |
j. Value of collateral, to the nearest cent | $234,623.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | REINSURANCE GROUP OF AMERICA INC |
e. LEI | LORM1GNEU1DKEW527V90 |
f. The CUSIP | 759351AP4 |
g. Maturity date | 2030-06-15 |
h. Coupon | 3.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $752,000.00 |
j. Value of collateral, to the nearest cent | $705,923.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DOW CHEMICAL CO |
e. LEI | ZQUIP1CSZO8LXRBSOU78 |
f. The CUSIP | 260543DD2 |
g. Maturity date | 2050-11-15 |
h. Coupon | 3.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $589,000.00 |
j. Value of collateral, to the nearest cent | $385,400.37 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EXXON MOBIL CORP |
e. LEI | J3WHBG0MTS7O8ZVMDC91 |
f. The CUSIP | 30231GBF8 |
g. Maturity date | 2040-03-19 |
h. Coupon | 4.227000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,686,000.00 |
j. Value of collateral, to the nearest cent | $1,488,310.74 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | META PLATFORMS INC |
e. LEI | BQ4BKCS1HXDV9HN80Z93 |
f. The CUSIP | 30303M8N5 |
g. Maturity date | 2033-05-15 |
h. Coupon | 4.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,397,000.00 |
j. Value of collateral, to the nearest cent | $3,444,566.49 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ROYALTY PHARMA PLC |
e. LEI | 549300FGFN7VOK8BZR03 |
f. The CUSIP | 78081BAP8 |
g. Maturity date | 2051-09-02 |
h. Coupon | 3.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $580,000.00 |
j. Value of collateral, to the nearest cent | $366,130.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NBN CO LTD |
e. LEI | 2549007CRZ2NT7S96A24 |
f. The CUSIP | 62878V2B5 |
g. Maturity date | 2031-05-05 |
h. Coupon | 2.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,945,000.00 |
j. Value of collateral, to the nearest cent | $5,287,916.49 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FIVE CORNERS FUNDING TRUST II |
e. LEI | N/A |
f. The CUSIP | 33834DAA2 |
g. Maturity date | 2030-05-15 |
h. Coupon | 2.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000,000.00 |
j. Value of collateral, to the nearest cent | $919,037.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FLNG LIQUEFACTION 2 LLC |
e. LEI | 5493008RXZY6NJ5WF161 |
f. The CUSIP | 33972PAA7 |
g. Maturity date | 2038-03-31 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,127,000.00 |
j. Value of collateral, to the nearest cent | $2,226,070.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FLOWSERVE CORPORATION |
e. LEI | 6Y0GK87T6V7NJKZJVM41 |
f. The CUSIP | 34354PAF2 |
g. Maturity date | 2030-10-01 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,383,000.00 |
j. Value of collateral, to the nearest cent | $4,062,804.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FIRST AMERICAN FINANCIAL CORP |
e. LEI | 549300B6VEZK3N0A1P55 |
f. The CUSIP | 31847RAG7 |
g. Maturity date | 2030-05-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $91,000.00 |
j. Value of collateral, to the nearest cent | $85,434.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HCA-THE HEALTHCARE CO |
e. LEI | L3CJ6J7LJ2DX62FTXD46 |
f. The CUSIP | 197677AH0 |
g. Maturity date | 2095-11-15 |
h. Coupon | 7.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,940,000.00 |
j. Value of collateral, to the nearest cent | $2,021,392.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENEL FINANCE INTERNATIONAL NV |
e. LEI | 0YQH6LCEF474UTUV4B96 |
f. The CUSIP | BRTAFZ4H2 |
g. Maturity date | 2027-05-25 |
h. Coupon | 3.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $238,000.00 |
j. Value of collateral, to the nearest cent | $233,762.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | APOLLO MANAGEMENT HOLDINGS LP |
e. LEI | 5493006XQW0V5K38YM64 |
f. The CUSIP | BRW5JVL02 |
g. Maturity date | 2030-06-05 |
h. Coupon | 2.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,801,000.00 |
j. Value of collateral, to the nearest cent | $3,470,206.36 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TRACTOR SUPPLY CO |
e. LEI | 549300OJ9VZHZRO6I137 |
f. The CUSIP | 892356AB2 |
g. Maturity date | 2033-05-15 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,323,000.00 |
j. Value of collateral, to the nearest cent | $4,322,340.74 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ERP OPERATING LP |
e. LEI | DX5HQV5MLU50FEWZ5072 |
f. The CUSIP | 26884ABH5 |
g. Maturity date | 2047-08-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,088,000.00 |
j. Value of collateral, to the nearest cent | $3,140,083.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KRAFT HEINZ FOODS CO |
e. LEI | 5493003STKEZ2S0RNU91 |
f. The CUSIP | 50076QAE6 |
g. Maturity date | 2042-06-04 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,809.87 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KEMPER CORP |
e. LEI | 549300FNI1JKTRY2PV09 |
f. The CUSIP | 488401AD2 |
g. Maturity date | 2032-02-23 |
h. Coupon | 3.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,805.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WEYERHAEUSER COMPANY |
e. LEI | 08IRJODWFYBI7QWRGS31 |
f. The CUSIP | 962166BT0 |
g. Maturity date | 2033-12-15 |
h. Coupon | 6.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,098,000.00 |
j. Value of collateral, to the nearest cent | $1,224,709.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WILLIAMS COMPANIES INC |
e. LEI | D71FAKCBLFS2O0RBPG08 |
f. The CUSIP | 969457BB5 |
g. Maturity date | 2031-01-15 |
h. Coupon | 7.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,581,000.00 |
j. Value of collateral, to the nearest cent | $1,823,343.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WELLS FARGO & COMPANY |
e. LEI | PBLD0EJDB5FWOLXP3B76 |
f. The CUSIP | 95000U3F8 |
g. Maturity date | 2034-07-25 |
h. Coupon | 5.557000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,334,000.00 |
j. Value of collateral, to the nearest cent | $6,517,148.49 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ARCELORMITTAL SA |
e. LEI | 2EULGUTUI56JI9SAL165 |
f. The CUSIP | 03938LAP9 |
g. Maturity date | 2039-10-15 |
h. Coupon | 7.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $2,181.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BNP PARIBAS SA |
e. LEI | R0MUWSFPU8MPRO8K5P83 |
f. The CUSIP | 09659X2S0 |
g. Maturity date | 2028-01-20 |
h. Coupon | 2.591000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $374,000.00 |
j. Value of collateral, to the nearest cent | $364,199.85 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SAN DIEGO GAS & ELECTRIC CO |
e. LEI | KNIRVXKVNJJ4P8OTMS63 |
f. The CUSIP | 797440BZ6 |
g. Maturity date | 2030-10-01 |
h. Coupon | 1.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,579.36 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP INC |
e. LEI | 6SHGI4ZSSLCXXQSBB395 |
f. The CUSIP | 172967MY4 |
g. Maturity date | 2032-05-01 |
h. Coupon | 2.561000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,747.85 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CUBESMART LP |
e. LEI | 549300MPHKO3I3FJRA97 |
f. The CUSIP | 22966RAG1 |
g. Maturity date | 2031-02-15 |
h. Coupon | 2.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,759,000.00 |
j. Value of collateral, to the nearest cent | $1,505,604.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JOHNSON & JOHNSON |
e. LEI | 549300G0CFPGEF6X2043 |
f. The CUSIP | 478160DL5 |
g. Maturity date | 2035-03-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $334,000.00 |
j. Value of collateral, to the nearest cent | $340,886.71 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTEL CORP |
e. LEI | KNX4USFCNGPY45LOCE31 |
f. The CUSIP | 458140BV1 |
g. Maturity date | 2041-08-12 |
h. Coupon | 2.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,732,000.00 |
j. Value of collateral, to the nearest cent | $1,800,442.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTEL CORP |
e. LEI | KNX4USFCNGPY45LOCE31 |
f. The CUSIP | 458140CA6 |
g. Maturity date | 2032-08-05 |
h. Coupon | 4.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,998,000.00 |
j. Value of collateral, to the nearest cent | $4,706,451.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTERNATIONAL BUSINESS MACHINES CORP |
e. LEI | VGRQXHF3J8VDLUA7XE92 |
f. The CUSIP | 459200JG7 |
g. Maturity date | 2026-02-19 |
h. Coupon | 3.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,160,000.00 |
j. Value of collateral, to the nearest cent | $5,168,922.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTERNATIONAL FLAVORS & FRAGRANCES INC |
e. LEI | BZLRL03D3GPGMOGFO832 |
f. The CUSIP | 459506AR2 |
g. Maturity date | 2040-11-15 |
h. Coupon | 3.268000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,500,000.00 |
j. Value of collateral, to the nearest cent | $1,061,972.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTERPUBLIC GRP OF CO INC |
e. LEI | 5493008IUOJ5VWTRC333 |
f. The CUSIP | 460690BS8 |
g. Maturity date | 2041-03-01 |
h. Coupon | 3.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,185.48 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTESA SANPAOLO SPA |
e. LEI | 2W8N8UU78PMDQKZENC08 |
f. The CUSIP | 46115HCD7 |
g. Maturity date | 2033-11-28 |
h. Coupon | 7.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,500,000.00 |
j. Value of collateral, to the nearest cent | $3,862,145.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GREAT RIVER ENERGY |
e. LEI | 5493007CIM8IF8LIUC91 |
f. The CUSIP | 39121JAG5 |
g. Maturity date | 2038-07-01 |
h. Coupon | 7.233000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,584,000.00 |
j. Value of collateral, to the nearest cent | $2,173,468.90 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITEDHEALTH GROUP INC |
e. LEI | 549300GHBMY8T5GXDE41 |
f. The CUSIP | 91324PBU5 |
g. Maturity date | 2041-11-15 |
h. Coupon | 4.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,875,000.00 |
j. Value of collateral, to the nearest cent | $3,354,886.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITEDHEALTH GROUP INC |
e. LEI | 549300GHBMY8T5GXDE41 |
f. The CUSIP | 91324PDT6 |
g. Maturity date | 2039-08-15 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,800,000.00 |
j. Value of collateral, to the nearest cent | $3,011,265.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PERSHING SQUARE HOLDINGS LTD |
e. LEI | U7LC4KOKCTZ0YWGI2G56 |
f. The CUSIP | 71531QAC5 |
g. Maturity date | 2032-07-15 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,250,000.00 |
j. Value of collateral, to the nearest cent | $1,021,000.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ANHEUSER-BUSCH COMPANIES LLC |
e. LEI | 5493002J2SVENP0PVK27 |
f. The CUSIP | 03522AAJ9 |
g. Maturity date | 2046-02-01 |
h. Coupon | 4.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $185,000.00 |
j. Value of collateral, to the nearest cent | $169,563.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN NATIONAL GROUP INC |
e. LEI | 549300RK5RZQ740FPL83 |
f. The CUSIP | 025676AM9 |
g. Maturity date | 2027-06-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $2,043.07 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF AMERICA CORP |
e. LEI | 9DJT3UXIJIZJI4WXO774 |
f. The CUSIP | 06051GKQ1 |
g. Maturity date | 2033-04-27 |
h. Coupon | 4.571000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $990,000.00 |
j. Value of collateral, to the nearest cent | $961,369.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF NEW YORK MELLON CORP/THE |
e. LEI | WFLLPEPC7FZXENRZV188 |
f. The CUSIP | 064058AL4 |
g. Maturity date | 2079-12-31 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,736,000.00 |
j. Value of collateral, to the nearest cent | $1,684,443.69 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CIGNA GROUP |
e. LEI | 549300VIWYMSIGT1U456 |
f. The CUSIP | 125523CJ7 |
g. Maturity date | 2040-03-15 |
h. Coupon | 3.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,450,000.00 |
j. Value of collateral, to the nearest cent | $1,086,335.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NATIONAL SECURITIES CLEARING CORP |
e. LEI | 549300RYC9NELN2ICA34 |
f. The CUSIP | 637639AK1 |
g. Maturity date | 2028-05-30 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $844,000.00 |
j. Value of collateral, to the nearest cent | $857,934.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS GROUP INC/THE |
e. LEI | 784F5XWPLTWKTBV3E584 |
f. The CUSIP | 38141GYB4 |
g. Maturity date | 2032-04-22 |
h. Coupon | 2.615000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $254,000.00 |
j. Value of collateral, to the nearest cent | $223,065.41 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOODMAN US FINANCE FOUR LLC |
e. LEI | N/A |
f. The CUSIP | 38239KAA6 |
g. Maturity date | 2037-10-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,390,000.00 |
j. Value of collateral, to the nearest cent | $1,253,230.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HESS CORP |
e. LEI | UASVRYNXNK17ULIGK870 |
f. The CUSIP | 023551AJ3 |
g. Maturity date | 2031-08-15 |
h. Coupon | 7.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $93,000.00 |
j. Value of collateral, to the nearest cent | $105,716.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BOEING CO |
e. LEI | RVHJWBXLJ1RFUBSY1F30 |
f. The CUSIP | 097023CD5 |
g. Maturity date | 2029-03-01 |
h. Coupon | 3.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,523,000.00 |
j. Value of collateral, to the nearest cent | $3,355,309.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BOEING CO |
e. LEI | RVHJWBXLJ1RFUBSY1F30 |
f. The CUSIP | 097023CV5 |
g. Maturity date | 2040-05-01 |
h. Coupon | 5.705000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,032,000.00 |
j. Value of collateral, to the nearest cent | $5,823,025.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GALAXY PIPELINE ASSETS BIDCO LTD |
e. LEI | 549300L82YB0C6JQIC26 |
f. The CUSIP | 36321PAC4 |
g. Maturity date | 2040-09-30 |
h. Coupon | 3.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,124,000.00 |
j. Value of collateral, to the nearest cent | $3,941,005.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DUKE ENERGY CORP |
e. LEI | I1BZKREC126H0VB1BL91 |
f. The CUSIP | 26441CBM6 |
g. Maturity date | 2041-06-15 |
h. Coupon | 3.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,993,000.00 |
j. Value of collateral, to the nearest cent | $4,445,397.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DUKE ENERGY CAROLINAS LLC |
e. LEI | MWIUSDMN17TCR56VW396 |
f. The CUSIP | 26442CBH6 |
g. Maturity date | 2052-03-15 |
h. Coupon | 3.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,242,000.00 |
j. Value of collateral, to the nearest cent | $6,490,618.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORACLE CORPORATION |
e. LEI | 1Z4GXXU7ZHVWFCD8TV52 |
f. The CUSIP | 68389XBH7 |
g. Maturity date | 2036-07-15 |
h. Coupon | 3.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,751.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORACLE CORPORATION |
e. LEI | 1Z4GXXU7ZHVWFCD8TV52 |
f. The CUSIP | 68389XCE3 |
g. Maturity date | 2031-03-25 |
h. Coupon | 2.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,357,000.00 |
j. Value of collateral, to the nearest cent | $2,133,228.71 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACIFIC GAS AND ELECTRIC COMPANY |
e. LEI | 1HNPXZSMMB7HMBMVBS46 |
f. The CUSIP | 694308HH3 |
g. Maturity date | 2044-02-15 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $446,000.00 |
j. Value of collateral, to the nearest cent | $360,267.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACIFIC GAS AND ELECTRIC COMPANY |
e. LEI | 1HNPXZSMMB7HMBMVBS46 |
f. The CUSIP | 694308JG3 |
g. Maturity date | 2031-02-01 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,052,000.00 |
j. Value of collateral, to the nearest cent | $2,642,311.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | NR |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.45%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $134,000,000.00 |
b. Excluding the value of any sponsor support: | $134,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.17%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | JP MORGAN SECURITIES LLC |
| Item C.2. The title of the issue | TRI-PARTY J.P. MORGAN SECURITIES LLC 4.700000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | ZBUT11V806EZRVTWT807 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0000782124 |
c. The RSSD ID; or | |
d. Other unique identifier | BRYLCNDN9 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | BWCAP_20-1R |
e. LEI | N/A |
f. The CUSIP | 10948VAU9 |
g. Maturity date | 2031-01-15 |
h. Coupon | 9.756100 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000,000.00 |
j. Value of collateral, to the nearest cent | $3,034,575.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-3 |
e. LEI | N/A |
f. The CUSIP | 02528GAJ2 |
g. Maturity date | 2028-10-13 |
h. Coupon | 8.080000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,500,000.00 |
j. Value of collateral, to the nearest cent | $7,623,491.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NELNET STUDENT LOAN TRUST NSLT_04-4 |
e. LEI | N/A |
f. The CUSIP | 64031QBL4 |
g. Maturity date | 2041-01-25 |
h. Coupon | 4.924940 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $690,000.00 |
j. Value of collateral, to the nearest cent | $194,668.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NELS_13-1 |
e. LEI | N/A |
f. The CUSIP | 64033CAA8 |
g. Maturity date | 2041-06-25 |
h. Coupon | 5.036450 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,950,000.00 |
j. Value of collateral, to the nearest cent | $220,872.27 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EXETER AUTOMOBILE RECEIVABLES TRUST EART_24-5 |
e. LEI | N/A |
f. The CUSIP | 30165BAG8 |
g. Maturity date | 2031-02-18 |
h. Coupon | 5.380000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,688,000.00 |
j. Value of collateral, to the nearest cent | $6,628,800.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | REGIONAL MANAGEMENT ISSUANCE TRUST RMIT_24-1 |
e. LEI | N/A |
f. The CUSIP | 758983AA8 |
g. Maturity date | 2036-07-15 |
h. Coupon | 5.830000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,300,000.00 |
j. Value of collateral, to the nearest cent | $1,330,628.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WACHOVIA STUDENT LOAN TRUST |
e. LEI | N/A |
f. The CUSIP | 92978JAF0 |
g. Maturity date | 2040-04-25 |
h. Coupon | 4.794940 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $61,128,000.00 |
j. Value of collateral, to the nearest cent | $16,130,942.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MONTANA HIGHER EDUCATION STUDENT |
e. LEI | N/A |
f. The CUSIP | 61205PAL3 |
g. Maturity date | 2043-07-20 |
h. Coupon | 5.492750 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $47,100,000.00 |
j. Value of collateral, to the nearest cent | $29,440,669.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CAPITAL ONE MULTI-ASSET EXECUTION TRUST |
e. LEI | R42WS16M9R97TJJKGU15 |
f. The CUSIP | 14041NCG4 |
g. Maturity date | 2028-05-15 |
h. Coupon | 5.067710 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $700,000.00 |
j. Value of collateral, to the nearest cent | $704,872.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TESLA_24-B |
e. LEI | N/A |
f. The CUSIP | 881934AD5 |
g. Maturity date | 2027-10-20 |
h. Coupon | 4.820000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,872,000.00 |
j. Value of collateral, to the nearest cent | $9,901,782.73 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SCUL_32 |
e. LEI | N/A |
f. The CUSIP | 81124QAJ2 |
g. Maturity date | 2037-04-30 |
h. Coupon | 7.099650 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $12,000,000.00 |
j. Value of collateral, to the nearest cent | $12,132,916.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SAIL_03-12 |
e. LEI | N/A |
f. The CUSIP | 86358EFK7 |
g. Maturity date | 2033-11-25 |
h. Coupon | 5.159200 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $337,411,849.00 |
j. Value of collateral, to the nearest cent | $4,039,818.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FSMT_20-1INV |
e. LEI | N/A |
f. The CUSIP | 33851YBF2 |
g. Maturity date | 2050-03-25 |
h. Coupon | 4.189910 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,845,950.00 |
j. Value of collateral, to the nearest cent | $3,872,325.91 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DRMT_22-1 |
e. LEI | N/A |
f. The CUSIP | 24382JAA4 |
g. Maturity date | 2067-01-25 |
h. Coupon | 2.205000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $14,657,500.00 |
j. Value of collateral, to the nearest cent | $8,579,777.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS_21-1 |
e. LEI | N/A |
f. The CUSIP | 95003AAV6 |
g. Maturity date | 2050-12-25 |
h. Coupon | 0.207218 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $183,874,000.00 |
j. Value of collateral, to the nearest cent | $1,436,427.71 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMM_24-WCL1 |
e. LEI | N/A |
f. The CUSIP | 20047DAE4 |
g. Maturity date | 2041-06-15 |
h. Coupon | 7.217710 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,100,000.00 |
j. Value of collateral, to the nearest cent | $7,079,186.35 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AHPT_17-ATRM |
e. LEI | N/A |
f. The CUSIP | 04965JAE3 |
g. Maturity date | 2036-12-15 |
h. Coupon | 6.275710 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,840,000.00 |
j. Value of collateral, to the nearest cent | $1,782,711.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMMT_25-NQM1 |
e. LEI | N/A |
f. The CUSIP | 46593QAE8 |
g. Maturity date | 2065-06-25 |
h. Coupon | 5.966000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,000,000.00 |
j. Value of collateral, to the nearest cent | $8,878,965.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BXSC_22-WSS |
e. LEI | N/A |
f. The CUSIP | 05610BAJ5 |
g. Maturity date | 2035-03-15 |
h. Coupon | 6.719710 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,305,000.00 |
j. Value of collateral, to the nearest cent | $2,306,412.97 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JP MORGAN MORTGAGE TRUST JPMMT_21-6 |
e. LEI | N/A |
f. The CUSIP | 46653PAM9 |
g. Maturity date | 2051-10-25 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $12,019,000.00 |
j. Value of collateral, to the nearest cent | $6,007,550.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_19-RPL3 |
e. LEI | N/A |
f. The CUSIP | 64830NAA9 |
g. Maturity date | 2059-07-25 |
h. Coupon | 2.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,620,000.00 |
j. Value of collateral, to the nearest cent | $3,222,090.34 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NRZT_19-RPL3 |
e. LEI | N/A |
f. The CUSIP | 64830NAH4 |
g. Maturity date | 2059-07-25 |
h. Coupon | 3.991180 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,552,000.00 |
j. Value of collateral, to the nearest cent | $8,023,145.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UWM MORTGAGE TRUST UWM_21-INV1 |
e. LEI | N/A |
f. The CUSIP | 90354XAD2 |
g. Maturity date | 2051-08-25 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,948,030.00 |
j. Value of collateral, to the nearest cent | $2,440,506.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRAVO_20-RPL1 |
e. LEI | N/A |
f. The CUSIP | 10568YAG3 |
g. Maturity date | 2059-05-26 |
h. Coupon | 4.365720 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000,000.00 |
j. Value of collateral, to the nearest cent | $1,953,665.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST UBSBB_13-C5 |
e. LEI | N/A |
f. The CUSIP | 90270YAG4 |
g. Maturity date | 2046-03-10 |
h. Coupon | 3.648700 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,946,864.00 |
j. Value of collateral, to the nearest cent | $2,833,198.01 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-08-28 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-08-28 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | JP MORGAN SECURITIES LLC |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 90 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | AA |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | Aa3 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | AA- |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.70%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $140,000,000.00 |
b. Excluding the value of any sponsor support: | $140,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.18%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BARCLAYS BANK PLC |
| Item C.2. The title of the issue | TRI-PARTY BARCLAYS BANK PLC 4.730000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | G5GSEF7VJP5I7OUK5573 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001042452 |
c. The RSSD ID; or | |
d. Other unique identifier | BRYUZQM49 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | FREMF_24-K755 |
e. LEI | N/A |
f. The CUSIP | 30336KAN7 |
g. Maturity date | 2064-02-25 |
h. Coupon | 0.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $423,211,565.00 |
j. Value of collateral, to the nearest cent | $2,049,425.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CMLTI_14-10 |
e. LEI | N/A |
f. The CUSIP | 17323FAB6 |
g. Maturity date | 2036-11-25 |
h. Coupon | 3.416950 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $709,932.00 |
j. Value of collateral, to the nearest cent | $475,763.69 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHST_24-1 |
e. LEI | N/A |
f. The CUSIP | 164737AC2 |
g. Maturity date | 2032-04-15 |
h. Coupon | 9.310000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,122,000.00 |
j. Value of collateral, to the nearest cent | $2,153,503.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AJAX MORTGAGE LOAN TRUST AJAXM_22-B |
e. LEI | N/A |
f. The CUSIP | 00971BAD2 |
g. Maturity date | 2052-06-25 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $149,352.00 |
j. Value of collateral, to the nearest cent | $132,758.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BARCLAYS MORTGAGE LOAN TRUST BARC_23-NQM3 |
e. LEI | N/A |
f. The CUSIP | 06744FAB0 |
g. Maturity date | 2063-10-25 |
h. Coupon | 7.358000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,282,750.00 |
j. Value of collateral, to the nearest cent | $998,245.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK5_24-5YR8 |
e. LEI | N/A |
f. The CUSIP | 065923BD5 |
g. Maturity date | 2057-08-15 |
h. Coupon | 0.900330 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $37,772,093.00 |
j. Value of collateral, to the nearest cent | $1,258,263.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK5_24-5YR6 |
e. LEI | N/A |
f. The CUSIP | 066043AX8 |
g. Maturity date | 2057-05-15 |
h. Coupon | 0.742830 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $119,622,000.00 |
j. Value of collateral, to the nearest cent | $3,138,696.71 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BMARK_24-V9 |
e. LEI | N/A |
f. The CUSIP | 081919AP7 |
g. Maturity date | 2057-08-15 |
h. Coupon | 1.039620 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $77,330,000.00 |
j. Value of collateral, to the nearest cent | $3,041,086.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BENCHMARK MORTGAGE TRUST BMARK_18-B6 |
e. LEI | N/A |
f. The CUSIP | 08162CAJ9 |
g. Maturity date | 2051-10-10 |
h. Coupon | 0.393630 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $67,161,000.00 |
j. Value of collateral, to the nearest cent | $537,124.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BMARK_20-B17 |
e. LEI | N/A |
f. The CUSIP | 08162MAZ1 |
g. Maturity date | 2053-03-15 |
h. Coupon | 1.372410 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $90,930,927.00 |
j. Value of collateral, to the nearest cent | $3,623,032.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BMARK_21-B23 |
e. LEI | N/A |
f. The CUSIP | 08162RAX5 |
g. Maturity date | 2054-02-15 |
h. Coupon | 1.203950 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,066,000.00 |
j. Value of collateral, to the nearest cent | $122,833.71 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_24-5C31 |
e. LEI | N/A |
f. The CUSIP | 07336YAG0 |
g. Maturity date | 2057-12-15 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $46,026,000.00 |
j. Value of collateral, to the nearest cent | $1,982,984.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MCR_24-HTL |
e. LEI | N/A |
f. The CUSIP | 55286PAG8 |
g. Maturity date | 2037-02-15 |
h. Coupon | 8.234110 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,500,000.00 |
j. Value of collateral, to the nearest cent | $1,204,376.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AJAXM_21-E |
e. LEI | N/A |
f. The CUSIP | 009740AD3 |
g. Maturity date | 2060-12-27 |
h. Coupon | 3.729000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $894,187.00 |
j. Value of collateral, to the nearest cent | $563,144.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK |
e. LEI | N/A |
f. The CUSIP | 929342AA1 |
g. Maturity date | 2027-11-15 |
h. Coupon | 7.117710 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $399,926.00 |
j. Value of collateral, to the nearest cent | $401,112.07 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HAWT_21-INV2 |
e. LEI | N/A |
f. The CUSIP | 44555PAP6 |
g. Maturity date | 2051-07-25 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $40,095,000.00 |
j. Value of collateral, to the nearest cent | $4,871,259.18 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CSMC_15-1 |
e. LEI | N/A |
f. The CUSIP | 12649NAV3 |
g. Maturity date | 2045-01-25 |
h. Coupon | 3.891210 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,242,000.00 |
j. Value of collateral, to the nearest cent | $1,144,250.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CSMC TRUST CSMC_21-INV1 |
e. LEI | N/A |
f. The CUSIP | 12661XBJ0 |
g. Maturity date | 2056-07-25 |
h. Coupon | 0.188225 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $116,676,856.00 |
j. Value of collateral, to the nearest cent | $917,083.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MSC_18-H3 |
e. LEI | N/A |
f. The CUSIP | 61767YBA7 |
g. Maturity date | 2051-07-17 |
h. Coupon | 0.800310 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $61,148,000.00 |
j. Value of collateral, to the nearest cent | $945,600.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FSMT_21-8INV |
e. LEI | N/A |
f. The CUSIP | 33852HAX0 |
g. Maturity date | 2051-09-25 |
h. Coupon | 0.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $26,510,000.00 |
j. Value of collateral, to the nearest cent | $573,286.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WFMBS_21-INV1 |
e. LEI | N/A |
f. The CUSIP | 95003KAW2 |
g. Maturity date | 2051-08-25 |
h. Coupon | 0.313570 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,740,992.00 |
j. Value of collateral, to the nearest cent | $98,352.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WFCM_25-C64 |
e. LEI | N/A |
f. The CUSIP | 95004BAX9 |
g. Maturity date | 2058-02-27 |
h. Coupon | 1.023780 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $27,456,723.00 |
j. Value of collateral, to the nearest cent | $2,067,511.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BMO_24-5C3 |
e. LEI | N/A |
f. The CUSIP | 09660QAU8 |
g. Maturity date | 2057-02-16 |
h. Coupon | 1.120010 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $93,498,000.00 |
j. Value of collateral, to the nearest cent | $3,341,639.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AREIT CRE TRUST AREIT_23-CRE8 |
e. LEI | N/A |
f. The CUSIP | 04002BAA3 |
g. Maturity date | 2028-02-17 |
h. Coupon | 6.438500 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $17,000,000.00 |
j. Value of collateral, to the nearest cent | $16,827,729.97 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KNDT_21-KD |
e. LEI | N/A |
f. The CUSIP | 482606AJ9 |
g. Maturity date | 2038-08-15 |
h. Coupon | 5.793190 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $860,803.00 |
j. Value of collateral, to the nearest cent | $843,048.02 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMMT_21-13 |
e. LEI | N/A |
f. The CUSIP | 46592XBV5 |
g. Maturity date | 2052-04-25 |
h. Coupon | 0.438140 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $162,072,000.00 |
j. Value of collateral, to the nearest cent | $3,180,327.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMMT_25-2 |
e. LEI | N/A |
f. The CUSIP | 46593NAG0 |
g. Maturity date | 2025-06-02 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $143,522,325.00 |
j. Value of collateral, to the nearest cent | $1,261,673.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BXMT_25-FL5 |
e. LEI | N/A |
f. The CUSIP | 05613YAE3 |
g. Maturity date | 2042-10-20 |
h. Coupon | 6.872400 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,213,505.00 |
j. Value of collateral, to the nearest cent | $7,193,835.02 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP COMMERCIAL MORTGAGE TR |
e. LEI | N/A |
f. The CUSIP | 29429EAF8 |
g. Maturity date | 2049-07-10 |
h. Coupon | 1.888430 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $46,246,773.00 |
j. Value of collateral, to the nearest cent | $521,732.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CSAIL_18-CX12 |
e. LEI | N/A |
f. The CUSIP | 12595XAA1 |
g. Maturity date | 2051-08-15 |
h. Coupon | 1.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $446,136.00 |
j. Value of collateral, to the nearest cent | $18,533.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMM_16-CCRE28 |
e. LEI | N/A |
f. The CUSIP | 12593YBH5 |
g. Maturity date | 2049-02-10 |
h. Coupon | 0.642470 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $67,674,112.00 |
j. Value of collateral, to the nearest cent | $53,732.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GSMSCII_17-GS6 |
e. LEI | N/A |
f. The CUSIP | 36253PAM4 |
g. Maturity date | 2050-05-10 |
h. Coupon | 1.117360 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,586,000.00 |
j. Value of collateral, to the nearest cent | $215,140.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GSMS_17-GS8 |
e. LEI | N/A |
f. The CUSIP | 36254KAB8 |
g. Maturity date | 2050-11-10 |
h. Coupon | 1.616000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,952,000.00 |
j. Value of collateral, to the nearest cent | $211,967.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UBS COMMERCIAL MORTGAGE TRUST UBSCM_18-C11 |
e. LEI | N/A |
f. The CUSIP | 90276XAW5 |
g. Maturity date | 2051-06-15 |
h. Coupon | 0.726660 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $82,940,000.00 |
j. Value of collateral, to the nearest cent | $1,045,705.68 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LHOME_23-RTL4 |
e. LEI | N/A |
f. The CUSIP | 50204VAA8 |
g. Maturity date | 2028-11-25 |
h. Coupon | 7.628000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,359,000.00 |
j. Value of collateral, to the nearest cent | $8,442,334.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WELLS FARGO COMMERCIAL MORTGAGE |
e. LEI | 549300CFP9NBBMZH1008 |
f. The CUSIP | 95000KBE4 |
g. Maturity date | 2049-11-15 |
h. Coupon | 1.592440 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $35,050,000.00 |
j. Value of collateral, to the nearest cent | $261,513.49 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-05 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-05 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | BARCLAYS BANK PLC |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 36 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.73%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $70,000,000.00 |
b. Excluding the value of any sponsor support: | $70,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.09%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | JP MORGAN SECURITIES LLC |
| Item C.2. The title of the issue | TRI-PARTY J.P. MORGAN SECURITIES LLC 4.580000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | ZBUT11V806EZRVTWT807 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0000782124 |
c. The RSSD ID; or | |
d. Other unique identifier | BRYVPA8B3 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | SEAGATE HDD CAYMAN |
e. LEI | 529900BD50TRWEG1SF63 |
f. The CUSIP | 81180WBD2 |
g. Maturity date | 2031-01-15 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $847,000.00 |
j. Value of collateral, to the nearest cent | $799,465.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SEAGATE HDD CAYMAN |
e. LEI | 529900BD50TRWEG1SF63 |
f. The CUSIP | 81180WBP5 |
g. Maturity date | 2031-07-15 |
h. Coupon | 8.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,137,000.00 |
j. Value of collateral, to the nearest cent | $3,447,892.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | STILLWATER MINING CO |
e. LEI | 6354007DPCY4ZN2MRR73 |
f. The CUSIP | 86074QAP7 |
g. Maturity date | 2026-11-16 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $399,000.00 |
j. Value of collateral, to the nearest cent | $385,695.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SEMPRA |
e. LEI | PBBKGKLRK5S5C0Y4T545 |
f. The CUSIP | 816851BK4 |
g. Maturity date | 2079-12-31 |
h. Coupon | 4.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,360,000.00 |
j. Value of collateral, to the nearest cent | $1,359,175.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ONEMAIN FINANCE CORP |
e. LEI | 5493008I795YYBFWFU90 |
f. The CUSIP | 85172FAR0 |
g. Maturity date | 2029-11-15 |
h. Coupon | 5.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,865,000.00 |
j. Value of collateral, to the nearest cent | $1,813,226.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | STANDARD CHARTERED PLC |
e. LEI | U4LOSYZ7YG4W3S5F2G91 |
f. The CUSIP | 853254CD0 |
g. Maturity date | 2079-12-31 |
h. Coupon | 4.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $800,000.00 |
j. Value of collateral, to the nearest cent | $727,011.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | STARWOOD PROPERTY TRUST INC |
e. LEI | BUGSFQZERKRBFWIG5267 |
f. The CUSIP | 85571BAU9 |
g. Maturity date | 2026-07-15 |
h. Coupon | 3.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,972,000.00 |
j. Value of collateral, to the nearest cent | $1,950,808.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SKYWORKS SOLUTIONS INC. |
e. LEI | 549300WZ3ORQ2BVKBD96 |
f. The CUSIP | 83088MAL6 |
g. Maturity date | 2031-06-01 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,816,000.00 |
j. Value of collateral, to the nearest cent | $1,602,196.27 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BELO CORP |
e. LEI | N/A |
f. The CUSIP | 080555AE5 |
g. Maturity date | 2027-06-01 |
h. Coupon | 7.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $185,000.00 |
j. Value of collateral, to the nearest cent | $197,989.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NUSTAR LOGISTICS LP |
e. LEI | N62BF2PKP51FIIOIUN20 |
f. The CUSIP | 67059TAF2 |
g. Maturity date | 2026-06-01 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,929,000.00 |
j. Value of collateral, to the nearest cent | $3,032,462.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PILGRIMS PRIDE CORP |
e. LEI | 549300ZSLGV64ZL3HD75 |
f. The CUSIP | 72147KAH1 |
g. Maturity date | 2032-03-01 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $147,000.00 |
j. Value of collateral, to the nearest cent | $131,408.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PLAINS ALL AMERICAN PIPELINE LP |
e. LEI | 5521FA2ITF25TVH63740 |
f. The CUSIP | 726503AE5 |
g. Maturity date | 2079-12-31 |
h. Coupon | 8.697940 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,520,000.00 |
j. Value of collateral, to the nearest cent | $1,516,206.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | M&T BK CORP |
e. LEI | 549300WYXDDBYRASEG81 |
f. The CUSIP | 55261FAH7 |
g. Maturity date | 2079-12-31 |
h. Coupon | 5.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,109,000.00 |
j. Value of collateral, to the nearest cent | $2,091,449.90 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MDC HOLDINGS INC |
e. LEI | 5299005FV4VNV75R8R35 |
f. The CUSIP | 552676AQ1 |
g. Maturity date | 2043-01-15 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $319,000.00 |
j. Value of collateral, to the nearest cent | $289,291.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MACYS RETAIL HOLDINGS LLC |
e. LEI | N/A |
f. The CUSIP | 55616XAG2 |
g. Maturity date | 2042-01-15 |
h. Coupon | 5.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,355,000.00 |
j. Value of collateral, to the nearest cent | $3,699,602.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | STILLWATER MINING CO |
e. LEI | 6354007DPCY4ZN2MRR73 |
f. The CUSIP | BRWV85GU4 |
g. Maturity date | 2026-11-16 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,207,000.00 |
j. Value of collateral, to the nearest cent | $1,166,753.26 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GROUP 1 AUTO INC |
e. LEI | 549300US8QAZJLWYAF63 |
f. The CUSIP | 398905AN9 |
g. Maturity date | 2028-08-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,965,000.00 |
j. Value of collateral, to the nearest cent | $1,905,689.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GRUPO NUTRESA SA |
e. LEI | 254900KKAX7B7RJUE255 |
f. The CUSIP | 40055CAA1 |
g. Maturity date | 2030-05-12 |
h. Coupon | 8.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $240,000.00 |
j. Value of collateral, to the nearest cent | $249,240.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OCCIDENTAL PETROLEUM CORPORATION |
e. LEI | IM7X0T3ECJW4C1T7ON55 |
f. The CUSIP | 674599DD4 |
g. Maturity date | 2031-05-01 |
h. Coupon | 7.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $149,000.00 |
j. Value of collateral, to the nearest cent | $160,938.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OCCIDENTAL PETROLEUM CORPORATION |
e. LEI | IM7X0T3ECJW4C1T7ON55 |
f. The CUSIP | 674599DH5 |
g. Maturity date | 2039-06-15 |
h. Coupon | 7.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,641,000.00 |
j. Value of collateral, to the nearest cent | $1,835,602.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OCCIDENTAL PETROLEUM CORPORATION |
e. LEI | IM7X0T3ECJW4C1T7ON55 |
f. The CUSIP | 674599DJ1 |
g. Maturity date | 2040-03-15 |
h. Coupon | 6.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,500,000.00 |
j. Value of collateral, to the nearest cent | $1,424,215.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OCCIDENTAL PETROLEUM CORPORATION |
e. LEI | IM7X0T3ECJW4C1T7ON55 |
f. The CUSIP | 674599DL6 |
g. Maturity date | 2046-03-15 |
h. Coupon | 6.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,390,000.00 |
j. Value of collateral, to the nearest cent | $1,337,624.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TELECOM ITALIA CAPITAL SA |
e. LEI | 549300777DJZOR5C4L39 |
f. The CUSIP | 87927VAF5 |
g. Maturity date | 2033-11-15 |
h. Coupon | 6.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,068,000.00 |
j. Value of collateral, to the nearest cent | $1,081,709.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TELECOM ITALIA CAPITAL SA |
e. LEI | 549300777DJZOR5C4L39 |
f. The CUSIP | 87927VAR9 |
g. Maturity date | 2036-07-18 |
h. Coupon | 7.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,084,000.00 |
j. Value of collateral, to the nearest cent | $3,272,679.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TENET HEALTHCARE CORP |
e. LEI | 0W9AIBT6U6ADJ2I8HK17 |
f. The CUSIP | 88033GDB3 |
g. Maturity date | 2027-11-01 |
h. Coupon | 5.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $489,000.00 |
j. Value of collateral, to the nearest cent | $487,913.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TENET HEALTHCARE CORP |
e. LEI | 0W9AIBT6U6ADJ2I8HK17 |
f. The CUSIP | 88033GDM9 |
g. Maturity date | 2029-06-01 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $949,000.00 |
j. Value of collateral, to the nearest cent | $929,357.54 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NEW ALBERTSONS LP |
e. LEI | N/A |
f. The CUSIP | 013104AF1 |
g. Maturity date | 2029-08-01 |
h. Coupon | 7.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,000.00 |
j. Value of collateral, to the nearest cent | $7,546.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ADTALEM GLOBAL EDUCATION INC |
e. LEI | 549300Z467EZLMODV621 |
f. The CUSIP | 00737WAA7 |
g. Maturity date | 2028-03-01 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $18,000.00 |
j. Value of collateral, to the nearest cent | $18,103.99 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV |
e. LEI | 5493004T21MOAFINJP35 |
f. The CUSIP | 88167AAK7 |
g. Maturity date | 2028-03-01 |
h. Coupon | 6.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $217,000.00 |
j. Value of collateral, to the nearest cent | $227,970.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AADVANTAGE LOYALTY IP LTD |
e. LEI | N/A |
f. The CUSIP | 00253XAA9 |
g. Maturity date | 2026-04-20 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,696,000.00 |
j. Value of collateral, to the nearest cent | $2,910,699.35 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CENTENE CORP |
e. LEI | 549300Z7JJ4TQSQGT333 |
f. The CUSIP | 15135BAY7 |
g. Maturity date | 2028-07-15 |
h. Coupon | 2.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,226,000.00 |
j. Value of collateral, to the nearest cent | $2,068,215.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHARLES RIVER LABORATORIES INTERNATIONAL INC |
e. LEI | 549300BSQ0R4UZ5KX287 |
f. The CUSIP | 159864AG2 |
g. Maturity date | 2029-03-15 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,525,000.00 |
j. Value of collateral, to the nearest cent | $7,957,597.31 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SABRA HEALTH CARE LP |
e. LEI | 549300OVKLRFSIQG0H81 |
f. The CUSIP | 14162VAB2 |
g. Maturity date | 2026-08-15 |
h. Coupon | 5.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $13,276,000.00 |
j. Value of collateral, to the nearest cent | $13,446,701.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHARTER COMMUNICATIONS OPERATING |
e. LEI | 549300TPZNMN50BJ3745 |
f. The CUSIP | 161175BL7 |
g. Maturity date | 2047-05-01 |
h. Coupon | 5.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $414,000.00 |
j. Value of collateral, to the nearest cent | $349,022.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HUNTSMAN INTERNATIONAL LLC |
e. LEI | 3YTEJFW18LGIUQ2N5J61 |
f. The CUSIP | 44701QBE1 |
g. Maturity date | 2029-05-01 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,788,000.00 |
j. Value of collateral, to the nearest cent | $4,501,557.90 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SAFEWAY INC |
e. LEI | 549300NKZ6VCN5P3K723 |
f. The CUSIP | 786514BA6 |
g. Maturity date | 2031-02-01 |
h. Coupon | 7.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $219,000.00 |
j. Value of collateral, to the nearest cent | $232,662.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MOLINA HEALTHCARE INC |
e. LEI | 549300NQQCEQ46YHZ591 |
f. The CUSIP | 60855RAL4 |
g. Maturity date | 2032-05-15 |
h. Coupon | 3.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,672,000.00 |
j. Value of collateral, to the nearest cent | $2,385,039.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | QXO BUILDING PRODUCTS INC |
e. LEI | 549300HDXQWWCBOYXP31 |
f. The CUSIP | 74825NAA5 |
g. Maturity date | 2032-04-30 |
h. Coupon | 6.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000,000.00 |
j. Value of collateral, to the nearest cent | $1,030,692.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FMC CORP |
e. LEI | CKDHZ2X64EEBQCSP7013 |
f. The CUSIP | 302491AZ8 |
g. Maturity date | 2055-11-01 |
h. Coupon | 8.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000,000.00 |
j. Value of collateral, to the nearest cent | $3,023,832.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FAIR ISAAC CORP |
e. LEI | RI6HET5SJUEY30V1PS26 |
f. The CUSIP | 303250AG9 |
g. Maturity date | 2033-05-15 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,032,000.00 |
j. Value of collateral, to the nearest cent | $1,034,242.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ROCKIES EXPRESS PIPELINE LLC |
e. LEI | W2ZGZGZKY5GGNY6F3V51 |
f. The CUSIP | 77340RAD9 |
g. Maturity date | 2038-07-15 |
h. Coupon | 7.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $471,000.00 |
j. Value of collateral, to the nearest cent | $477,681.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SBL HOLDINGS INC |
e. LEI | 635400MJW3QDSBJRKQ59 |
f. The CUSIP | 78397DAA6 |
g. Maturity date | 2079-12-31 |
h. Coupon | 9.580000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $350,000.00 |
j. Value of collateral, to the nearest cent | $345,446.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DISCOVERY COMMUNICATIONS LLC |
e. LEI | L2Z2MO2EQURH3BREWI15 |
f. The CUSIP | 25470DAT6 |
g. Maturity date | 2047-09-20 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $33,538,000.00 |
j. Value of collateral, to the nearest cent | $23,589,995.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MYLAN INC |
e. LEI | 30ZMPDNA1RHIBH89C294 |
f. The CUSIP | 628530BC0 |
g. Maturity date | 2043-11-29 |
h. Coupon | 5.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,950,000.00 |
j. Value of collateral, to the nearest cent | $1,552,668.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NRG ENERGY INC |
e. LEI | 5E2UPK5SW04M13XY7I38 |
f. The CUSIP | 629377CH3 |
g. Maturity date | 2029-06-15 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,450,000.00 |
j. Value of collateral, to the nearest cent | $1,464,750.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NRG ENERGY INC |
e. LEI | 5E2UPK5SW04M13XY7I38 |
f. The CUSIP | 629377CW0 |
g. Maturity date | 2033-02-01 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,232,000.00 |
j. Value of collateral, to the nearest cent | $2,259,505.68 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GFL ENVIRONMENTAL INC |
e. LEI | 549300FYK4MBXWIVZU26 |
f. The CUSIP | 36168QAQ7 |
g. Maturity date | 2031-01-15 |
h. Coupon | 6.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $316,000.00 |
j. Value of collateral, to the nearest cent | $335,769.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FORD MOTOR COMPANY |
e. LEI | 20S05OYHG0MQM4VUIC57 |
f. The CUSIP | 345370CQ1 |
g. Maturity date | 2043-01-15 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,496,000.00 |
j. Value of collateral, to the nearest cent | $8,081,106.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FORD MOTOR CREDIT COMPANY LLC |
e. LEI | UDSQCVRUX5BONN0VY111 |
f. The CUSIP | 345397A60 |
g. Maturity date | 2025-06-16 |
h. Coupon | 5.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $231,000.00 |
j. Value of collateral, to the nearest cent | $236,330.84 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FORD MOTOR CREDIT COMPANY LLC |
e. LEI | UDSQCVRUX5BONN0VY111 |
f. The CUSIP | 345397B93 |
g. Maturity date | 2029-02-10 |
h. Coupon | 2.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $244,000.00 |
j. Value of collateral, to the nearest cent | $220,324.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FORD MOTOR CREDIT COMPANY LLC |
e. LEI | UDSQCVRUX5BONN0VY111 |
f. The CUSIP | 345397C92 |
g. Maturity date | 2028-05-12 |
h. Coupon | 6.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $333,000.00 |
j. Value of collateral, to the nearest cent | $340,582.41 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FORD MOTOR CREDIT COMPANY LLC |
e. LEI | UDSQCVRUX5BONN0VY111 |
f. The CUSIP | 345397D67 |
g. Maturity date | 2033-11-07 |
h. Coupon | 7.122000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,592,000.00 |
j. Value of collateral, to the nearest cent | $6,725,291.34 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FORD MOTOR CREDIT COMPANY LLC |
e. LEI | UDSQCVRUX5BONN0VY111 |
f. The CUSIP | 345397G72 |
g. Maturity date | 2028-03-20 |
h. Coupon | 5.918000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $208,000.00 |
j. Value of collateral, to the nearest cent | $210,349.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FORD MOTOR CREDIT COMPANY LLC |
e. LEI | UDSQCVRUX5BONN0VY111 |
f. The CUSIP | 345397XL2 |
g. Maturity date | 2025-08-04 |
h. Coupon | 4.134000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,894,000.00 |
j. Value of collateral, to the nearest cent | $7,975,629.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PERMIAN RESOURCES OPERATING LLC |
e. LEI | 5493004CTVUMQLRPOE23 |
f. The CUSIP | 19416MAB5 |
g. Maturity date | 2029-07-01 |
h. Coupon | 5.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,369,000.00 |
j. Value of collateral, to the nearest cent | $2,400,877.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JAGUAR LAND ROVER AUTOMOTIVE PLC |
e. LEI | 529900L73GEWN1O5NH84 |
f. The CUSIP | BRTD2Q076 |
g. Maturity date | 2027-10-01 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $550,000.00 |
j. Value of collateral, to the nearest cent | $542,297.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MELCO RESORTS FINANCE LTD |
e. LEI | 5493000FQDBWKDBZEF60 |
f. The CUSIP | BRTV3EQC3 |
g. Maturity date | 2027-07-17 |
h. Coupon | 5.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $360,000.00 |
j. Value of collateral, to the nearest cent | $359,820.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PERMIAN RESOURCES OPERATING LLC |
e. LEI | 5493004CTVUMQLRPOE23 |
f. The CUSIP | 27034RAA1 |
g. Maturity date | 2027-04-15 |
h. Coupon | 8.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $692,000.00 |
j. Value of collateral, to the nearest cent | $713,175.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ECOPETROL SA |
e. LEI | 254900IDGKCJICKBPA66 |
f. The CUSIP | 279158AP4 |
g. Maturity date | 2031-11-02 |
h. Coupon | 4.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,635,000.00 |
j. Value of collateral, to the nearest cent | $4,699,461.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EDISON INTL |
e. LEI | 549300I7ROF15MAEVP56 |
f. The CUSIP | 281020AX5 |
g. Maturity date | 2053-06-15 |
h. Coupon | 8.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $500,000.00 |
j. Value of collateral, to the nearest cent | $512,294.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KLABIN AUSTRIA GMBH |
e. LEI | 984500578YEA8DD41B09 |
f. The CUSIP | 49836AAB0 |
g. Maturity date | 2049-04-03 |
h. Coupon | 7.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $348,000.00 |
j. Value of collateral, to the nearest cent | $349,615.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BATH & BODY WORKS INC |
e. LEI | GR3KVMWVCR54YWQNXU90 |
f. The CUSIP | 501797AL8 |
g. Maturity date | 2035-11-01 |
h. Coupon | 6.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $15,974,000.00 |
j. Value of collateral, to the nearest cent | $16,177,799.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KINETIK HOLDINGS LP |
e. LEI | 549300RD6AJIMYC0HY12 |
f. The CUSIP | 49461MAB6 |
g. Maturity date | 2028-12-15 |
h. Coupon | 6.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,919,000.00 |
j. Value of collateral, to the nearest cent | $2,014,114.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WELLS FARGO & COMPANY |
e. LEI | PBLD0EJDB5FWOLXP3B76 |
f. The CUSIP | 949746TD3 |
g. Maturity date | 2079-12-31 |
h. Coupon | 3.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,296,000.00 |
j. Value of collateral, to the nearest cent | $1,286,986.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WESTERN DIGITAL CORP |
e. LEI | 549300QQXOOYEF89IC56 |
f. The CUSIP | 958102AQ8 |
g. Maturity date | 2029-02-01 |
h. Coupon | 2.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $85,000.00 |
j. Value of collateral, to the nearest cent | $78,245.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WHIRLPOOL CORP |
e. LEI | WHENKOULSSK7WUM60H03 |
f. The CUSIP | 963320AV8 |
g. Maturity date | 2046-06-01 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,186,000.00 |
j. Value of collateral, to the nearest cent | $879,496.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WHIRLPOOL CORP |
e. LEI | WHENKOULSSK7WUM60H03 |
f. The CUSIP | 963320AX4 |
g. Maturity date | 2050-05-15 |
h. Coupon | 4.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,244,000.00 |
j. Value of collateral, to the nearest cent | $1,584,278.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | XEROX CORPORATION |
e. LEI | 4KF48RN45X1OO8UBLY20 |
f. The CUSIP | 984121CS0 |
g. Maturity date | 2030-10-15 |
h. Coupon | 10.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,399,000.00 |
j. Value of collateral, to the nearest cent | $10,821,733.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FRONTIER CALIFORNIA INC |
e. LEI | N/A |
f. The CUSIP | 362311AG7 |
g. Maturity date | 2027-05-15 |
h. Coupon | 6.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,766,000.00 |
j. Value of collateral, to the nearest cent | $1,797,456.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FRONTIER NORTH INC |
e. LEI | N/A |
f. The CUSIP | 362337AK3 |
g. Maturity date | 2028-02-15 |
h. Coupon | 6.730000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,122,000.00 |
j. Value of collateral, to the nearest cent | $6,379,914.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COSTAR GRP INC |
e. LEI | 984500Q1D53D08E2E698 |
f. The CUSIP | 22160NAA7 |
g. Maturity date | 2030-07-15 |
h. Coupon | 2.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,532,000.00 |
j. Value of collateral, to the nearest cent | $5,883,045.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP INC |
e. LEI | 6SHGI4ZSSLCXXQSBB395 |
f. The CUSIP | 172967KM2 |
g. Maturity date | 2079-12-31 |
h. Coupon | 6.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $84,000.00 |
j. Value of collateral, to the nearest cent | $86,471.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP INC |
e. LEI | 6SHGI4ZSSLCXXQSBB395 |
f. The CUSIP | 172967PC9 |
g. Maturity date | 2079-12-31 |
h. Coupon | 7.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $109,000.00 |
j. Value of collateral, to the nearest cent | $112,765.18 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GLP CAPITAL LP |
e. LEI | 2549005PXW31DRW8EC44 |
f. The CUSIP | 361841AK5 |
g. Maturity date | 2028-06-01 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $904,000.00 |
j. Value of collateral, to the nearest cent | $945,683.69 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CROWN CORK & SEAL CO INC |
e. LEI | 7HLDMDH0ZXNUH6PT7Z42 |
f. The CUSIP | 228255AH8 |
g. Maturity date | 2026-12-15 |
h. Coupon | 7.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $131,000.00 |
j. Value of collateral, to the nearest cent | $139,693.43 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JAGUAR LAND ROVER AUTOMOTIVE PLC |
e. LEI | 529900L73GEWN1O5NH84 |
f. The CUSIP | 47010BAK0 |
g. Maturity date | 2028-01-15 |
h. Coupon | 5.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $234,000.00 |
j. Value of collateral, to the nearest cent | $238,865.15 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JAMES HARDIE INTERNATIONAL FINANCE DAC |
e. LEI | 635400G32A4Q1LVQ8M88 |
f. The CUSIP | 47032FAB5 |
g. Maturity date | 2028-01-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,140,000.00 |
j. Value of collateral, to the nearest cent | $1,135,348.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VENTURE GLOBAL PLAQUEMINES LNG LLC |
e. LEI | 549300TKP4I6OJ02BF90 |
f. The CUSIP | 922966AB2 |
g. Maturity date | 2035-05-01 |
h. Coupon | 7.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,114,000.00 |
j. Value of collateral, to the nearest cent | $3,304,065.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VENTURE GLOBAL CALCASIEU PASS LLC |
e. LEI | 549300GKHS6RS20NLH85 |
f. The CUSIP | 92328MAC7 |
g. Maturity date | 2033-11-01 |
h. Coupon | 3.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $34,142,000.00 |
j. Value of collateral, to the nearest cent | $29,289,449.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BNP PARIBAS SA |
e. LEI | R0MUWSFPU8MPRO8K5P83 |
f. The CUSIP | 05565AS20 |
g. Maturity date | 2079-12-31 |
h. Coupon | 9.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $368,000.00 |
j. Value of collateral, to the nearest cent | $392,622.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANCO BRADESCO SA (CAYMAN ISLANDS BRANCH) |
e. LEI | N/A |
f. The CUSIP | 05947KBB5 |
g. Maturity date | 2030-01-22 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $250,000.00 |
j. Value of collateral, to the nearest cent | $265,152.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NORDSTROM INC |
e. LEI | 549300S3IZB5P35KNV16 |
f. The CUSIP | 655664AR1 |
g. Maturity date | 2044-01-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,759,000.00 |
j. Value of collateral, to the nearest cent | $2,701,442.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | XPLR INFRASTRUCTURE OPERATING PARTNERS LP |
e. LEI | 549300KJEC5IUVJWR786 |
f. The CUSIP | 65342QAM4 |
g. Maturity date | 2029-01-15 |
h. Coupon | 7.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,890,000.00 |
j. Value of collateral, to the nearest cent | $7,111,082.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GO DADDY OPERATING COMPANY LLC |
e. LEI | 5493005GJOH8HLL11157 |
f. The CUSIP | 38016LAC9 |
g. Maturity date | 2029-03-01 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,477,000.00 |
j. Value of collateral, to the nearest cent | $1,391,795.97 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOEASY LTD |
e. LEI | 5493009DJVZG2P8YV435 |
f. The CUSIP | 380355AJ6 |
g. Maturity date | 2029-07-01 |
h. Coupon | 7.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $691,000.00 |
j. Value of collateral, to the nearest cent | $719,689.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PROSPECT CAPITAL CORP |
e. LEI | 549300FSD8T39P5Q0O47 |
f. The CUSIP | 74348TAV4 |
g. Maturity date | 2026-11-15 |
h. Coupon | 3.364000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $787,000.00 |
j. Value of collateral, to the nearest cent | $742,488.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PARAMOUNT GLOBAL |
e. LEI | 5KYC8KF17ROCY24M3H09 |
f. The CUSIP | 92553PAP7 |
g. Maturity date | 2043-03-15 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,114,000.00 |
j. Value of collateral, to the nearest cent | $5,983,706.49 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PARAMOUNT GLOBAL |
e. LEI | 5KYC8KF17ROCY24M3H09 |
f. The CUSIP | 92556HAC1 |
g. Maturity date | 2050-05-19 |
h. Coupon | 4.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,692,000.00 |
j. Value of collateral, to the nearest cent | $2,787,579.99 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VISTRA OPERATIONS COMPANY LLC |
e. LEI | 549300ZH5GKBTJZ7NM23 |
f. The CUSIP | 92840VAB8 |
g. Maturity date | 2027-02-15 |
h. Coupon | 5.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $259,000.00 |
j. Value of collateral, to the nearest cent | $263,174.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VISTRA OPERATIONS COMPANY LLC |
e. LEI | 549300ZH5GKBTJZ7NM23 |
f. The CUSIP | 92840VAP7 |
g. Maturity date | 2031-10-15 |
h. Coupon | 7.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,515,000.00 |
j. Value of collateral, to the nearest cent | $1,619,167.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENTEGRIS ESCROW CORP |
e. LEI | N/A |
f. The CUSIP | 29365BAA1 |
g. Maturity date | 2029-04-15 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,108,000.00 |
j. Value of collateral, to the nearest cent | $4,009,274.49 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LATAM AIRLINES GROUP SA |
e. LEI | 549300HX3UUDPEFTG707 |
f. The CUSIP | 51817RAD8 |
g. Maturity date | 2030-04-15 |
h. Coupon | 7.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,546,000.00 |
j. Value of collateral, to the nearest cent | $8,664,308.69 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANCO DE CREDITO DEL PERU |
e. LEI | 549300EQYQ8SCQZ4BY14 |
f. The CUSIP | 05971V2C8 |
g. Maturity date | 2030-07-01 |
h. Coupon | 3.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,893,000.00 |
j. Value of collateral, to the nearest cent | $1,910,423.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORGANON & CO |
e. LEI | 549300AMCKY57OK2CO56 |
f. The CUSIP | 68622TAA9 |
g. Maturity date | 2028-04-30 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,376,000.00 |
j. Value of collateral, to the nearest cent | $3,172,047.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WARNERMEDIA HOLDINGS INC |
e. LEI | 549300DXR29GD4N0A520 |
f. The CUSIP | 55903VBC6 |
g. Maturity date | 2032-03-15 |
h. Coupon | 4.279000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,213,000.00 |
j. Value of collateral, to the nearest cent | $4,459,953.91 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WARNERMEDIA HOLDINGS INC |
e. LEI | 549300DXR29GD4N0A520 |
f. The CUSIP | 55903VBF9 |
g. Maturity date | 2062-03-15 |
h. Coupon | 5.391000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $11,641,000.00 |
j. Value of collateral, to the nearest cent | $7,593,555.26 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS GROUP INC/THE |
e. LEI | 784F5XWPLTWKTBV3E584 |
f. The CUSIP | 38148BAC2 |
g. Maturity date | 2079-12-31 |
h. Coupon | 5.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $23,000.00 |
j. Value of collateral, to the nearest cent | $23,004.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS GROUP INC/THE |
e. LEI | 784F5XWPLTWKTBV3E584 |
f. The CUSIP | 38148BAE8 |
g. Maturity date | 2079-12-31 |
h. Coupon | 7.413000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $43,000.00 |
j. Value of collateral, to the nearest cent | $44,155.02 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GETTY IMAGES INC |
e. LEI | 5493005NV20IG4VEKZ40 |
f. The CUSIP | 374276AM5 |
g. Maturity date | 2030-02-21 |
h. Coupon | 11.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $44,877,347.00 |
j. Value of collateral, to the nearest cent | $44,680,896.41 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GLOBAL AIRCRAFT LEASING CO LTD |
e. LEI | N/A |
f. The CUSIP | 37960JAC2 |
g. Maturity date | 2027-09-01 |
h. Coupon | 8.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $107,835,000.00 |
j. Value of collateral, to the nearest cent | $111,292,399.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TRANSCANADA TRUST |
e. LEI | 549300Y0MFCAXLBWUV51 |
f. The CUSIP | 89356BAG3 |
g. Maturity date | 2082-03-07 |
h. Coupon | 5.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,986,000.00 |
j. Value of collateral, to the nearest cent | $3,791,726.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TRANSDIGM INC |
e. LEI | 88Q84GB3X55CF5OC7582 |
f. The CUSIP | 893647BR7 |
g. Maturity date | 2028-08-15 |
h. Coupon | 6.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,541,000.00 |
j. Value of collateral, to the nearest cent | $8,848,283.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TRAVEL + LEISURE CO |
e. LEI | T4VNTWMFQ7JQB65L7T35 |
f. The CUSIP | 894164AA0 |
g. Maturity date | 2029-12-01 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $11,763,000.00 |
j. Value of collateral, to the nearest cent | $11,464,043.36 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALUMINA PTY LTD |
e. LEI | 2138002VD9MW2WT8HR38 |
f. The CUSIP | 02220AAB3 |
g. Maturity date | 2032-09-15 |
h. Coupon | 6.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000,000.00 |
j. Value of collateral, to the nearest cent | $1,003,597.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED AIRLINES INC |
e. LEI | K1OQBWM7XEOO08LDNP29 |
f. The CUSIP | 90932LAH0 |
g. Maturity date | 2029-04-15 |
h. Coupon | 4.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,232,000.00 |
j. Value of collateral, to the nearest cent | $2,129,821.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ONEMAIN FINANCE CORP |
e. LEI | 5493008I795YYBFWFU90 |
f. The CUSIP | 682691AJ9 |
g. Maturity date | 2032-03-15 |
h. Coupon | 6.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,661,000.00 |
j. Value of collateral, to the nearest cent | $3,685,995.48 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ONEMAIN FINANCE CORP |
e. LEI | 5493008I795YYBFWFU90 |
f. The CUSIP | 682695AA9 |
g. Maturity date | 2029-01-15 |
h. Coupon | 9.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $12,755,000.00 |
j. Value of collateral, to the nearest cent | $13,784,456.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FIBERCOP SPA |
e. LEI | 8156007022402E114A31 |
f. The CUSIP | 683879AD2 |
g. Maturity date | 2034-09-30 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,081,000.00 |
j. Value of collateral, to the nearest cent | $1,964,859.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENCOMPASS HEALTH CORP |
e. LEI | 549300FVRPM9DRQZRG64 |
f. The CUSIP | 29261AAB6 |
g. Maturity date | 2030-02-01 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,310,000.00 |
j. Value of collateral, to the nearest cent | $1,298,775.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PG&E CORP |
e. LEI | 8YQ2GSDWYZXO2EDN3511 |
f. The CUSIP | 69331CAJ7 |
g. Maturity date | 2030-07-01 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,136,000.00 |
j. Value of collateral, to the nearest cent | $5,085,611.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANC OF CALIFORNIA |
e. LEI | 549300A7DTSCJLJ33451 |
f. The CUSIP | 69506YSC4 |
g. Maturity date | 2031-05-01 |
h. Coupon | 3.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $18,257,000.00 |
j. Value of collateral, to the nearest cent | $15,977,030.34 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-06 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | JP MORGAN SECURITIES LLC |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 7 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | AA |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | Aa3 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | AA- |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.58%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $455,000,000.00 |
b. Excluding the value of any sponsor support: | $455,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.58%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | TD SECURITIES (USA) LLC |
| Item C.2. The title of the issue | TRI-PARTY TD SECURITIES (USA) LLC 4.430000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | SUVUFHICNZMP2WKHG940 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001335977 |
c. The RSSD ID; or | |
d. Other unique identifier | BRYXG6MU0 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | STANLEY BLACK & DECKER INC |
e. LEI | 549300DJ09SMTO561131 |
f. The CUSIP | 854502AJ0 |
g. Maturity date | 2048-11-15 |
h. Coupon | 4.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $25,000,000.00 |
j. Value of collateral, to the nearest cent | $20,297,520.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | STARBUCKS CORP |
e. LEI | OQSJ1DU9TAOC51A47K68 |
f. The CUSIP | 855244AH2 |
g. Maturity date | 2045-06-15 |
h. Coupon | 4.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $25,000,000.00 |
j. Value of collateral, to the nearest cent | $20,214,958.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NOVA CHEMICALS CORP |
e. LEI | 549300ZOD6N7RI2FJP09 |
f. The CUSIP | 66977WAR0 |
g. Maturity date | 2027-06-01 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $45,633,000.00 |
j. Value of collateral, to the nearest cent | $46,743,441.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PRIME SECURITY SERVICES BORROWER LLC |
e. LEI | 549300O6QPZVWXV2DC15 |
f. The CUSIP | 74166MAC0 |
g. Maturity date | 2026-04-15 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $21,755,000.00 |
j. Value of collateral, to the nearest cent | $22,045,628.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HAT HOLDINGS I LLC |
e. LEI | 254900YE1WH1XG7Y4E44 |
f. The CUSIP | 418751AE3 |
g. Maturity date | 2026-06-15 |
h. Coupon | 3.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $34,900,000.00 |
j. Value of collateral, to the nearest cent | $34,529,318.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TENET HEALTHCARE CORP |
e. LEI | 0W9AIBT6U6ADJ2I8HK17 |
f. The CUSIP | 88033GDS6 |
g. Maturity date | 2027-02-01 |
h. Coupon | 6.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $44,600,000.00 |
j. Value of collateral, to the nearest cent | $45,546,845.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AIR CANADA |
e. LEI | 4B4HI3CGXMBDC0G6BM51 |
f. The CUSIP | 008911BK4 |
g. Maturity date | 2026-08-15 |
h. Coupon | 3.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $44,800,000.00 |
j. Value of collateral, to the nearest cent | $44,736,029.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ACCIDENT FUND INSURANCE COMPANY OF AMERICA |
e. LEI | 2549009NUX96RJZ6DQ30 |
f. The CUSIP | 00452AAA8 |
g. Maturity date | 2032-08-01 |
h. Coupon | 8.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $14,571,000.00 |
j. Value of collateral, to the nearest cent | $14,776,556.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AADVANTAGE LOYALTY IP LTD |
e. LEI | N/A |
f. The CUSIP | 00253XAA9 |
g. Maturity date | 2026-04-20 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $88,097,000.00 |
j. Value of collateral, to the nearest cent | $29,487,566.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CARNIVAL CORP |
e. LEI | F1OF2ZSX47CR0BCWA982 |
f. The CUSIP | 143658BN1 |
g. Maturity date | 2027-03-01 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $32,474,000.00 |
j. Value of collateral, to the nearest cent | $33,032,724.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DISCOVER FINANCIAL SERVICES |
e. LEI | Z1YLO2USPORE63VVUL20 |
f. The CUSIP | 254709AT5 |
g. Maturity date | 2034-11-02 |
h. Coupon | 7.964000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $17,616,000.00 |
j. Value of collateral, to the nearest cent | $20,232,755.01 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FORD MOTOR CREDIT COMPANY LLC |
e. LEI | UDSQCVRUX5BONN0VY111 |
f. The CUSIP | 345397D26 |
g. Maturity date | 2026-06-10 |
h. Coupon | 6.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $28,000,000.00 |
j. Value of collateral, to the nearest cent | $29,209,024.43 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ZOETIS INC |
e. LEI | 549300HD9Q1LOC9KLJ48 |
f. The CUSIP | 98978VAM5 |
g. Maturity date | 2047-09-12 |
h. Coupon | 3.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $25,392,000.00 |
j. Value of collateral, to the nearest cent | $19,790,990.31 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EMERA US FINANCE LP |
e. LEI | N/A |
f. The CUSIP | 29103DAJ5 |
g. Maturity date | 2026-06-15 |
h. Coupon | 3.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $20,000,000.00 |
j. Value of collateral, to the nearest cent | $20,047,816.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CONAGRA BRANDS INC |
e. LEI | 54930035UDEIH090K650 |
f. The CUSIP | 205887CF7 |
g. Maturity date | 2027-11-01 |
h. Coupon | 1.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $21,487,000.00 |
j. Value of collateral, to the nearest cent | $19,889,390.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITADEL FINANCE LLC |
e. LEI | 549300BQL283NCR7P163 |
f. The CUSIP | 17287HAD2 |
g. Maturity date | 2030-02-10 |
h. Coupon | 5.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $18,800,000.00 |
j. Value of collateral, to the nearest cent | $19,026,686.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COX COMMUNICATIONS INC |
e. LEI | 5493001NEDZNIFRP2R92 |
f. The CUSIP | 224044CJ4 |
g. Maturity date | 2027-08-15 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $20,000,000.00 |
j. Value of collateral, to the nearest cent | $19,661,766.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TYSON FOODS INC |
e. LEI | WD6L6041MNRW1JE49D58 |
f. The CUSIP | 902494BD4 |
g. Maturity date | 2047-06-02 |
h. Coupon | 4.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,566,000.00 |
j. Value of collateral, to the nearest cent | $7,123,975.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UBS GROUP AG |
e. LEI | 549300SZJ9VS8SGXAN81 |
f. The CUSIP | 902613AV0 |
g. Maturity date | 2034-01-12 |
h. Coupon | 5.959000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $16,150,000.00 |
j. Value of collateral, to the nearest cent | $17,088,522.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-06 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | TD SECURITIES (USA) LLC |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 7 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A+ |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.43%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $445,000,000.00 |
b. Excluding the value of any sponsor support: | $445,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.57%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | GOLDMAN SACHS & CO LLC |
| Item C.2. The title of the issue | TRI-PARTY GOLDMAN SACHS & CO. LLC 4.750000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | FOR8UP27PHTHYVLBNG30 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | BYD0ESQN6 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | FEDERAL HOME LOAN MORTGAGE CORPORATION |
e. LEI | S6XOOCT0IEG5ABCC6L87 |
f. The CUSIP | 3132DPFF0 |
g. Maturity date | 2052-11-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $390,000.00 |
j. Value of collateral, to the nearest cent | $306,296.85 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FEDERAL HOME LOAN MORTGAGE CORPORATION |
e. LEI | S6XOOCT0IEG5ABCC6L87 |
f. The CUSIP | 3133A0FJ8 |
g. Maturity date | 2049-12-01 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000,000.00 |
j. Value of collateral, to the nearest cent | $395,235.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FEDERAL NATIONAL MORTGAGE ASSOCIATION |
e. LEI | B1V7KEBTPIMZEU4LTD58 |
f. The CUSIP | 31368HLZ4 |
g. Maturity date | 2033-12-01 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $215,301,113.00 |
j. Value of collateral, to the nearest cent | $1,212,711.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FREDDIE MAC GOLD |
e. LEI | N/A |
f. The CUSIP | 3128M5PM6 |
g. Maturity date | 2035-12-01 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $350,000.00 |
j. Value of collateral, to the nearest cent | $10,643.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FEDERAL NATIONAL MORTGAGE ASSOCIATION |
e. LEI | B1V7KEBTPIMZEU4LTD58 |
f. The CUSIP | 31389SU85 |
g. Maturity date | 2032-02-01 |
h. Coupon | 7.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $981,032.00 |
j. Value of collateral, to the nearest cent | $7,954.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FEDERAL NATIONAL MORTGAGE ASSOCIATION |
e. LEI | B1V7KEBTPIMZEU4LTD58 |
f. The CUSIP | 3138WAKN6 |
g. Maturity date | 2043-12-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $356,257.00 |
j. Value of collateral, to the nearest cent | $57,922.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FEDERAL NATIONAL MORTGAGE ASSOCIATION |
e. LEI | B1V7KEBTPIMZEU4LTD58 |
f. The CUSIP | 3140J9D24 |
g. Maturity date | 2044-10-01 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,500,000.00 |
j. Value of collateral, to the nearest cent | $670,383.41 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FEDERAL NATIONAL MORTGAGE ASSOCIATION |
e. LEI | B1V7KEBTPIMZEU4LTD58 |
f. The CUSIP | 3140MRAH0 |
g. Maturity date | 2052-07-01 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $68,346.00 |
j. Value of collateral, to the nearest cent | $48,759.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FEDERAL NATIONAL MORTGAGE ASSOCIATION |
e. LEI | B1V7KEBTPIMZEU4LTD58 |
f. The CUSIP | 3140N5LF9 |
g. Maturity date | 2052-10-01 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $32,580.00 |
j. Value of collateral, to the nearest cent | $23,765.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FEDERAL NATIONAL MORTGAGE ASSOCIATION |
e. LEI | B1V7KEBTPIMZEU4LTD58 |
f. The CUSIP | 3140NXYS6 |
g. Maturity date | 2035-04-01 |
h. Coupon | 4.960000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,451,931.00 |
j. Value of collateral, to the nearest cent | $2,474,061.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FEDERAL NATIONAL MORTGAGE ASSOCIATION |
e. LEI | B1V7KEBTPIMZEU4LTD58 |
f. The CUSIP | 3140QVFL3 |
g. Maturity date | 2054-09-01 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $739,000.00 |
j. Value of collateral, to the nearest cent | $689,248.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FEDERAL NATIONAL MORTGAGE ASSOCIATION |
e. LEI | B1V7KEBTPIMZEU4LTD58 |
f. The CUSIP | 3140XMTC0 |
g. Maturity date | 2037-03-01 |
h. Coupon | 2.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $265,000.00 |
j. Value of collateral, to the nearest cent | $195,852.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FEDERAL NATIONAL MORTGAGE ASSOCIATION |
e. LEI | B1V7KEBTPIMZEU4LTD58 |
f. The CUSIP | 3140XP6Z7 |
g. Maturity date | 2054-06-01 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $240,668.00 |
j. Value of collateral, to the nearest cent | $227,680.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VENTURE CLO LIMITED VENTR_28-RR |
e. LEI | N/A |
f. The CUSIP | 92331AAU8 |
g. Maturity date | 2030-07-20 |
h. Coupon | 5.521080 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $600,000.00 |
j. Value of collateral, to the nearest cent | $117,523.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BBVA BANCOMER SA INSTITUCION DE |
e. LEI | 549300WIWQK5Q9MCUN92 |
f. The CUSIP | BRYKC96C4 |
g. Maturity date | 2038-06-29 |
h. Coupon | 8.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,720,000.00 |
j. Value of collateral, to the nearest cent | $2,916,365.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BBVA BANCOMER SA INSTITUCION DE |
e. LEI | 549300WIWQK5Q9MCUN92 |
f. The CUSIP | BRYU22943 |
g. Maturity date | 2039-01-08 |
h. Coupon | 8.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,354,000.00 |
j. Value of collateral, to the nearest cent | $1,434,615.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GRUPO NUTRESA SA |
e. LEI | 254900KKAX7B7RJUE255 |
f. The CUSIP | 40055CAA1 |
g. Maturity date | 2030-05-12 |
h. Coupon | 8.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $529,000.00 |
j. Value of collateral, to the nearest cent | $549,366.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GRUPO NUTRESA SA |
e. LEI | 254900KKAX7B7RJUE255 |
f. The CUSIP | 40055CAB9 |
g. Maturity date | 2035-05-12 |
h. Coupon | 9.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,700,000.00 |
j. Value of collateral, to the nearest cent | $1,792,650.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AES PANAMA GENERATION HOLDINGS SRL |
e. LEI | N/A |
f. The CUSIP | 00109AAB3 |
g. Maturity date | 2030-05-31 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,430,000.00 |
j. Value of collateral, to the nearest cent | $1,201,647.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CENTERPOINT ENERGY INC |
e. LEI | 21TPXMRRHFKOBHDC8J74 |
f. The CUSIP | 15189TBH9 |
g. Maturity date | 2055-02-15 |
h. Coupon | 7.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $750,000.00 |
j. Value of collateral, to the nearest cent | $785,532.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CENTERPOINT ENERGY INC |
e. LEI | 21TPXMRRHFKOBHDC8J74 |
f. The CUSIP | 15189TBP1 |
g. Maturity date | 2055-05-15 |
h. Coupon | 6.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,412,000.00 |
j. Value of collateral, to the nearest cent | $1,416,916.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EMPRESAS PUBLICAS DE MEDELLIN ES |
e. LEI | 549300SU25TO8EMXB434 |
f. The CUSIP | BRW6ML9Y8 |
g. Maturity date | 2031-02-15 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,231,000.00 |
j. Value of collateral, to the nearest cent | $1,976,421.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALLSTATE CORP |
e. LEI | OBT0W1ED8G0NWVOLOJ77 |
f. The CUSIP | 020002AU5 |
g. Maturity date | 2067-05-15 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,056,000.00 |
j. Value of collateral, to the nearest cent | $1,055,882.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTESA SANPAOLO SPA |
e. LEI | 2W8N8UU78PMDQKZENC08 |
f. The CUSIP | 46115HBQ9 |
g. Maturity date | 2032-06-01 |
h. Coupon | 4.198000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,054,000.00 |
j. Value of collateral, to the nearest cent | $5,575,633.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN ELECTRIC POWER COMPANY INC. |
e. LEI | 1B4S6S7G0TW5EE83BO58 |
f. The CUSIP | 025537BA8 |
g. Maturity date | 2054-12-15 |
h. Coupon | 6.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $30,000.00 |
j. Value of collateral, to the nearest cent | $31,581.73 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | B3 SA BRASIL BOLSA BALCAO |
e. LEI | 4GTK5S46E6H318LMDS44 |
f. The CUSIP | 11778EAA4 |
g. Maturity date | 2031-09-20 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,200,000.00 |
j. Value of collateral, to the nearest cent | $2,015,861.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CMS ENERGY CORP |
e. LEI | 549300IA9XFBAGNIBW29 |
f. The CUSIP | 125896BY5 |
g. Maturity date | 2055-06-01 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,265,000.00 |
j. Value of collateral, to the nearest cent | $5,292,509.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | STARLI_20-1 |
e. LEI | N/A |
f. The CUSIP | 85573AAA3 |
g. Maturity date | 2050-02-25 |
h. Coupon | 2.275000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,239,700.00 |
j. Value of collateral, to the nearest cent | $46,940.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE COMMERCIAL MORTGA |
e. LEI | N/A |
f. The CUSIP | 46590MAW0 |
g. Maturity date | 2049-08-15 |
h. Coupon | 3.459500 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $174,000.00 |
j. Value of collateral, to the nearest cent | $161,999.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VERUS SECURITIZATION TRUST VERUS_24-1 |
e. LEI | N/A |
f. The CUSIP | 92540EAB9 |
g. Maturity date | 2069-01-25 |
h. Coupon | 5.915000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000,000.00 |
j. Value of collateral, to the nearest cent | $1,341,484.97 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-14 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-14 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | GOLDMAN SACHS & CO LLC |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 45 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | A+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A+ |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.75%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $32,500,000.00 |
b. Excluding the value of any sponsor support: | $32,500,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.04%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | JP MORGAN SECURITIES LLC |
| Item C.2. The title of the issue | TRI-PARTY J.P. MORGAN SECURITIES LLC 4.360000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | ZBUT11V806EZRVTWT807 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0000782124 |
c. The RSSD ID; or | |
d. Other unique identifier | BYD20CSR1 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618N5C49 |
g. Maturity date | 2054-12-20 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $342,377,982.00 |
j. Value of collateral, to the nearest cent | $320,434,111.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618N5ES4 |
g. Maturity date | 2055-01-20 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $226,770,688.00 |
j. Value of collateral, to the nearest cent | $206,610,251.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618N5GM5 |
g. Maturity date | 2055-02-20 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $209,498,624.00 |
j. Value of collateral, to the nearest cent | $196,895,972.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618N5MM8 |
g. Maturity date | 2055-05-20 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $64,996,352.00 |
j. Value of collateral, to the nearest cent | $59,653,666.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179WBX5 |
g. Maturity date | 2051-03-20 |
h. Coupon | 2.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $37,753,536.00 |
j. Value of collateral, to the nearest cent | $19,491,201.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179YAT1 |
g. Maturity date | 2053-07-20 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $40,000.00 |
j. Value of collateral, to the nearest cent | $28,098.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179YYT5 |
g. Maturity date | 2054-06-20 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $29,374.00 |
j. Value of collateral, to the nearest cent | $25,999.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179YYY4 |
g. Maturity date | 2054-06-20 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $21,901,472.00 |
j. Value of collateral, to the nearest cent | $15,972,042.81 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3617A3ZP8 |
g. Maturity date | 2047-06-20 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,687,410.00 |
j. Value of collateral, to the nearest cent | $1,228,778.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3617F2TW7 |
g. Maturity date | 2052-06-20 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,030,846.00 |
j. Value of collateral, to the nearest cent | $960,130.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3617U7RX9 |
g. Maturity date | 2050-12-20 |
h. Coupon | 2.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,750,000.00 |
j. Value of collateral, to the nearest cent | $1,028,622.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3617XSR28 |
g. Maturity date | 2052-02-20 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000,000.00 |
j. Value of collateral, to the nearest cent | $1,975,054.07 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618JJQF4 |
g. Maturity date | 2054-10-20 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,991,128.00 |
j. Value of collateral, to the nearest cent | $8,383,959.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618KBFG9 |
g. Maturity date | 2055-01-20 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,712,848.00 |
j. Value of collateral, to the nearest cent | $2,808,541.35 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179S5K9 |
g. Maturity date | 2047-05-20 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $13,294,814.00 |
j. Value of collateral, to the nearest cent | $1,923,571.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-06 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | JP MORGAN SECURITIES LLC |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 7 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | AA |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | Aa3 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | AA- |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.36%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $821,000,000.00 |
b. Excluding the value of any sponsor support: | $821,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 1.05%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | JP MORGAN SECURITIES LLC |
| Item C.2. The title of the issue | TRI-PARTY J.P. MORGAN SECURITIES LLC 4.530000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | ZBUT11V806EZRVTWT807 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0000782124 |
c. The RSSD ID; or | |
d. Other unique identifier | BYD4AZ9S4 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | SUNCOR ENERGY INC |
e. LEI | 549300W70ZOQDVLCHY06 |
f. The CUSIP | 867229AD8 |
g. Maturity date | 2034-12-01 |
h. Coupon | 5.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,357,000.00 |
j. Value of collateral, to the nearest cent | $8,688,645.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SUZANO AUSTRIA GMBH |
e. LEI | 254900287ZNSGVP1R341 |
f. The CUSIP | 86964WAH5 |
g. Maturity date | 2030-01-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $450,000.00 |
j. Value of collateral, to the nearest cent | $448,240.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | STATE STREET CORP |
e. LEI | 549300ZFEEJ2IP5VME73 |
f. The CUSIP | 857477AX1 |
g. Maturity date | 2028-05-15 |
h. Coupon | 5.147940 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,000.00 |
j. Value of collateral, to the nearest cent | $6,851.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | STATE STREET CORP |
e. LEI | 549300ZFEEJ2IP5VME73 |
f. The CUSIP | 857477BX0 |
g. Maturity date | 2026-11-04 |
h. Coupon | 5.751000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $370,000.00 |
j. Value of collateral, to the nearest cent | $373,438.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | STORE CAPITAL LLC |
e. LEI | 254900Z9PIEFQ6AYXK50 |
f. The CUSIP | 862121AD2 |
g. Maturity date | 2031-12-01 |
h. Coupon | 2.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,051,000.00 |
j. Value of collateral, to the nearest cent | $3,434,133.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED PARCEL SERVICE INC |
e. LEI | D01LMJZU09ULLNCY6Z23 |
f. The CUSIP | 911312BV7 |
g. Maturity date | 2040-04-01 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $137,000.00 |
j. Value of collateral, to the nearest cent | $131,739.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SANTOS FINANCE LTD. |
e. LEI | 213800BKUBSWG53XNS94 |
f. The CUSIP | 803014AB5 |
g. Maturity date | 2033-09-19 |
h. Coupon | 6.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,591,000.00 |
j. Value of collateral, to the nearest cent | $2,756,847.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SEMPRA |
e. LEI | PBBKGKLRK5S5C0Y4T545 |
f. The CUSIP | 816851BT5 |
g. Maturity date | 2054-10-01 |
h. Coupon | 6.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $16,000.00 |
j. Value of collateral, to the nearest cent | $15,182.54 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMISION FEDERAL DE ELECTRICIDAD |
e. LEI | 4469000001BFPONMPF32 |
f. The CUSIP | BRWGXTD55 |
g. Maturity date | 2031-02-09 |
h. Coupon | 3.348000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $366,000.00 |
j. Value of collateral, to the nearest cent | $320,013.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INVERSIONES CMPC S.A. |
e. LEI | 549300G475ACIABB4385 |
f. The CUSIP | BRWKF6RG7 |
g. Maturity date | 2031-04-06 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $433,000.00 |
j. Value of collateral, to the nearest cent | $374,298.19 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORBIA ADVANCE CORPORATION SAB DE CV |
e. LEI | 549300MVHZ20SBIOEQ79 |
f. The CUSIP | BRWLW8J71 |
g. Maturity date | 2031-05-11 |
h. Coupon | 2.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $572,000.00 |
j. Value of collateral, to the nearest cent | $472,052.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMISION FEDERAL DE ELECTRICIDAD |
e. LEI | 4469000001BFPONMPF32 |
f. The CUSIP | BRWQ0Q8W2 |
g. Maturity date | 2033-07-26 |
h. Coupon | 3.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,257,000.00 |
j. Value of collateral, to the nearest cent | $3,572,377.43 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BLACKSTONE HOLDINGS FINANCE CO LLC |
e. LEI | 549300D2L6J4NC1QVZ22 |
f. The CUSIP | BRWQW8VF8 |
g. Maturity date | 2051-08-05 |
h. Coupon | 2.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $300,000.00 |
j. Value of collateral, to the nearest cent | $176,245.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AEROPUERTO INTERNACIONAL DE TOCU |
e. LEI | 254900FO1PHX49ZIGB14 |
f. The CUSIP | BRWR6KJD7 |
g. Maturity date | 2041-08-11 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $281,000.00 |
j. Value of collateral, to the nearest cent | $208,002.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA |
e. LEI | 959800T4M5QUPYMSCH69 |
f. The CUSIP | BRWSQ85N3 |
g. Maturity date | 2061-09-13 |
h. Coupon | 3.693000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,500,000.00 |
j. Value of collateral, to the nearest cent | $5,430,640.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANGKOK BANK PUBLIC CO LTD (HONG KONG BRANCH) |
e. LEI | N/A |
f. The CUSIP | BRWT03V92 |
g. Maturity date | 2036-09-23 |
h. Coupon | 3.466000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $545,000.00 |
j. Value of collateral, to the nearest cent | $482,036.48 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SPIRE MISSOURI INC |
e. LEI | 06LJQCOVPRXOPDHFC707 |
f. The CUSIP | 84859DAA5 |
g. Maturity date | 2051-06-01 |
h. Coupon | 3.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $36,000.00 |
j. Value of collateral, to the nearest cent | $24,115.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | STANDARD CHARTERED PLC |
e. LEI | U4LOSYZ7YG4W3S5F2G91 |
f. The CUSIP | 853254DC1 |
g. Maturity date | 2035-05-14 |
h. Coupon | 5.905000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $300,000.00 |
j. Value of collateral, to the nearest cent | $305,533.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | STANFORD HEALTH CARE |
e. LEI | 5493005311WCPXQGDG42 |
f. The CUSIP | 85434VAB4 |
g. Maturity date | 2030-08-15 |
h. Coupon | 3.310000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,065,000.00 |
j. Value of collateral, to the nearest cent | $4,804,477.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | STARBUCKS CORP |
e. LEI | OQSJ1DU9TAOC51A47K68 |
f. The CUSIP | 855244BH1 |
g. Maturity date | 2031-02-15 |
h. Coupon | 4.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $710,000.00 |
j. Value of collateral, to the nearest cent | $724,456.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SIMON PROPERTY GROUP LP (PRE-REINCORPORATION) |
e. LEI | MR92GTD0MJTTTTQDVG45 |
f. The CUSIP | 828807DU8 |
g. Maturity date | 2033-03-08 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $82,000.00 |
j. Value of collateral, to the nearest cent | $84,954.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC |
e. LEI | 254900Z1WAY7QFQ7O850 |
f. The CUSIP | 83007CAE2 |
g. Maturity date | 2034-10-01 |
h. Coupon | 5.584000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $523,000.00 |
j. Value of collateral, to the nearest cent | $507,561.85 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC |
e. LEI | 254900Z1WAY7QFQ7O850 |
f. The CUSIP | 83007CAG7 |
g. Maturity date | 2054-10-01 |
h. Coupon | 6.176000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $18,578,000.00 |
j. Value of collateral, to the nearest cent | $17,118,731.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BARCLAYS PLC |
e. LEI | 213800LBQA1Y9L22JB70 |
f. The CUSIP | 06738EBP9 |
g. Maturity date | 2035-09-23 |
h. Coupon | 3.564000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,405,000.00 |
j. Value of collateral, to the nearest cent | $4,038,076.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NORTHERN STATES POWER CO (WISCONSIN) |
e. LEI | OOVRSRHKQSBLKRB7QM17 |
f. The CUSIP | 665789AW3 |
g. Maturity date | 2038-09-01 |
h. Coupon | 6.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $620,000.00 |
j. Value of collateral, to the nearest cent | $661,155.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NORTHROP GRUMMAN CORP |
e. LEI | RIMU48P07456QXSO0R61 |
f. The CUSIP | 666807CL4 |
g. Maturity date | 2034-06-01 |
h. Coupon | 4.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,908,000.00 |
j. Value of collateral, to the nearest cent | $4,936,730.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NORTHWESTERN MUTUAL LIFE INSURANCE CO |
e. LEI | 1DU7IM20QESYGDO4HO54 |
f. The CUSIP | 668138AA8 |
g. Maturity date | 2047-09-30 |
h. Coupon | 3.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,386,000.00 |
j. Value of collateral, to the nearest cent | $1,791,138.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SHERWIN-WILLIAMS COMPANY (THE) |
e. LEI | Z15BMIOX8DDH0X2OBP21 |
f. The CUSIP | 824348AS5 |
g. Maturity date | 2045-08-01 |
h. Coupon | 4.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $848,000.00 |
j. Value of collateral, to the nearest cent | $711,039.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SHERWIN-WILLIAMS COMPANY (THE) |
e. LEI | Z15BMIOX8DDH0X2OBP21 |
f. The CUSIP | 824348BL9 |
g. Maturity date | 2030-05-15 |
h. Coupon | 2.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,581,000.00 |
j. Value of collateral, to the nearest cent | $5,877,940.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SHINHAN BANK |
e. LEI | 5493003P813VL21KG928 |
f. The CUSIP | 82460EAJ9 |
g. Maturity date | 2026-03-24 |
h. Coupon | 3.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $199,786.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | 7-ELEVEN INC |
e. LEI | 549300K23JPL0SS3LB18 |
f. The CUSIP | 817826AD2 |
g. Maturity date | 2028-02-10 |
h. Coupon | 1.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $17,000.00 |
j. Value of collateral, to the nearest cent | $15,576.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JM SMUCKER CO |
e. LEI | 5493000WDH6A0LHDJD55 |
f. The CUSIP | 832696AS7 |
g. Maturity date | 2030-03-15 |
h. Coupon | 2.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,873,000.00 |
j. Value of collateral, to the nearest cent | $2,597,760.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SNAM SPA |
e. LEI | 8156002278562044AF79 |
f. The CUSIP | 83304JAC1 |
g. Maturity date | 2055-05-28 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,350,000.00 |
j. Value of collateral, to the nearest cent | $4,375,626.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOCIETE GENERALE SA |
e. LEI | O2RNE8IBXP4R0TD8PU41 |
f. The CUSIP | 83367TBT5 |
g. Maturity date | 2045-11-24 |
h. Coupon | 5.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,891,000.00 |
j. Value of collateral, to the nearest cent | $3,391,424.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PUBLIC SERVICE ELECTRIC AND GAS COMPANY |
e. LEI | 549300RUHPVD434XUK18 |
f. The CUSIP | 74456QBV7 |
g. Maturity date | 2048-05-01 |
h. Coupon | 4.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $45,000.00 |
j. Value of collateral, to the nearest cent | $35,013.26 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PUBLIC SERVICE ELECTRIC AND GAS COMPANY |
e. LEI | 549300RUHPVD434XUK18 |
f. The CUSIP | 74456QCA2 |
g. Maturity date | 2049-08-01 |
h. Coupon | 3.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $759,000.00 |
j. Value of collateral, to the nearest cent | $513,704.69 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PUGET SOUND ENRG INC |
e. LEI | 8MNFJR7KOMBQ7X62LK44 |
f. The CUSIP | 745332CK0 |
g. Maturity date | 2051-09-15 |
h. Coupon | 2.893000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $81,000.00 |
j. Value of collateral, to the nearest cent | $48,957.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BERK HATH FIN |
e. LEI | 549300RLHFT5RU20WM87 |
f. The CUSIP | 084664BV2 |
g. Maturity date | 2043-05-15 |
h. Coupon | 4.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $85,000.00 |
j. Value of collateral, to the nearest cent | $73,780.99 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | METLIFE INC |
e. LEI | C4BXATY60WC6XEOZDX54 |
f. The CUSIP | 59156RAV0 |
g. Maturity date | 2069-08-01 |
h. Coupon | 10.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $96,000.00 |
j. Value of collateral, to the nearest cent | $128,910.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RELIANCE INDUSTRIES LTD |
e. LEI | 5493003UOETFYRONLG31 |
f. The CUSIP | BRWX4TWT7 |
g. Maturity date | 2052-01-12 |
h. Coupon | 3.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $250,000.00 |
j. Value of collateral, to the nearest cent | $171,263.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INVERSIONES LA CONSTRUCCION SA |
e. LEI | 254900IMQ8BOPW9UKX13 |
f. The CUSIP | BRWXZZNK8 |
g. Maturity date | 2032-02-07 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $230,000.00 |
j. Value of collateral, to the nearest cent | $215,029.24 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FONDO MIVIVIENDA SA |
e. LEI | 549300X41PNOK11PZ670 |
f. The CUSIP | BRY12AS55 |
g. Maturity date | 2027-04-12 |
h. Coupon | 4.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $337,000.00 |
j. Value of collateral, to the nearest cent | $338,744.54 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PT FREEPORT INDONESIA |
e. LEI | 549300T4HTQHRKLNE619 |
f. The CUSIP | BRY133H78 |
g. Maturity date | 2032-04-14 |
h. Coupon | 5.315000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $500,000.00 |
j. Value of collateral, to the nearest cent | $496,485.69 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PT FREEPORT INDONESIA |
e. LEI | 549300T4HTQHRKLNE619 |
f. The CUSIP | BRY133R77 |
g. Maturity date | 2052-04-14 |
h. Coupon | 6.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $190,504.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ANTOFAGASTA PLC |
e. LEI | 213800MY6QVH4FVLD628 |
f. The CUSIP | BRY25T2Z1 |
g. Maturity date | 2032-05-13 |
h. Coupon | 5.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,100,000.00 |
j. Value of collateral, to the nearest cent | $5,155,162.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BUFFALO ENERGY MEXICO HOLDINGS SA DE CV |
e. LEI | 254900881F7MS73FUK11 |
f. The CUSIP | BRYUH4QC6 |
g. Maturity date | 2039-02-15 |
h. Coupon | 7.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,074,000.00 |
j. Value of collateral, to the nearest cent | $5,216,978.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RAIZEN FUELS FINANCE SA |
e. LEI | 52990010NH26VC32Q522 |
f. The CUSIP | BRYWBQBL5 |
g. Maturity date | 2054-03-05 |
h. Coupon | 6.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $930,000.00 |
j. Value of collateral, to the nearest cent | $868,433.74 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | Plusptrl Camisea |
e. LEI | 254900VNCHIPPJ2OFY98 |
f. The CUSIP | BYD4W14E1 |
g. Maturity date | 2036-07-03 |
h. Coupon | 6.240000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $117,000.00 |
j. Value of collateral, to the nearest cent | $121,510.35 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | APA INFRASTRUCTURE LTD |
e. LEI | 261700SS8OEHDOCOUJ33 |
f. The CUSIP | BYD8AXZC6 |
g. Maturity date | 2034-09-16 |
h. Coupon | 5.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,245,000.00 |
j. Value of collateral, to the nearest cent | $1,211,365.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RAIZEN FUELS FINANCE SA |
e. LEI | 52990010NH26VC32Q522 |
f. The CUSIP | BYD8HE930 |
g. Maturity date | 2035-01-17 |
h. Coupon | 5.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,529,000.00 |
j. Value of collateral, to the nearest cent | $2,399,156.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FIDEICOMISO FIBRA UNO |
e. LEI | 54930011BLQ0JPRBAL73 |
f. The CUSIP | BYDDJWF48 |
g. Maturity date | 2037-01-23 |
h. Coupon | 8.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $23,624,000.00 |
j. Value of collateral, to the nearest cent | $24,394,240.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EL PUERTO DE LIVERPOOL SAB DE CV |
e. LEI | 4469000001BO4JEXZL32 |
f. The CUSIP | BYDDJWL74 |
g. Maturity date | 2037-01-22 |
h. Coupon | 6.658000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,167,000.00 |
j. Value of collateral, to the nearest cent | $1,202,211.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PIONEER NAT RES CO |
e. LEI | FY8JBF7CCL2VE4F1B628 |
f. The CUSIP | 723787AR8 |
g. Maturity date | 2031-01-15 |
h. Coupon | 2.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $156,000.00 |
j. Value of collateral, to the nearest cent | $137,556.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WELLS FARGO BANK NA |
e. LEI | KB1H1DSPRFMYMCUFXT09 |
f. The CUSIP | 8447HBAC6 |
g. Maturity date | 2027-12-15 |
h. Coupon | 6.565000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,425,000.00 |
j. Value of collateral, to the nearest cent | $1,529,052.91 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LLOYDS BANKING GROUP PLC |
e. LEI | 549300PPXHEU2JF0AM85 |
f. The CUSIP | 53944YAQ6 |
g. Maturity date | 2046-12-14 |
h. Coupon | 3.369000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $332,000.00 |
j. Value of collateral, to the nearest cent | $236,408.84 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LINCOLN NATIONAL CORPORATION |
e. LEI | EFQMQROEDSNBRIP7LE47 |
f. The CUSIP | 534187BH1 |
g. Maturity date | 2028-03-01 |
h. Coupon | 3.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $34,000.00 |
j. Value of collateral, to the nearest cent | $33,834.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MPLX LP |
e. LEI | 5493000CZJ19CK4P3G36 |
f. The CUSIP | 55336VAM2 |
g. Maturity date | 2038-04-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $414,000.00 |
j. Value of collateral, to the nearest cent | $358,741.35 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HSBC HOLDINGS PLC |
e. LEI | MLU0ZO3ML4LN2LL2TL39 |
f. The CUSIP | 404280DL0 |
g. Maturity date | 2036-05-02 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $104,872.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OLD REPUB INTL CORP |
e. LEI | 549300IV6O2YY2A1KH37 |
f. The CUSIP | 680223AM6 |
g. Maturity date | 2034-03-28 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $11,000.00 |
j. Value of collateral, to the nearest cent | $11,243.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OKLAHOMA GAS & ELEC CO |
e. LEI | 549300VJ8YXGPO8EV472 |
f. The CUSIP | 678858BM2 |
g. Maturity date | 2041-05-15 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,956,000.00 |
j. Value of collateral, to the nearest cent | $2,705,412.49 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OGLETHORPE POWER CORP |
e. LEI | 3EERXCUSWMS9GV5D9M98 |
f. The CUSIP | 677050AG1 |
g. Maturity date | 2039-11-01 |
h. Coupon | 5.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000.00 |
j. Value of collateral, to the nearest cent | $5,029.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HARBOUR ENERGY PLC |
e. LEI | 213800YPC42DYBKVPF97 |
f. The CUSIP | 411618AD3 |
g. Maturity date | 2035-04-01 |
h. Coupon | 6.327000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,870,000.00 |
j. Value of collateral, to the nearest cent | $2,796,439.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DP WORLD LTD |
e. LEI | 549300M3U2DNF4QVSS04 |
f. The CUSIP | 23330JAA9 |
g. Maturity date | 2037-07-02 |
h. Coupon | 6.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $300,000.00 |
j. Value of collateral, to the nearest cent | $331,698.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DTE ELECTRIC COMPANY |
e. LEI | 9N0FWODEJVKHC2DYLO03 |
f. The CUSIP | 23338VAD8 |
g. Maturity date | 2044-07-01 |
h. Coupon | 4.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $20,000.00 |
j. Value of collateral, to the nearest cent | $16,807.34 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | T-MOBILE USA INC |
e. LEI | 549300V2JRLO5DIFGE82 |
f. The CUSIP | 87264AAX3 |
g. Maturity date | 2040-04-15 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,169,000.00 |
j. Value of collateral, to the nearest cent | $3,628,525.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TTX CO |
e. LEI | 549300I8CNSYS1OGX775 |
f. The CUSIP | 87305QCN9 |
g. Maturity date | 2049-02-01 |
h. Coupon | 4.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $265,000.00 |
j. Value of collateral, to the nearest cent | $226,504.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AES CORP |
e. LEI | 2NUNNB7D43COUIRE5295 |
f. The CUSIP | 00130HCG8 |
g. Maturity date | 2031-01-15 |
h. Coupon | 2.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,283,000.00 |
j. Value of collateral, to the nearest cent | $1,105,724.68 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AIA GROUP LTD |
e. LEI | ZP5ILWVSYE4LJGMMVD57 |
f. The CUSIP | 00131MAK9 |
g. Maturity date | 2040-09-16 |
h. Coupon | 3.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $152,245.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HARTFORD INSURANCE GROUP INC |
e. LEI | IU7C3FTM7Y3BQM112U94 |
f. The CUSIP | 416515BB9 |
g. Maturity date | 2043-04-15 |
h. Coupon | 4.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $540,000.00 |
j. Value of collateral, to the nearest cent | $447,198.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AFLAC INC |
e. LEI | 549300N0B7DOGLXWPP39 |
f. The CUSIP | 001055AY8 |
g. Maturity date | 2049-01-15 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $197,000.00 |
j. Value of collateral, to the nearest cent | $168,620.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AEP TEXAS INC |
e. LEI | 5493001L78U618KXNZ75 |
f. The CUSIP | 00108WAF7 |
g. Maturity date | 2047-10-01 |
h. Coupon | 3.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $26,000.00 |
j. Value of collateral, to the nearest cent | $18,502.84 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AEP TEXAS INC |
e. LEI | 5493001L78U618KXNZ75 |
f. The CUSIP | 00108WAR1 |
g. Maturity date | 2033-06-01 |
h. Coupon | 5.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000.00 |
j. Value of collateral, to the nearest cent | $5,114.85 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AES ANDES SA |
e. LEI | 549300IF4IFG0FS0RM26 |
f. The CUSIP | 00111VAD9 |
g. Maturity date | 2032-03-14 |
h. Coupon | 6.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,500,000.00 |
j. Value of collateral, to the nearest cent | $3,560,985.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMMONWEALTH BANK OF AUSTRALIA |
e. LEI | MSFSBD3QN1GSN7Q6C537 |
f. The CUSIP | BYDFNX4Y2 |
g. Maturity date | 2046-03-14 |
h. Coupon | 5.929000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,673,000.00 |
j. Value of collateral, to the nearest cent | $9,401,447.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NEXA RESOURCES SA |
e. LEI | 549300QRMRHM7GAU7L47 |
f. The CUSIP | BYDGX5SY4 |
g. Maturity date | 2037-04-08 |
h. Coupon | 6.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,976,000.00 |
j. Value of collateral, to the nearest cent | $1,977,508.35 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UBS GROUP AG |
e. LEI | 549300SZJ9VS8SGXAN81 |
f. The CUSIP | BYDJHXT81 |
g. Maturity date | 2036-05-09 |
h. Coupon | 5.580000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $200,459.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TEACHERS INS & ANN ASSOC OF AMER |
e. LEI | O06XD7BJ4EPXNABVFN69 |
f. The CUSIP | 878091BC0 |
g. Maturity date | 2039-12-16 |
h. Coupon | 6.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $294,000.00 |
j. Value of collateral, to the nearest cent | $334,685.35 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TELEFONICA EMISIONES SAU |
e. LEI | 549300Y5MFC4SW5Z3K71 |
f. The CUSIP | 87938WAW3 |
g. Maturity date | 2048-03-06 |
h. Coupon | 4.895000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $180,000.00 |
j. Value of collateral, to the nearest cent | $149,445.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALABAMA POWER COMPANY |
e. LEI | 0RL818ELFOHP5JHOFU19 |
f. The CUSIP | 010392EZ7 |
g. Maturity date | 2038-05-15 |
h. Coupon | 6.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000.00 |
j. Value of collateral, to the nearest cent | $5,306.91 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AIR LEASE CORPORATION |
e. LEI | 5493004NW4M4P8TMMK63 |
f. The CUSIP | 00914AAX0 |
g. Maturity date | 2031-07-15 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $265,000.00 |
j. Value of collateral, to the nearest cent | $272,753.90 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AIRCASTLE LTD |
e. LEI | 549300PNK8AKY3OIKP58 |
f. The CUSIP | 00928QAX9 |
g. Maturity date | 2028-07-18 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $69,000.00 |
j. Value of collateral, to the nearest cent | $73,105.73 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AERCAP IRELAND CAPITAL DAC |
e. LEI | 549300TI38531ODB1G63 |
f. The CUSIP | 00774MBE4 |
g. Maturity date | 2030-09-30 |
h. Coupon | 6.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $325,000.00 |
j. Value of collateral, to the nearest cent | $345,995.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AEROPUERTO INTERNACIONAL DE TOCU |
e. LEI | 254900FO1PHX49ZIGB14 |
f. The CUSIP | 00787CAE2 |
g. Maturity date | 2061-08-11 |
h. Coupon | 5.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $471,000.00 |
j. Value of collateral, to the nearest cent | $325,563.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALLIANZ SE |
e. LEI | 529900K9B0N5BT694847 |
f. The CUSIP | 018820AB6 |
g. Maturity date | 2079-12-31 |
h. Coupon | 3.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $172,189.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALLIANT ENERGY FINANCE LLC |
e. LEI | 54930033ER6EOI5DL570 |
f. The CUSIP | 01882YAD8 |
g. Maturity date | 2032-03-01 |
h. Coupon | 3.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $125,000.00 |
j. Value of collateral, to the nearest cent | $112,927.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CATHOLIC HEALTH SERVICES OF LONG ISLAND |
e. LEI | 549300Y066X8UH04LV85 |
f. The CUSIP | 14918AAD1 |
g. Maturity date | 2050-07-01 |
h. Coupon | 3.368000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $140,000.00 |
j. Value of collateral, to the nearest cent | $92,170.37 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CARLYLE FINANCE LLC |
e. LEI | N/A |
f. The CUSIP | 14314CAA3 |
g. Maturity date | 2048-09-15 |
h. Coupon | 5.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $35,000.00 |
j. Value of collateral, to the nearest cent | $32,677.43 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHILDRENS HOSPITAL (WASHINGTON) |
e. LEI | 549300C1PQZDYQ6KZS51 |
f. The CUSIP | 16876DAA6 |
g. Maturity date | 2050-07-15 |
h. Coupon | 2.928000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,858,000.00 |
j. Value of collateral, to the nearest cent | $1,781,419.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HONEYWELL INTERNATIONAL INC |
e. LEI | ISRPG12PN4EIEOEMW547 |
f. The CUSIP | 438516AR7 |
g. Maturity date | 2036-03-15 |
h. Coupon | 5.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,887,000.00 |
j. Value of collateral, to the nearest cent | $3,006,882.68 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HONEYWELL INTERNATIONAL INC |
e. LEI | ISRPG12PN4EIEOEMW547 |
f. The CUSIP | 438516CU8 |
g. Maturity date | 2064-03-01 |
h. Coupon | 5.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $103,000.00 |
j. Value of collateral, to the nearest cent | $95,258.15 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CENOVUS ENERGY INC |
e. LEI | 549300F4XPHJ7NOSP309 |
f. The CUSIP | 448055AD5 |
g. Maturity date | 2037-09-15 |
h. Coupon | 6.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000,000.00 |
j. Value of collateral, to the nearest cent | $2,144,053.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AON NORTH AMERICA INC |
e. LEI | N/A |
f. The CUSIP | 03740MAC4 |
g. Maturity date | 2031-03-01 |
h. Coupon | 5.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $16,000.00 |
j. Value of collateral, to the nearest cent | $16,584.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FAIRFAX FINANCIAL HOLDINGS LTD |
e. LEI | GLS7OQD0WOEDI8YAP031 |
f. The CUSIP | 303901BJ0 |
g. Maturity date | 2031-03-03 |
h. Coupon | 3.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,328,000.00 |
j. Value of collateral, to the nearest cent | $4,899,076.02 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FAIRFAX FINANCIAL HOLDINGS LTD |
e. LEI | GLS7OQD0WOEDI8YAP031 |
f. The CUSIP | 303901BN1 |
g. Maturity date | 2033-12-07 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,440,000.00 |
j. Value of collateral, to the nearest cent | $1,518,945.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CVS HEALTH CORP |
e. LEI | 549300EJG376EN5NQE29 |
f. The CUSIP | 126650CY4 |
g. Maturity date | 2038-03-25 |
h. Coupon | 4.780000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $733,000.00 |
j. Value of collateral, to the nearest cent | $656,123.37 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CANADIAN PACIFIC RAILWAY COMPANY |
e. LEI | 54930036474DURYNB481 |
f. The CUSIP | 13645RAF1 |
g. Maturity date | 2037-05-15 |
h. Coupon | 5.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $97,000.00 |
j. Value of collateral, to the nearest cent | $100,669.43 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CANADIAN PACIFIC RAILWAY COMPANY |
e. LEI | 54930036474DURYNB481 |
f. The CUSIP | 13648TAF4 |
g. Maturity date | 2048-05-01 |
h. Coupon | 4.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,890,000.00 |
j. Value of collateral, to the nearest cent | $1,604,489.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MORGAN STANLEY DIRECT LENDING FUND |
e. LEI | 549300QEX22T2J8IB029 |
f. The CUSIP | 61774AAF0 |
g. Maturity date | 2029-05-17 |
h. Coupon | 6.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $25,000,000.00 |
j. Value of collateral, to the nearest cent | $25,472,770.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CSL FINANCE PLC |
e. LEI | 2549007CCNBNAF4HBC02 |
f. The CUSIP | 12661PAE9 |
g. Maturity date | 2052-04-27 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $26,000.00 |
j. Value of collateral, to the nearest cent | $21,746.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MORGAN STANLEY |
e. LEI | IGJSJL3JD5P30I6NJZ34 |
f. The CUSIP | 61747YFM2 |
g. Maturity date | 2039-02-07 |
h. Coupon | 5.942000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,680,000.00 |
j. Value of collateral, to the nearest cent | $7,883,376.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HSBC USA INC |
e. LEI | 549300LBOHZ4QSIWU288 |
f. The CUSIP | 760719BH6 |
g. Maturity date | 2097-07-15 |
h. Coupon | 7.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $30,000.00 |
j. Value of collateral, to the nearest cent | $34,831.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RAIZEN FUELS FINANCE SA |
e. LEI | 52990010NH26VC32Q522 |
f. The CUSIP | 75102XAC0 |
g. Maturity date | 2054-03-05 |
h. Coupon | 6.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,382,000.00 |
j. Value of collateral, to the nearest cent | $3,158,110.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RTX CORP |
e. LEI | I07WOS4YJ0N7YRFE7309 |
f. The CUSIP | 75513ECJ8 |
g. Maturity date | 2043-12-15 |
h. Coupon | 4.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $796,000.00 |
j. Value of collateral, to the nearest cent | $719,297.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BIMBO BAKERIES USA INC |
e. LEI | 549300HOXXHHT7926W92 |
f. The CUSIP | 09031WAD5 |
g. Maturity date | 2034-01-15 |
h. Coupon | 6.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,616,000.00 |
j. Value of collateral, to the nearest cent | $4,938,658.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | THAIOIL TREASURY CENTER CO LTD |
e. LEI | 549300NH03B9E8VGJR89 |
f. The CUSIP | 88323AAE2 |
g. Maturity date | 2049-10-17 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $123,852.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DOVER CORP |
e. LEI | 549300FMC2ALGA7N9E80 |
f. The CUSIP | 260003AG3 |
g. Maturity date | 2038-03-15 |
h. Coupon | 6.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $420,000.00 |
j. Value of collateral, to the nearest cent | $460,815.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DOW CHEMICAL CO |
e. LEI | ZQUIP1CSZO8LXRBSOU78 |
f. The CUSIP | 260543DM2 |
g. Maturity date | 2055-03-15 |
h. Coupon | 5.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,659,000.00 |
j. Value of collateral, to the nearest cent | $5,321,197.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EXTRA SPACE STORAGE LP |
e. LEI | 549300YNKSKNZFR8UC42 |
f. The CUSIP | 30225VAG2 |
g. Maturity date | 2032-03-15 |
h. Coupon | 2.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $431,000.00 |
j. Value of collateral, to the nearest cent | $360,443.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FMR LLC |
e. LEI | 6X064LF7Y6B4DKF2GZ26 |
f. The CUSIP | 30251BAD0 |
g. Maturity date | 2033-02-01 |
h. Coupon | 4.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $745,000.00 |
j. Value of collateral, to the nearest cent | $744,338.81 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TORONTO-DOMINION BANK/THE |
e. LEI | PT3QB789TSUIDF371261 |
f. The CUSIP | 89115A3G5 |
g. Maturity date | 2032-01-30 |
h. Coupon | 5.298000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,516,000.00 |
j. Value of collateral, to the nearest cent | $9,806,428.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EXELON CORPORATION |
e. LEI | 3SOUA6IRML7435B56G12 |
f. The CUSIP | 30161NBS9 |
g. Maturity date | 2055-03-15 |
h. Coupon | 5.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,925,000.00 |
j. Value of collateral, to the nearest cent | $8,755,034.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FEDEX CORP |
e. LEI | 549300E707U7WNPZN687 |
f. The CUSIP | 31428XCZ7 |
g. Maturity date | 2065-02-01 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $400,000.00 |
j. Value of collateral, to the nearest cent | $264,454.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ROCHE HOLDINGS INC |
e. LEI | PVJRP0EQNV6OGDPZGY95 |
f. The CUSIP | 771196BY7 |
g. Maturity date | 2051-12-13 |
h. Coupon | 2.607000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $413,000.00 |
j. Value of collateral, to the nearest cent | $248,003.85 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ROGERS COMMUNICATIONS INC |
e. LEI | 5493000M6Z4XFIP6PF03 |
f. The CUSIP | 77509NAF0 |
g. Maturity date | 2032-05-01 |
h. Coupon | 8.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $14,000.00 |
j. Value of collateral, to the nearest cent | $16,530.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RYDER SYSTEM INC |
e. LEI | ZXJ6Y2OSPZXIVGRILD15 |
f. The CUSIP | 78355HLA5 |
g. Maturity date | 2027-03-15 |
h. Coupon | 5.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $102,317.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DEUTSCHE BANK AG (NEW YORK BRANC |
e. LEI | N/A |
f. The CUSIP | 251526DA4 |
g. Maturity date | 2031-05-09 |
h. Coupon | 5.297000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,790,000.00 |
j. Value of collateral, to the nearest cent | $9,829,746.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DISCOVER FINANCIAL SERVICES |
e. LEI | Z1YLO2USPORE63VVUL20 |
f. The CUSIP | 254709AS7 |
g. Maturity date | 2032-11-29 |
h. Coupon | 6.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $14,027,000.00 |
j. Value of collateral, to the nearest cent | $15,053,721.85 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DELL INTERNATIONAL LLC |
e. LEI | 254900ZARLSVK41DKO78 |
f. The CUSIP | 24703TAN6 |
g. Maturity date | 2032-04-01 |
h. Coupon | 5.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,208,000.00 |
j. Value of collateral, to the nearest cent | $6,281,168.18 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BERRY GLOBAL INC |
e. LEI | 549300AP2Q7ERHX6RI89 |
f. The CUSIP | 08576PAH4 |
g. Maturity date | 2026-01-15 |
h. Coupon | 1.570000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,750,000.00 |
j. Value of collateral, to the nearest cent | $2,705,085.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FLORIDA POWER & LIGHT CO |
e. LEI | A89MY1K3YLIGJMYWVX50 |
f. The CUSIP | 341081GE1 |
g. Maturity date | 2051-12-04 |
h. Coupon | 2.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $52,000.00 |
j. Value of collateral, to the nearest cent | $32,615.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FOMENTO ECONOMICO MEXICANO SAB DE CV |
e. LEI | 549300A8MDWDJNMLV153 |
f. The CUSIP | 344419AB2 |
g. Maturity date | 2043-05-10 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $266,000.00 |
j. Value of collateral, to the nearest cent | $223,913.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FOUNDRY JV HOLDCO LLC |
e. LEI | 21380048QROAMGM6EP30 |
f. The CUSIP | 350930AJ2 |
g. Maturity date | 2037-01-25 |
h. Coupon | 6.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $17,908,000.00 |
j. Value of collateral, to the nearest cent | $18,604,462.02 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORANGE SA |
e. LEI | 969500MCOONR8990S771 |
f. The CUSIP | 35177PAX5 |
g. Maturity date | 2042-01-13 |
h. Coupon | 5.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,790,000.00 |
j. Value of collateral, to the nearest cent | $1,730,741.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OHIO POWER CO |
e. LEI | 06ZODLC132CY1O2Y7D77 |
f. The CUSIP | 199575AV3 |
g. Maturity date | 2035-10-01 |
h. Coupon | 5.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $13,107,000.00 |
j. Value of collateral, to the nearest cent | $13,470,424.34 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HCA-THE HEALTHCARE CO |
e. LEI | L3CJ6J7LJ2DX62FTXD46 |
f. The CUSIP | 19767QAQ8 |
g. Maturity date | 2025-09-15 |
h. Coupon | 7.580000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $20,000.00 |
j. Value of collateral, to the nearest cent | $20,468.43 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COLUMBIA PIPELINES HOLDING COMPANY LLC |
e. LEI | N/A |
f. The CUSIP | 19828AAD9 |
g. Maturity date | 2031-10-01 |
h. Coupon | 5.097000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $102,000.00 |
j. Value of collateral, to the nearest cent | $100,622.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COLUMBIA PIPELINES OPERATING COMPANY LLC |
e. LEI | N/A |
f. The CUSIP | 19828TAH9 |
g. Maturity date | 2055-02-15 |
h. Coupon | 5.962000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,000,000.00 |
j. Value of collateral, to the nearest cent | $9,455,113.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COCA-COLA REFRESHMENTS USA LLC |
e. LEI | N/A |
f. The CUSIP | 191219BC7 |
g. Maturity date | 2038-01-15 |
h. Coupon | 6.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $970,000.00 |
j. Value of collateral, to the nearest cent | $1,130,003.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VOTORANTIM CIMENTOS INTERNATIONAL SA |
e. LEI | 635400TDXGDD6FQOI583 |
f. The CUSIP | BRSBV7PS8 |
g. Maturity date | 2041-04-05 |
h. Coupon | 7.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $218,000.00 |
j. Value of collateral, to the nearest cent | $236,398.41 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALFA SAB DE CV |
e. LEI | 549300ZCGJ6T8YDJ4M34 |
f. The CUSIP | BRSMPJBZ4 |
g. Maturity date | 2044-03-25 |
h. Coupon | 6.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $589,000.00 |
j. Value of collateral, to the nearest cent | $621,355.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SINOPEC GROUP OVERSEAS DEVELOPMENT 2015 LTD |
e. LEI | 5299002Z28NLP3WPFH36 |
f. The CUSIP | BRSSWFUX5 |
g. Maturity date | 2045-04-28 |
h. Coupon | 4.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $230,000.00 |
j. Value of collateral, to the nearest cent | $197,849.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EL PUERTO DE LIVERPOOL SAB DE CV |
e. LEI | 4469000001BO4JEXZL32 |
f. The CUSIP | BRT5G8N24 |
g. Maturity date | 2026-10-06 |
h. Coupon | 3.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $307,000.00 |
j. Value of collateral, to the nearest cent | $304,612.31 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TRANSPORTADORA DE GAS INTERNACIO |
e. LEI | 529900780HCVLCEM2440 |
f. The CUSIP | BRTM95455 |
g. Maturity date | 2028-11-01 |
h. Coupon | 5.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,349,000.00 |
j. Value of collateral, to the nearest cent | $1,368,237.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CORPORACION NACIONAL DEL COBRE DE CHILE |
e. LEI | 549300UVMBCBCIPSUI70 |
f. The CUSIP | BRTQ8UQM1 |
g. Maturity date | 2049-02-05 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $492,000.00 |
j. Value of collateral, to the nearest cent | $365,898.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CELULOSA ARAUCO |
e. LEI | 549300QEKV8G0AMNQD28 |
f. The CUSIP | BRTY43RC9 |
g. Maturity date | 2050-01-29 |
h. Coupon | 5.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,310,000.00 |
j. Value of collateral, to the nearest cent | $1,084,352.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CEMEX SAB DE CV |
e. LEI | 549300RIG2CXWN6IV731 |
f. The CUSIP | BRWDF9QB9 |
g. Maturity date | 2031-07-11 |
h. Coupon | 3.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,754,000.00 |
j. Value of collateral, to the nearest cent | $2,557,837.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TRANSCANADA PIPELINES LTD |
e. LEI | 5BV01I6231JPDAPMGH09 |
f. The CUSIP | 89352HAE9 |
g. Maturity date | 2038-08-15 |
h. Coupon | 7.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $232,000.00 |
j. Value of collateral, to the nearest cent | $259,400.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TRANSCANADA PIPELINES LTD |
e. LEI | 5BV01I6231JPDAPMGH09 |
f. The CUSIP | 89352HAW9 |
g. Maturity date | 2028-05-15 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $147,000.00 |
j. Value of collateral, to the nearest cent | $145,794.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LPL HOLDINGS INC |
e. LEI | 549300Z5YF8CCRMYUL26 |
f. The CUSIP | 50212YAM6 |
g. Maturity date | 2035-03-15 |
h. Coupon | 5.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $639,000.00 |
j. Value of collateral, to the nearest cent | $640,580.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMERICA INCORPORATED |
e. LEI | I9Q57JVPWHHZ3ZGBW498 |
f. The CUSIP | 200340AW7 |
g. Maturity date | 2030-01-30 |
h. Coupon | 5.982000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,554,000.00 |
j. Value of collateral, to the nearest cent | $3,680,700.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMISION FEDERAL DE ELECTRICIDAD |
e. LEI | 4469000001BFPONMPF32 |
f. The CUSIP | 200447AH3 |
g. Maturity date | 2031-02-09 |
h. Coupon | 3.348000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $395,000.00 |
j. Value of collateral, to the nearest cent | $345,369.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EL PUERTO DE LIVERPOOL SAB DE CV |
e. LEI | 4469000001BO4JEXZL32 |
f. The CUSIP | 283837AD4 |
g. Maturity date | 2037-01-22 |
h. Coupon | 6.658000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,542,000.00 |
j. Value of collateral, to the nearest cent | $4,679,045.26 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MONDELEZ INTERNATIONAL INC |
e. LEI | 549300DV9GIB88LZ5P30 |
f. The CUSIP | 50075NAC8 |
g. Maturity date | 2031-11-01 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $84,000.00 |
j. Value of collateral, to the nearest cent | $92,000.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KRAFT HEINZ FOODS CO |
e. LEI | 5493003STKEZ2S0RNU91 |
f. The CUSIP | 50076QAN6 |
g. Maturity date | 2040-02-09 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000.00 |
j. Value of collateral, to the nearest cent | $5,329.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NATIONAL GRID USA |
e. LEI | MOM4570XTJ5YYX7JKH83 |
f. The CUSIP | 49337WAJ9 |
g. Maturity date | 2035-04-01 |
h. Coupon | 5.803000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,360,000.00 |
j. Value of collateral, to the nearest cent | $4,401,596.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KEYSPAN GAS EAST CORP |
e. LEI | K8TS3HOE1568DUBUJL44 |
f. The CUSIP | 49338CAA1 |
g. Maturity date | 2041-04-01 |
h. Coupon | 5.819000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $340,000.00 |
j. Value of collateral, to the nearest cent | $323,529.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WESTERN MIDSTREAM OPERATING LP |
e. LEI | L6D8A6MLSY454J2JXJ60 |
f. The CUSIP | 958667AA5 |
g. Maturity date | 2050-02-01 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,600,000.00 |
j. Value of collateral, to the nearest cent | $6,290,019.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WESTPAC BANKING CORP |
e. LEI | EN5TNI6CI43VEPAMHL14 |
f. The CUSIP | 961214EY5 |
g. Maturity date | 2041-11-18 |
h. Coupon | 3.133000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $841,000.00 |
j. Value of collateral, to the nearest cent | $590,486.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WHITEHEAD INSTITUTE FOR BIOMEDICAL RESEARCH |
e. LEI | N/A |
f. The CUSIP | 965231AA1 |
g. Maturity date | 2050-12-01 |
h. Coupon | 3.277000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $371,000.00 |
j. Value of collateral, to the nearest cent | $251,747.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | XCEL ENERGY INC |
e. LEI | LGJNMI9GH8XIDG5RCM61 |
f. The CUSIP | 98388MAD9 |
g. Maturity date | 2032-06-01 |
h. Coupon | 4.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $40,000.00 |
j. Value of collateral, to the nearest cent | $39,264.49 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | XCEL ENERGY INC |
e. LEI | LGJNMI9GH8XIDG5RCM61 |
f. The CUSIP | 98389BAH3 |
g. Maturity date | 2036-07-01 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $796,000.00 |
j. Value of collateral, to the nearest cent | $854,826.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | YARA INTERNATIONAL ASA |
e. LEI | 213800WKOUWXWFJ5Z514 |
f. The CUSIP | 984851AH8 |
g. Maturity date | 2032-11-14 |
h. Coupon | 7.378000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,260,000.00 |
j. Value of collateral, to the nearest cent | $2,474,584.99 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BLACKSTONE SECURED LENDING FUND |
e. LEI | 549300KM7KWQHVBNH962 |
f. The CUSIP | 09261XAD4 |
g. Maturity date | 2027-02-15 |
h. Coupon | 2.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $23,669,000.00 |
j. Value of collateral, to the nearest cent | $22,632,485.18 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BNP PARIBAS SA |
e. LEI | R0MUWSFPU8MPRO8K5P83 |
f. The CUSIP | 09659W3A0 |
g. Maturity date | 2033-01-13 |
h. Coupon | 5.786000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $11,694,000.00 |
j. Value of collateral, to the nearest cent | $12,226,766.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BNP PARIBAS SA |
e. LEI | R0MUWSFPU8MPRO8K5P83 |
f. The CUSIP | 09659X2C5 |
g. Maturity date | 2027-11-16 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,606,000.00 |
j. Value of collateral, to the nearest cent | $1,561,499.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BNP PARIBAS SA |
e. LEI | R0MUWSFPU8MPRO8K5P83 |
f. The CUSIP | 09659X2T8 |
g. Maturity date | 2033-01-20 |
h. Coupon | 3.132000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000,000.00 |
j. Value of collateral, to the nearest cent | $4,414,700.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CONSOLIDATED EDISON COMPANY OF NEW YORK INC |
e. LEI | VZFZPMWDHTQCFKYOBP05 |
f. The CUSIP | 209111FN8 |
g. Maturity date | 2057-11-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $118,000.00 |
j. Value of collateral, to the nearest cent | $83,189.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CONSOLIDATED EDISON COMPANY OF NEW YORK INC |
e. LEI | VZFZPMWDHTQCFKYOBP05 |
f. The CUSIP | 209111FT5 |
g. Maturity date | 2048-12-01 |
h. Coupon | 4.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,152,000.00 |
j. Value of collateral, to the nearest cent | $986,493.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COREBRIDGE FINANCIAL INC |
e. LEI | 549300XY1661QCIA7J65 |
f. The CUSIP | 21871XAR0 |
g. Maturity date | 2033-09-15 |
h. Coupon | 6.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $82,000.00 |
j. Value of collateral, to the nearest cent | $85,836.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SAN DIEGO GAS & ELECTRIC CO |
e. LEI | KNIRVXKVNJJ4P8OTMS63 |
f. The CUSIP | 797440BL7 |
g. Maturity date | 2040-05-15 |
h. Coupon | 5.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $345,000.00 |
j. Value of collateral, to the nearest cent | $335,053.36 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP INC |
e. LEI | 6SHGI4ZSSLCXXQSBB395 |
f. The CUSIP | 172967EP2 |
g. Maturity date | 2038-03-05 |
h. Coupon | 6.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,967,000.00 |
j. Value of collateral, to the nearest cent | $3,274,478.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP INC |
e. LEI | 6SHGI4ZSSLCXXQSBB395 |
f. The CUSIP | 172967LD1 |
g. Maturity date | 2028-01-10 |
h. Coupon | 3.887000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,462,000.00 |
j. Value of collateral, to the nearest cent | $7,472,343.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP INC |
e. LEI | 6SHGI4ZSSLCXXQSBB395 |
f. The CUSIP | 172967PY1 |
g. Maturity date | 2028-05-07 |
h. Coupon | 4.330000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,977,000.00 |
j. Value of collateral, to the nearest cent | $1,988,709.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JACKSON FINANCIAL INC |
e. LEI | 213800WXW2KG1N4CO374 |
f. The CUSIP | 46817MAL1 |
g. Maturity date | 2031-11-23 |
h. Coupon | 3.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $148,000.00 |
j. Value of collateral, to the nearest cent | $128,269.77 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JACKSON FINANCIAL INC |
e. LEI | 213800WXW2KG1N4CO374 |
f. The CUSIP | 46817MAS6 |
g. Maturity date | 2032-06-08 |
h. Coupon | 5.670000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $122,000.00 |
j. Value of collateral, to the nearest cent | $125,113.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ASCOT GROUP LTD |
e. LEI | 213800DJV7WRJBE2II28 |
f. The CUSIP | 04365XAB4 |
g. Maturity date | 2035-06-15 |
h. Coupon | 6.349000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,500,000.00 |
j. Value of collateral, to the nearest cent | $3,548,506.69 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ATHENE HOLDING LTD |
e. LEI | 549300H316CT32FQXI76 |
f. The CUSIP | 04686JAA9 |
g. Maturity date | 2028-01-12 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $130,000.00 |
j. Value of collateral, to the nearest cent | $129,687.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VENTAS REALTY LP |
e. LEI | 32SXKSJ72K64GM3HOU64 |
f. The CUSIP | 92277GAW7 |
g. Maturity date | 2031-09-01 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $532,000.00 |
j. Value of collateral, to the nearest cent | $465,058.74 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD |
e. LEI | JHE42UYNWWTJB8YTTU19 |
f. The CUSIP | 052528AM8 |
g. Maturity date | 2035-11-25 |
h. Coupon | 2.570000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $12,200,000.00 |
j. Value of collateral, to the nearest cent | $10,564,430.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EQUITABLE HOLDINGS INC |
e. LEI | 549300FIBAKMNHPZ4009 |
f. The CUSIP | 054561AM7 |
g. Maturity date | 2048-04-20 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,895,000.00 |
j. Value of collateral, to the nearest cent | $1,632,249.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BPCE SA |
e. LEI | 9695005MSX1OYEMGDF46 |
f. The CUSIP | 056121AA4 |
g. Maturity date | 2031-05-28 |
h. Coupon | 5.389000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,255,000.00 |
j. Value of collateral, to the nearest cent | $1,262,755.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BAT CAPITAL CORP |
e. LEI | 2138005GYEXN7XRHFA84 |
f. The CUSIP | 05526DBX2 |
g. Maturity date | 2032-10-19 |
h. Coupon | 7.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000.00 |
j. Value of collateral, to the nearest cent | $5,746.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BAT INTL FIN PLC |
e. LEI | 21380041YBGOQDFAC823 |
f. The CUSIP | 05530QAN0 |
g. Maturity date | 2026-03-25 |
h. Coupon | 1.668000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,649,000.00 |
j. Value of collateral, to the nearest cent | $3,573,508.27 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BAT INTL FIN PLC |
e. LEI | 21380041YBGOQDFAC823 |
f. The CUSIP | 05530QAQ3 |
g. Maturity date | 2029-02-02 |
h. Coupon | 5.931000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $145,000.00 |
j. Value of collateral, to the nearest cent | $154,127.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BPCE SA |
e. LEI | 9695005MSX1OYEMGDF46 |
f. The CUSIP | 05571AAY1 |
g. Maturity date | 2035-05-30 |
h. Coupon | 5.936000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $553,000.00 |
j. Value of collateral, to the nearest cent | $559,497.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANCO BILBAO VIZCAYA ARGENTARIA SA |
e. LEI | K8MS7FD7N5Z2WQ51AZ71 |
f. The CUSIP | 05946KAR2 |
g. Maturity date | 2035-03-13 |
h. Coupon | 6.033000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $206,840.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JBS USA HOLDING LUX SARL |
e. LEI | RB8RC03FUD8DSX57C193 |
f. The CUSIP | 46590XAU0 |
g. Maturity date | 2032-01-15 |
h. Coupon | 3.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $745,000.00 |
j. Value of collateral, to the nearest cent | $679,301.24 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED PARCEL SERVICE INC |
e. LEI | D01LMJZU09ULLNCY6Z23 |
f. The CUSIP | 911312AN6 |
g. Maturity date | 2040-11-15 |
h. Coupon | 4.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $223,000.00 |
j. Value of collateral, to the nearest cent | $204,885.99 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NORFOLK SOUTHERN CORPORATION |
e. LEI | 54930036C8MWP850MI84 |
f. The CUSIP | 655844CL0 |
g. Maturity date | 2051-08-25 |
h. Coupon | 2.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $587,000.00 |
j. Value of collateral, to the nearest cent | $360,953.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NIAGARA MOHAWK PWR CORP |
e. LEI | 3T97Y9RR5EN5Y18QHB56 |
f. The CUSIP | 65364UAS5 |
g. Maturity date | 2052-09-16 |
h. Coupon | 5.783000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $980,000.00 |
j. Value of collateral, to the nearest cent | $942,081.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MEMORIAL SLOAN-KETTERING CANCER CENTER |
e. LEI | 549300IZ71UAMEHWL382 |
f. The CUSIP | 586054AA6 |
g. Maturity date | 2042-07-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,910,000.00 |
j. Value of collateral, to the nearest cent | $1,812,254.69 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTEL CORP |
e. LEI | KNX4USFCNGPY45LOCE31 |
f. The CUSIP | 458140AY6 |
g. Maturity date | 2047-05-11 |
h. Coupon | 4.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $72,208.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTERCONTINENTAL EXCHANGE INC |
e. LEI | 5493000F4ZO33MV32P92 |
f. The CUSIP | 45866FAP9 |
g. Maturity date | 2040-09-15 |
h. Coupon | 2.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $16,955,000.00 |
j. Value of collateral, to the nearest cent | $11,196,434.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTERSTATE POWER AND LIGHT CO |
e. LEI | EF9UQIIO4KY2BWOK3P26 |
f. The CUSIP | 461070AK0 |
g. Maturity date | 2043-10-15 |
h. Coupon | 4.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $105,000.00 |
j. Value of collateral, to the nearest cent | $88,282.43 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITEDHEALTH GROUP INC |
e. LEI | 549300GHBMY8T5GXDE41 |
f. The CUSIP | 91324PDZ2 |
g. Maturity date | 2050-05-15 |
h. Coupon | 2.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,313,000.00 |
j. Value of collateral, to the nearest cent | $1,390,479.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PERUSAHAAN LISTRIK NEGARA (PERSERO) PT |
e. LEI | 254900OYVDRYS9J51J61 |
f. The CUSIP | 71568QAP2 |
g. Maturity date | 2050-06-30 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $450,000.00 |
j. Value of collateral, to the nearest cent | $313,198.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SUNCOR ENERGY INC |
e. LEI | 549300W70ZOQDVLCHY06 |
f. The CUSIP | 71644EAJ1 |
g. Maturity date | 2038-05-15 |
h. Coupon | 6.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $307,000.00 |
j. Value of collateral, to the nearest cent | $321,703.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TRUSTEES OF THE UNIVERSITY OF PENNSYLVANIA |
e. LEI | 549300FG60YK9HZ7DS75 |
f. The CUSIP | 91481CAC4 |
g. Maturity date | 2119-02-15 |
h. Coupon | 3.610000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $124,013.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ANTARES HOLDINGS LP |
e. LEI | 5493008EAIGV4283RM42 |
f. The CUSIP | 03666HAF8 |
g. Maturity date | 2028-08-11 |
h. Coupon | 7.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,565,000.00 |
j. Value of collateral, to the nearest cent | $4,894,322.90 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PUBLIC SERVICE COMPANY OF COLORADO |
e. LEI | 5BANEF6PGSEK0SNMQF44 |
f. The CUSIP | 744448CR0 |
g. Maturity date | 2049-09-15 |
h. Coupon | 4.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,000.00 |
j. Value of collateral, to the nearest cent | $7,510.18 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PUBLIC SERVICE COMPANY OF COLORADO |
e. LEI | 5BANEF6PGSEK0SNMQF44 |
f. The CUSIP | 744448CY5 |
g. Maturity date | 2053-04-01 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,677,000.00 |
j. Value of collateral, to the nearest cent | $9,549,660.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE |
e. LEI | 549300SHPFALUPKK2351 |
f. The CUSIP | 744482BP4 |
g. Maturity date | 2053-01-15 |
h. Coupon | 5.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $165,000.00 |
j. Value of collateral, to the nearest cent | $150,424.31 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VERIZON COMMUNICATIONS INC |
e. LEI | 2S72QS2UO2OESLG6Y829 |
f. The CUSIP | 92343VGY4 |
g. Maturity date | 2035-02-15 |
h. Coupon | 4.780000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $235,000.00 |
j. Value of collateral, to the nearest cent | $229,595.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PROGRESS ENERGY INC |
e. LEI | 549300FBMTW0JYWMNB26 |
f. The CUSIP | 743263AE5 |
g. Maturity date | 2031-03-01 |
h. Coupon | 7.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $16,000.00 |
j. Value of collateral, to the nearest cent | $18,522.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PROGRESSIVE CORP |
e. LEI | 529900TACNVLY9DCR586 |
f. The CUSIP | 743315BA0 |
g. Maturity date | 2052-03-15 |
h. Coupon | 3.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $375,000.00 |
j. Value of collateral, to the nearest cent | $273,295.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VITALITY RE III LTD |
e. LEI | N/A |
f. The CUSIP | 92849MAA1 |
g. Maturity date | 2026-01-06 |
h. Coupon | 6.220862 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,880,000.00 |
j. Value of collateral, to the nearest cent | $3,886,984.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VITALITY RE XIV LTD |
e. LEI | N/A |
f. The CUSIP | 92851QAA7 |
g. Maturity date | 2027-01-05 |
h. Coupon | 7.731875 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,417,000.00 |
j. Value of collateral, to the nearest cent | $7,697,382.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WEA FINANCE LLC |
e. LEI | 3CYEJKBUJZO3UW777J80 |
f. The CUSIP | 92928QAH1 |
g. Maturity date | 2027-01-15 |
h. Coupon | 2.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000,000.00 |
j. Value of collateral, to the nearest cent | $3,913,085.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENTERGY LOUISIANA LLC |
e. LEI | 0V5453U14HDZO63CGH17 |
f. The CUSIP | 29364WBN7 |
g. Maturity date | 2054-03-15 |
h. Coupon | 5.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,011,000.00 |
j. Value of collateral, to the nearest cent | $2,907,978.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENTERGY MISSISSIPPI LLC |
e. LEI | 54930043I78H35DVVW89 |
f. The CUSIP | 29366WAE6 |
g. Maturity date | 2054-06-01 |
h. Coupon | 5.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $28,000.00 |
j. Value of collateral, to the nearest cent | $28,127.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENTERPRISE PRODUCTS OPERATING LLC |
e. LEI | 5493004LGN656HWLDA30 |
f. The CUSIP | 29379VBF9 |
g. Maturity date | 2054-10-15 |
h. Coupon | 4.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,229,000.00 |
j. Value of collateral, to the nearest cent | $4,428,688.48 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LIBERTY MUTUAL GROUP INC |
e. LEI | QUR0DG15Z6FFGYCHH861 |
f. The CUSIP | 53079EBK9 |
g. Maturity date | 2060-05-15 |
h. Coupon | 3.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,095,000.00 |
j. Value of collateral, to the nearest cent | $706,828.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LIBERTY UTILITIES FINANCE GP1 |
e. LEI | N/A |
f. The CUSIP | 531546AB5 |
g. Maturity date | 2030-09-15 |
h. Coupon | 2.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,295,000.00 |
j. Value of collateral, to the nearest cent | $1,124,527.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITEDHEALTH GROUP INC |
e. LEI | 549300GHBMY8T5GXDE41 |
f. The CUSIP | 91324PEX6 |
g. Maturity date | 2063-04-15 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $758,000.00 |
j. Value of collateral, to the nearest cent | $650,075.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN NATIONAL GROUP INC |
e. LEI | 549300RK5RZQ740FPL83 |
f. The CUSIP | 02772AAA7 |
g. Maturity date | 2032-06-13 |
h. Coupon | 6.144000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,643,000.00 |
j. Value of collateral, to the nearest cent | $2,714,179.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN TOWER CORP |
e. LEI | 5493006ORUSIL88JOE18 |
f. The CUSIP | 03027XCF5 |
g. Maturity date | 2033-11-15 |
h. Coupon | 5.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,000.00 |
j. Value of collateral, to the nearest cent | $8,336.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN TRANSMISSION SYSTEMS INC |
e. LEI | N/A |
f. The CUSIP | 030288AB0 |
g. Maturity date | 2044-09-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $64,000.00 |
j. Value of collateral, to the nearest cent | $57,661.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMFAM HOLDINGS INC |
e. LEI | N/A |
f. The CUSIP | 03115AAA1 |
g. Maturity date | 2031-03-11 |
h. Coupon | 2.805000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $150,000.00 |
j. Value of collateral, to the nearest cent | $126,623.31 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF AMERICA CORP |
e. LEI | 9DJT3UXIJIZJI4WXO774 |
f. The CUSIP | 06051GFU8 |
g. Maturity date | 2026-03-03 |
h. Coupon | 4.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000.00 |
j. Value of collateral, to the nearest cent | $5,044.87 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF AMERICA CORP |
e. LEI | 9DJT3UXIJIZJI4WXO774 |
f. The CUSIP | 06051GHM4 |
g. Maturity date | 2029-07-23 |
h. Coupon | 4.271000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $21,622,000.00 |
j. Value of collateral, to the nearest cent | $21,683,344.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF AMERICA CORP |
e. LEI | 9DJT3UXIJIZJI4WXO774 |
f. The CUSIP | 06051GHT9 |
g. Maturity date | 2027-04-23 |
h. Coupon | 3.559000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $147,000.00 |
j. Value of collateral, to the nearest cent | $146,026.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF AMERICA CORP |
e. LEI | 9DJT3UXIJIZJI4WXO774 |
f. The CUSIP | 06051GHU6 |
g. Maturity date | 2040-04-23 |
h. Coupon | 4.078000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,188,000.00 |
j. Value of collateral, to the nearest cent | $6,967,261.54 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF AMERICA CORP |
e. LEI | 9DJT3UXIJIZJI4WXO774 |
f. The CUSIP | 06051GHZ5 |
g. Maturity date | 2031-02-13 |
h. Coupon | 2.496000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $11,000.00 |
j. Value of collateral, to the nearest cent | $10,001.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF AMERICA CORP |
e. LEI | 9DJT3UXIJIZJI4WXO774 |
f. The CUSIP | 06051GJB6 |
g. Maturity date | 2031-04-29 |
h. Coupon | 2.592000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $428,000.00 |
j. Value of collateral, to the nearest cent | $386,630.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF AMERICA CORP |
e. LEI | 9DJT3UXIJIZJI4WXO774 |
f. The CUSIP | 06051GJM2 |
g. Maturity date | 2051-10-24 |
h. Coupon | 2.831000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $156,000.00 |
j. Value of collateral, to the nearest cent | $94,611.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF AMERICA CORP |
e. LEI | 9DJT3UXIJIZJI4WXO774 |
f. The CUSIP | 06051GJW0 |
g. Maturity date | 2042-04-22 |
h. Coupon | 3.311000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $375,000.00 |
j. Value of collateral, to the nearest cent | $280,438.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF AMERICA CORP |
e. LEI | 9DJT3UXIJIZJI4WXO774 |
f. The CUSIP | 06051GKD0 |
g. Maturity date | 2032-10-20 |
h. Coupon | 2.572000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $591,000.00 |
j. Value of collateral, to the nearest cent | $513,057.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF AMERICA CORP |
e. LEI | 9DJT3UXIJIZJI4WXO774 |
f. The CUSIP | 06051GMT3 |
g. Maturity date | 2029-05-09 |
h. Coupon | 4.623000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $32,613,000.00 |
j. Value of collateral, to the nearest cent | $32,672,901.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF NEW YORK MELLON CORP/THE |
e. LEI | WFLLPEPC7FZXENRZV188 |
f. The CUSIP | 06406RBH9 |
g. Maturity date | 2033-06-13 |
h. Coupon | 4.289000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $56,000.00 |
j. Value of collateral, to the nearest cent | $54,615.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF NEW YORK MELLON CORP/THE |
e. LEI | WFLLPEPC7FZXENRZV188 |
f. The CUSIP | 06406RBP1 |
g. Maturity date | 2034-02-01 |
h. Coupon | 4.706000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $58,000.00 |
j. Value of collateral, to the nearest cent | $57,321.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF NOVA SCOTIA |
e. LEI | L3I9ZG2KFGXZ61BMYR72 |
f. The CUSIP | 0641598X7 |
g. Maturity date | 2085-04-27 |
h. Coupon | 7.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,973,000.00 |
j. Value of collateral, to the nearest cent | $9,062,258.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PERTAMINA PERSERO PT |
e. LEI | 254900NDAKGNZ2IBBL45 |
f. The CUSIP | 69370RAG2 |
g. Maturity date | 2050-01-21 |
h. Coupon | 4.175000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $145,970.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MASSACHUSETTS MUTUAL LIFE INSURANCE CO |
e. LEI | R6ZXK5P01NP6HXSY1S07 |
f. The CUSIP | 575767AR9 |
g. Maturity date | 2061-12-01 |
h. Coupon | 3.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $225,000.00 |
j. Value of collateral, to the nearest cent | $135,043.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MCDONALDS CORP |
e. LEI | UE2136O97NLB5BYP9H04 |
f. The CUSIP | 58013MEF7 |
g. Maturity date | 2038-03-01 |
h. Coupon | 6.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $681,000.00 |
j. Value of collateral, to the nearest cent | $741,462.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MCDONALDS CORP |
e. LEI | UE2136O97NLB5BYP9H04 |
f. The CUSIP | 58013MFB5 |
g. Maturity date | 2027-03-01 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,477,000.00 |
j. Value of collateral, to the nearest cent | $5,448,753.90 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MARS INC |
e. LEI | 54930073HKEO6GZBSS03 |
f. The CUSIP | 571676BB0 |
g. Maturity date | 2045-05-01 |
h. Coupon | 5.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $27,000.00 |
j. Value of collateral, to the nearest cent | $26,772.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | Enstar Group |
e. LEI | 213800AMAL5QFXVUCN04 |
f. The CUSIP | 29359UAC3 |
g. Maturity date | 2031-09-01 |
h. Coupon | 3.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $21,835,000.00 |
j. Value of collateral, to the nearest cent | $19,220,998.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CGI INC |
e. LEI | 549300WSRCZY73ZG3090 |
f. The CUSIP | 12532HAF1 |
g. Maturity date | 2031-09-14 |
h. Coupon | 2.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $66,000.00 |
j. Value of collateral, to the nearest cent | $56,714.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ARIZONA PUBLIC SERVICE COMPANY |
e. LEI | YG6VT0TPHRH4TFVAQV64 |
f. The CUSIP | 040555DG6 |
g. Maturity date | 2033-08-01 |
h. Coupon | 5.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,560,000.00 |
j. Value of collateral, to the nearest cent | $2,623,605.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BURLINGTON NORTHERN SANTA FE LLC |
e. LEI | N/A |
f. The CUSIP | 12189QAB6 |
g. Maturity date | 2037-07-15 |
h. Coupon | 6.530000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $186,000.00 |
j. Value of collateral, to the nearest cent | $207,307.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ARES CAPITAL CORPORATION |
e. LEI | WEQ82666OJYSI5GUAB47 |
f. The CUSIP | 04010LBH5 |
g. Maturity date | 2032-03-08 |
h. Coupon | 5.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $21,642,000.00 |
j. Value of collateral, to the nearest cent | $21,761,848.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NATWEST GROUP PLC |
e. LEI | 2138005O9XJIJN4JPN90 |
f. The CUSIP | 639057AU2 |
g. Maturity date | 2029-05-23 |
h. Coupon | 4.260000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,000,000.00 |
j. Value of collateral, to the nearest cent | $6,007,365.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NATIONAL BK OF CANADA |
e. LEI | BSGEFEIOM18Y80CKCV46 |
f. The CUSIP | 63307A3B9 |
g. Maturity date | 2029-10-10 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,667,000.00 |
j. Value of collateral, to the nearest cent | $3,653,138.74 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CNO FINANCIAL GROUP INC |
e. LEI | 11XPYHB76MPM4Y4P2897 |
f. The CUSIP | 12621EAM5 |
g. Maturity date | 2034-06-15 |
h. Coupon | 6.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $758,000.00 |
j. Value of collateral, to the nearest cent | $802,655.68 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NEVADA PWR CO |
e. LEI | MJZFGXRJ52U8U4MKJ519 |
f. The CUSIP | 641423CA4 |
g. Maturity date | 2041-05-15 |
h. Coupon | 5.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,130,000.00 |
j. Value of collateral, to the nearest cent | $1,079,636.84 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS GROUP INC/THE |
e. LEI | 784F5XWPLTWKTBV3E584 |
f. The CUSIP | 38141GGM0 |
g. Maturity date | 2041-02-01 |
h. Coupon | 6.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $441,000.00 |
j. Value of collateral, to the nearest cent | $467,878.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS GROUP INC/THE |
e. LEI | 784F5XWPLTWKTBV3E584 |
f. The CUSIP | 38141GYJ7 |
g. Maturity date | 2032-07-21 |
h. Coupon | 2.383000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $67,000.00 |
j. Value of collateral, to the nearest cent | $58,119.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS GROUP INC/THE |
e. LEI | 784F5XWPLTWKTBV3E584 |
f. The CUSIP | 38141GYR9 |
g. Maturity date | 2027-10-21 |
h. Coupon | 4.330000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,000.00 |
j. Value of collateral, to the nearest cent | $9,054.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS GROUP INC/THE |
e. LEI | 784F5XWPLTWKTBV3E584 |
f. The CUSIP | 38141GZK3 |
g. Maturity date | 2028-02-24 |
h. Coupon | 2.640000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,107,000.00 |
j. Value of collateral, to the nearest cent | $2,048,783.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS GROUP INC/THE |
e. LEI | 784F5XWPLTWKTBV3E584 |
f. The CUSIP | 38141GZT4 |
g. Maturity date | 2027-06-15 |
h. Coupon | 4.387000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $95,000.00 |
j. Value of collateral, to the nearest cent | $96,622.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GENERAL DYNAMICS CORP |
e. LEI | 9C1X8XOOTYY2FNYTVH06 |
f. The CUSIP | 369550BR8 |
g. Maturity date | 2035-08-15 |
h. Coupon | 4.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,139,000.00 |
j. Value of collateral, to the nearest cent | $1,124,719.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GENERAL MOTORS FINANCIAL COMPANY INC |
e. LEI | 5493008B6JBRUJ90QL97 |
f. The CUSIP | 37045XDL7 |
g. Maturity date | 2031-06-10 |
h. Coupon | 2.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $733,000.00 |
j. Value of collateral, to the nearest cent | $637,123.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GEORGIA POWER COMPANY |
e. LEI | D981X4Z4RWS7PDMJUZ03 |
f. The CUSIP | 373334JR3 |
g. Maturity date | 2040-06-01 |
h. Coupon | 5.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $22,000.00 |
j. Value of collateral, to the nearest cent | $22,501.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GEORGIA POWER COMPANY |
e. LEI | D981X4Z4RWS7PDMJUZ03 |
f. The CUSIP | 373334KN0 |
g. Maturity date | 2050-01-30 |
h. Coupon | 3.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,322,000.00 |
j. Value of collateral, to the nearest cent | $3,173,875.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GLOBE LIFE INC |
e. LEI | 5493001JFHKQOPP6XA71 |
f. The CUSIP | 37959EAA0 |
g. Maturity date | 2030-08-15 |
h. Coupon | 2.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,310,000.00 |
j. Value of collateral, to the nearest cent | $2,893,207.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMCOR FLEXIBLES NORTH AMERICA INC |
e. LEI | PTVU09TE3QPJPL7K4E13 |
f. The CUSIP | 02344AAD0 |
g. Maturity date | 2030-03-17 |
h. Coupon | 5.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,455,000.00 |
j. Value of collateral, to the nearest cent | $2,492,663.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMEREN ILLINOIS COMPANY |
e. LEI | RC71E2BZ6UOMFPDJSE79 |
f. The CUSIP | 02361DAX8 |
g. Maturity date | 2051-06-15 |
h. Coupon | 2.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $275,000.00 |
j. Value of collateral, to the nearest cent | $170,802.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICA MOVIL SAB DE CV |
e. LEI | 5493000FNR3UCEAONM59 |
f. The CUSIP | 02364WBJ3 |
g. Maturity date | 2030-05-07 |
h. Coupon | 2.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,287,000.00 |
j. Value of collateral, to the nearest cent | $2,091,065.41 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TUCSON ELECTRIC POWER CO |
e. LEI | YLF139GXSRKPBBTNZL03 |
f. The CUSIP | 898813AM2 |
g. Maturity date | 2044-03-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $500,000.00 |
j. Value of collateral, to the nearest cent | $436,848.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TRUIST BANK |
e. LEI | JJKC32MCHWDI71265Z06 |
f. The CUSIP | 89788KAA4 |
g. Maturity date | 2030-03-11 |
h. Coupon | 2.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $380,000.00 |
j. Value of collateral, to the nearest cent | $337,306.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TRUIST FINANCIAL CORP |
e. LEI | 549300DRQQI75D2JP341 |
f. The CUSIP | 89788MAH5 |
g. Maturity date | 2026-07-28 |
h. Coupon | 4.260000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $749,000.00 |
j. Value of collateral, to the nearest cent | $758,869.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UBS GROUP AG |
e. LEI | 549300SZJ9VS8SGXAN81 |
f. The CUSIP | 902613BQ0 |
g. Maturity date | 2036-05-09 |
h. Coupon | 5.580000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $11,909,000.00 |
j. Value of collateral, to the nearest cent | $11,936,331.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UDR INC |
e. LEI | P3CH2EG5X6Z1XWU1OO74 |
f. The CUSIP | 90265EAW0 |
g. Maturity date | 2034-09-01 |
h. Coupon | 5.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $152,000.00 |
j. Value of collateral, to the nearest cent | $149,777.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BOSTON GAS COMPANY |
e. LEI | FN7P4E7K9JOBORDEUX61 |
f. The CUSIP | 100743AM5 |
g. Maturity date | 2032-03-16 |
h. Coupon | 3.757000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,336,000.00 |
j. Value of collateral, to the nearest cent | $3,028,062.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DUKE ENERGY INDIANA LLC |
e. LEI | 6URPHM2EAWGJ2C6ISB97 |
f. The CUSIP | 263901AB6 |
g. Maturity date | 2039-04-01 |
h. Coupon | 6.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $45,000.00 |
j. Value of collateral, to the nearest cent | $48,847.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ONCOR ELECTRIC DELIVERY COMPANY LLC |
e. LEI | 549300SP2X2BS1KERD24 |
f. The CUSIP | 68233JCD4 |
g. Maturity date | 2051-11-15 |
h. Coupon | 2.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $381,000.00 |
j. Value of collateral, to the nearest cent | $217,240.48 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORACLE CORPORATION |
e. LEI | 1Z4GXXU7ZHVWFCD8TV52 |
f. The CUSIP | 68389XBW4 |
g. Maturity date | 2040-04-01 |
h. Coupon | 3.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $355,000.00 |
j. Value of collateral, to the nearest cent | $278,891.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORBIA ADVANCE CORPORATION SAB DE CV |
e. LEI | 549300MVHZ20SBIOEQ79 |
f. The CUSIP | 68560EAD0 |
g. Maturity date | 2035-05-13 |
h. Coupon | 7.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,825,000.00 |
j. Value of collateral, to the nearest cent | $3,867,234.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PENSKE TRUCK LEASING CO LP |
e. LEI | 549300ZX07JYMI8GHQ39 |
f. The CUSIP | 709599BR4 |
g. Maturity date | 2027-11-15 |
h. Coupon | 5.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $81,000.00 |
j. Value of collateral, to the nearest cent | $83,130.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EMPRESA NACIONAL DEL PETROLEO EN |
e. LEI | 549300YP3P0JZBLIV197 |
f. The CUSIP | 29245JAP7 |
g. Maturity date | 2034-07-30 |
h. Coupon | 5.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,777,000.00 |
j. Value of collateral, to the nearest cent | $1,817,201.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENEL FINANCE INTERNATIONAL NV |
e. LEI | 0YQH6LCEF474UTUV4B96 |
f. The CUSIP | 29268BAF8 |
g. Maturity date | 2039-10-07 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,994,000.00 |
j. Value of collateral, to the nearest cent | $5,073,071.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRIGHTHOUSE FINANCIAL INC |
e. LEI | 5493003T8SZSHOGGAW52 |
f. The CUSIP | 10922NAH6 |
g. Maturity date | 2051-12-22 |
h. Coupon | 3.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $874,000.00 |
j. Value of collateral, to the nearest cent | $566,935.15 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UPMC |
e. LEI | 5493001YCBUGKVU74S74 |
f. The CUSIP | 90320WAH6 |
g. Maturity date | 2043-05-15 |
h. Coupon | 5.377000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $29,000.00 |
j. Value of collateral, to the nearest cent | $26,673.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACIFIC GAS AND ELECTRIC COMPANY |
e. LEI | 1HNPXZSMMB7HMBMVBS46 |
f. The CUSIP | 694308HD2 |
g. Maturity date | 2043-06-15 |
h. Coupon | 4.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $29,000.00 |
j. Value of collateral, to the nearest cent | $23,287.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACIFIC GAS AND ELECTRIC COMPANY |
e. LEI | 1HNPXZSMMB7HMBMVBS46 |
f. The CUSIP | 694308HM2 |
g. Maturity date | 2025-06-15 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $57,000.00 |
j. Value of collateral, to the nearest cent | $57,855.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACIFIC GAS AND ELECTRIC COMPANY |
e. LEI | 1HNPXZSMMB7HMBMVBS46 |
f. The CUSIP | 694308JG3 |
g. Maturity date | 2031-02-01 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $312,000.00 |
j. Value of collateral, to the nearest cent | $270,118.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACIFIC GAS AND ELECTRIC COMPANY |
e. LEI | 1HNPXZSMMB7HMBMVBS46 |
f. The CUSIP | 694308JQ1 |
g. Maturity date | 2040-07-01 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $646,728.00 |
j. Value of collateral, to the nearest cent | $540,622.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACIFIC GAS AND ELECTRIC COMPANY |
e. LEI | 1HNPXZSMMB7HMBMVBS46 |
f. The CUSIP | 694308KD8 |
g. Maturity date | 2052-03-01 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $336,000.00 |
j. Value of collateral, to the nearest cent | $279,534.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACIFICORP |
e. LEI | SGY07Y7FNYBNLM6Z1M11 |
f. The CUSIP | 695114CZ9 |
g. Maturity date | 2053-12-01 |
h. Coupon | 5.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $43,000.00 |
j. Value of collateral, to the nearest cent | $38,865.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PEACHTREE CORNERS FUNDING TRUST II |
e. LEI | N/A |
f. The CUSIP | 70470BAA7 |
g. Maturity date | 2035-05-15 |
h. Coupon | 6.012000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $17,450,000.00 |
j. Value of collateral, to the nearest cent | $17,615,478.35 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-06 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | JP MORGAN SECURITIES LLC |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 7 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | AA |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | Aa3 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | AA- |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.53%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $650,000,000.00 |
b. Excluding the value of any sponsor support: | $650,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.83%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANK OF NOVA SCOTIA (TORONTO BRANCH) |
| Item C.2. The title of the issue | TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 4.550000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | BYD74ZMA8 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | GARTNER INC |
e. LEI | PP55B5R38BFB8O8HH686 |
f. The CUSIP | 366651AC1 |
g. Maturity date | 2028-07-01 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $170,000.00 |
j. Value of collateral, to the nearest cent | $170,905.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NSTAR ELECTRIC CO |
e. LEI | 54930080R72Y2Z31UR68 |
f. The CUSIP | 67021CAW7 |
g. Maturity date | 2035-03-01 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $18,785,000.00 |
j. Value of collateral, to the nearest cent | $18,809,942.31 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SUZANO INTERNATIONAL FINANCE BV |
e. LEI | 5493000KMIB6J1KMKL84 |
f. The CUSIP | BRYNS66F0 |
g. Maturity date | 2027-01-17 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000,000.00 |
j. Value of collateral, to the nearest cent | $3,078,988.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | Southern Copper |
e. LEI | 2549007U6NAP46Q9TU15 |
f. The CUSIP | 84265VAA3 |
g. Maturity date | 2035-07-27 |
h. Coupon | 7.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,400,000.00 |
j. Value of collateral, to the nearest cent | $3,891,079.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HSBC HOLDINGS PLC |
e. LEI | MLU0ZO3ML4LN2LL2TL39 |
f. The CUSIP | 404280ER6 |
g. Maturity date | 2031-03-03 |
h. Coupon | 5.130000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $18,700,000.00 |
j. Value of collateral, to the nearest cent | $18,948,102.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HEICO CORP |
e. LEI | 529900O1DTDLCJ7L0I14 |
f. The CUSIP | 422806AB5 |
g. Maturity date | 2033-08-01 |
h. Coupon | 5.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $24,619,000.00 |
j. Value of collateral, to the nearest cent | $25,321,988.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | T-MOBILE USA INC |
e. LEI | 549300V2JRLO5DIFGE82 |
f. The CUSIP | 87264ACW3 |
g. Maturity date | 2053-01-15 |
h. Coupon | 5.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $40,780,000.00 |
j. Value of collateral, to the nearest cent | $39,407,651.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CAIXABANK SA |
e. LEI | 7CUNS533WID6K7DGFI87 |
f. The CUSIP | 12803RAB0 |
g. Maturity date | 2027-09-13 |
h. Coupon | 6.684000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $600,000.00 |
j. Value of collateral, to the nearest cent | $621,795.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CAIXABANK SA |
e. LEI | 7CUNS533WID6K7DGFI87 |
f. The CUSIP | 12803RAC8 |
g. Maturity date | 2034-09-13 |
h. Coupon | 6.840000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $219,154.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MILEAGE PLUS HOLDINGS LLC |
e. LEI | N/A |
f. The CUSIP | 599191AA1 |
g. Maturity date | 2027-06-20 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,100.00 |
j. Value of collateral, to the nearest cent | $502.27 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MORGAN STANLEY BANK NA |
e. LEI | G1MLHIS0N32I3QPILB75 |
f. The CUSIP | 61690U4T4 |
g. Maturity date | 2026-04-21 |
h. Coupon | 4.754000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,173,000.00 |
j. Value of collateral, to the nearest cent | $3,196,385.54 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MORGAN STANLEY |
e. LEI | IGJSJL3JD5P30I6NJZ34 |
f. The CUSIP | 61747YEV3 |
g. Maturity date | 2028-10-18 |
h. Coupon | 6.296000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $15,500,000.00 |
j. Value of collateral, to the nearest cent | $16,176,657.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RADIAN GRP INC |
e. LEI | 54930005OUP720S5U385 |
f. The CUSIP | 750236AW1 |
g. Maturity date | 2027-03-15 |
h. Coupon | 4.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,911,000.00 |
j. Value of collateral, to the nearest cent | $3,940,787.15 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LPL HOLDINGS INC |
e. LEI | 549300Z5YF8CCRMYUL26 |
f. The CUSIP | 50212YAQ7 |
g. Maturity date | 2035-06-15 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,500,000.00 |
j. Value of collateral, to the nearest cent | $1,499,526.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALLSTATE CORP |
e. LEI | OBT0W1ED8G0NWVOLOJ77 |
f. The CUSIP | 020002BK6 |
g. Maturity date | 2033-03-30 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000,000.00 |
j. Value of collateral, to the nearest cent | $2,038,240.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WEBSTER FINL CORP |
e. LEI | KMRURHT0VWKYS6Z5KU67 |
f. The CUSIP | 947890AJ8 |
g. Maturity date | 2029-03-25 |
h. Coupon | 4.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,025,000.00 |
j. Value of collateral, to the nearest cent | $1,975,960.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) |
e. LEI | N/A |
f. The CUSIP | 20271RAS9 |
g. Maturity date | 2025-09-12 |
h. Coupon | 5.499000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,392,000.00 |
j. Value of collateral, to the nearest cent | $10,542,315.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BMW US CAPITAL LLC |
e. LEI | KK5MZM9DIXLXZL9DZL15 |
f. The CUSIP | 05565ECP8 |
g. Maturity date | 2026-08-13 |
h. Coupon | 4.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,621,000.00 |
j. Value of collateral, to the nearest cent | $4,690,180.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANCO BILBAO VIZCAYA ARGENTARIA SA |
e. LEI | K8MS7FD7N5Z2WQ51AZ71 |
f. The CUSIP | 05946KAR2 |
g. Maturity date | 2035-03-13 |
h. Coupon | 6.033000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $20,000,000.00 |
j. Value of collateral, to the nearest cent | $20,684,078.34 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO |
e. LEI | 8I5DZWZKVSZI1NUHU748 |
f. The CUSIP | 46647PDH6 |
g. Maturity date | 2033-07-25 |
h. Coupon | 4.912000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,606,000.00 |
j. Value of collateral, to the nearest cent | $4,630,345.27 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ANTARES HOLDINGS LP |
e. LEI | 5493008EAIGV4283RM42 |
f. The CUSIP | 03666HAH4 |
g. Maturity date | 2029-10-23 |
h. Coupon | 6.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $400,000.00 |
j. Value of collateral, to the nearest cent | $403,106.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VERIZON COMMUNICATIONS INC |
e. LEI | 2S72QS2UO2OESLG6Y829 |
f. The CUSIP | 92343VGL2 |
g. Maturity date | 2041-09-03 |
h. Coupon | 2.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $928,000.00 |
j. Value of collateral, to the nearest cent | $647,454.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF AMERICA CORP |
e. LEI | 9DJT3UXIJIZJI4WXO774 |
f. The CUSIP | 06051GJT7 |
g. Maturity date | 2032-04-22 |
h. Coupon | 2.687000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $27,000,000.00 |
j. Value of collateral, to the nearest cent | $23,889,769.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF AMERICA CORP |
e. LEI | 9DJT3UXIJIZJI4WXO774 |
f. The CUSIP | 06051GLG2 |
g. Maturity date | 2029-04-25 |
h. Coupon | 5.202000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $11,400,000.00 |
j. Value of collateral, to the nearest cent | $11,635,039.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CNH INDUSTRIAL NV |
e. LEI | 549300WGC2HZ5J67V817 |
f. The CUSIP | 12594KAB8 |
g. Maturity date | 2027-11-15 |
h. Coupon | 3.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $30,000.00 |
j. Value of collateral, to the nearest cent | $29,693.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GENERAL MOTORS FINANCIAL COMPANY INC |
e. LEI | 5493008B6JBRUJ90QL97 |
f. The CUSIP | 37045XEW2 |
g. Maturity date | 2027-07-15 |
h. Coupon | 5.373740 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000,000.00 |
j. Value of collateral, to the nearest cent | $1,997,472.73 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACIFIC GAS AND ELECTRIC COMPANY |
e. LEI | 1HNPXZSMMB7HMBMVBS46 |
f. The CUSIP | 694308KL0 |
g. Maturity date | 2029-01-15 |
h. Coupon | 6.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,025,000.00 |
j. Value of collateral, to the nearest cent | $2,136,486.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.55%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $210,000,000.00 |
b. Excluding the value of any sponsor support: | $210,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.27%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BANK OF NOVA SCOTIA (TORONTO BRANCH) |
| Item C.2. The title of the issue | TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 4.730000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | BYD74ZR54 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | SUTTER HEALTH |
e. LEI | 549300MJCC12LU768G81 |
f. The CUSIP | 86944BAJ2 |
g. Maturity date | 2050-08-15 |
h. Coupon | 3.361000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,183,000.00 |
j. Value of collateral, to the nearest cent | $4,205,694.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | US BANCORP |
e. LEI | N1GZ7BBF3NP8GI976H15 |
f. The CUSIP | 91159HJN1 |
g. Maturity date | 2034-06-12 |
h. Coupon | 5.836000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,753,000.00 |
j. Value of collateral, to the nearest cent | $5,030,027.02 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BARCLAYS PLC |
e. LEI | 213800LBQA1Y9L22JB70 |
f. The CUSIP | 06738EBU8 |
g. Maturity date | 2027-11-24 |
h. Coupon | 2.279000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $897,000.00 |
j. Value of collateral, to the nearest cent | $865,586.91 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PUBLIC SERVICE ELECTRIC AND GAS COMPANY |
e. LEI | 549300RUHPVD434XUK18 |
f. The CUSIP | 74456QBN5 |
g. Maturity date | 2045-11-01 |
h. Coupon | 4.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $23,529,000.00 |
j. Value of collateral, to the nearest cent | $18,834,095.24 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HSBC HOLDINGS PLC |
e. LEI | MLU0ZO3ML4LN2LL2TL39 |
f. The CUSIP | 404280BP3 |
g. Maturity date | 2079-12-31 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $33,900,000.00 |
j. Value of collateral, to the nearest cent | $34,389,421.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MICRON TECHNOLOGY INC |
e. LEI | B3DXGBC8GAIYWI2Z0172 |
f. The CUSIP | 595112CH4 |
g. Maturity date | 2035-11-01 |
h. Coupon | 6.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,550,000.00 |
j. Value of collateral, to the nearest cent | $2,607,221.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WASHINGTON GAS LIGHT COMPANY |
e. LEI | DL22T1SB4DUBS063O841 |
f. The CUSIP | 93884PDW7 |
g. Maturity date | 2046-09-15 |
h. Coupon | 3.796000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,500,000.00 |
j. Value of collateral, to the nearest cent | $2,609,174.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALLY FINANCIAL INC |
e. LEI | 549300JBN1OSM8YNAI90 |
f. The CUSIP | 02005NBR0 |
g. Maturity date | 2027-11-15 |
h. Coupon | 7.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,714,000.00 |
j. Value of collateral, to the nearest cent | $1,801,651.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WESTPAC BANKING CORP (AUCKLAND BRANCH) |
e. LEI | N/A |
f. The CUSIP | 96122UAA2 |
g. Maturity date | 2079-12-31 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,500,000.00 |
j. Value of collateral, to the nearest cent | $10,419,290.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED PARCEL SERVICE INC |
e. LEI | D01LMJZU09ULLNCY6Z23 |
f. The CUSIP | 911312AY2 |
g. Maturity date | 2026-11-15 |
h. Coupon | 2.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,500,000.00 |
j. Value of collateral, to the nearest cent | $3,409,000.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NORFOLK SOUTHERN CORPORATION |
e. LEI | 54930036C8MWP850MI84 |
f. The CUSIP | 655844BS6 |
g. Maturity date | 2026-06-15 |
h. Coupon | 2.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,025,000.00 |
j. Value of collateral, to the nearest cent | $2,021,236.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JABIL INC |
e. LEI | 5493000CGCQY2OQU7669 |
f. The CUSIP | 466313AM5 |
g. Maturity date | 2027-05-15 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,025,000.00 |
j. Value of collateral, to the nearest cent | $2,009,085.19 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN TOWER CORP |
e. LEI | 5493006ORUSIL88JOE18 |
f. The CUSIP | 03027XCH1 |
g. Maturity date | 2034-02-15 |
h. Coupon | 5.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $20,744,000.00 |
j. Value of collateral, to the nearest cent | $21,263,135.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MARS INC |
e. LEI | 54930073HKEO6GZBSS03 |
f. The CUSIP | 571676AY1 |
g. Maturity date | 2030-03-01 |
h. Coupon | 4.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $20,000,000.00 |
j. Value of collateral, to the nearest cent | $20,317,800.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENSTAR FINANCE LLC |
e. LEI | N/A |
f. The CUSIP | 29360AAB6 |
g. Maturity date | 2042-01-15 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,959,000.00 |
j. Value of collateral, to the nearest cent | $2,943,420.87 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ARES CAPITAL CORPORATION |
e. LEI | WEQ82666OJYSI5GUAB47 |
f. The CUSIP | 04010LBE2 |
g. Maturity date | 2027-01-15 |
h. Coupon | 7.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,037,000.00 |
j. Value of collateral, to the nearest cent | $2,152,518.27 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UBER TECHNOLOGIES INC |
e. LEI | 549300B2FTG34FILDR98 |
f. The CUSIP | 90353TAE0 |
g. Maturity date | 2027-09-15 |
h. Coupon | 7.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,634,000.00 |
j. Value of collateral, to the nearest cent | $1,675,544.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-04 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-04 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | BANK OF NOVA SCOTIA (TORONTO BRANCH) |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 35 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | AA- |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | Aa2 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A+ |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.73%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $130,000,000.00 |
b. Excluding the value of any sponsor support: | $130,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.17%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | US BANCORP INVESTMENTS INC |
| Item C.2. The title of the issue | TRI-PARTY U.S. BANCORP INVESTMENTS INC 4.360000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | H85Z6XZP8B10ES0M2G89 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | BYD777YE6 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810UA4 |
g. Maturity date | 2054-05-15 |
h. Coupon | 4.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,999,400.00 |
j. Value of collateral, to the nearest cent | $4,765,174.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810UB2 |
g. Maturity date | 2044-05-15 |
h. Coupon | 4.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $11,000,100.00 |
j. Value of collateral, to the nearest cent | $10,608,168.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810UG1 |
g. Maturity date | 2055-02-15 |
h. Coupon | 4.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $14,504,600.00 |
j. Value of collateral, to the nearest cent | $14,026,039.48 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CMM0 |
g. Maturity date | 2035-02-15 |
h. Coupon | 4.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100.00 |
j. Value of collateral, to the nearest cent | $103.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CMT5 |
g. Maturity date | 2032-03-31 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200.00 |
j. Value of collateral, to the nearest cent | $200.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CMW8 |
g. Maturity date | 2028-04-15 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $75,100.00 |
j. Value of collateral, to the nearest cent | $75,174.85 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CMY4 |
g. Maturity date | 2027-04-30 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $20,000.00 |
j. Value of collateral, to the nearest cent | $19,992.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CNA5 |
g. Maturity date | 2032-04-30 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100.00 |
j. Value of collateral, to the nearest cent | $99.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CNC1 |
g. Maturity date | 2035-05-15 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $13,162,100.00 |
j. Value of collateral, to the nearest cent | $13,026,534.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CLD1 |
g. Maturity date | 2031-07-31 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $63,619,300.00 |
j. Value of collateral, to the nearest cent | $64,538,604.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CLP4 |
g. Maturity date | 2026-09-30 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $834,900.00 |
j. Value of collateral, to the nearest cent | $833,773.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CLV1 |
g. Maturity date | 2029-10-15 |
h. Coupon | 1.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,046,500.00 |
j. Value of collateral, to the nearest cent | $4,153,923.71 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CMA6 |
g. Maturity date | 2029-11-30 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $13,749,900.00 |
j. Value of collateral, to the nearest cent | $14,127,907.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CGL9 |
g. Maturity date | 2026-02-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $1,009.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CHP9 |
g. Maturity date | 2033-07-15 |
h. Coupon | 1.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $94,769,100.00 |
j. Value of collateral, to the nearest cent | $96,313,972.73 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CHR5 |
g. Maturity date | 2030-07-31 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $11,586,000.00 |
j. Value of collateral, to the nearest cent | $11,733,746.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CJH5 |
g. Maturity date | 2028-10-15 |
h. Coupon | 2.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $14,726,900.00 |
j. Value of collateral, to the nearest cent | $15,954,698.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CKA8 |
g. Maturity date | 2027-02-15 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $143,000.00 |
j. Value of collateral, to the nearest cent | $145,001.69 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CKN0 |
g. Maturity date | 2031-04-30 |
h. Coupon | 4.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,262,500.00 |
j. Value of collateral, to the nearest cent | $3,366,780.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912797QN0 |
g. Maturity date | 2026-05-14 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $24,999,500.00 |
j. Value of collateral, to the nearest cent | $24,050,468.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 9128283W8 |
g. Maturity date | 2028-02-15 |
h. Coupon | 2.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $75,000,000.00 |
j. Value of collateral, to the nearest cent | $73,393,766.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912828V49 |
g. Maturity date | 2027-01-15 |
h. Coupon | 0.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $19,922,000.00 |
j. Value of collateral, to the nearest cent | $26,024,671.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912828Z37 |
g. Maturity date | 2030-01-15 |
h. Coupon | 0.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $327,000.00 |
j. Value of collateral, to the nearest cent | $381,039.87 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912828ZS2 |
g. Maturity date | 2027-05-31 |
h. Coupon | 0.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,806,400.00 |
j. Value of collateral, to the nearest cent | $1,692,687.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CCH2 |
g. Maturity date | 2028-06-30 |
h. Coupon | 1.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $929.15 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CCV1 |
g. Maturity date | 2028-08-31 |
h. Coupon | 1.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100.00 |
j. Value of collateral, to the nearest cent | $91.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CEZ0 |
g. Maturity date | 2032-07-15 |
h. Coupon | 0.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $26,217,700.00 |
j. Value of collateral, to the nearest cent | $26,696,464.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CFJ5 |
g. Maturity date | 2029-08-31 |
h. Coupon | 3.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $12,574,800.00 |
j. Value of collateral, to the nearest cent | $12,269,000.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | NR |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.36%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $410,000,000.00 |
b. Excluding the value of any sponsor support: | $410,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.53%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | SCOTIA CAPITAL USA INC |
| Item C.2. The title of the issue | TRI-PARTY SCOTIA CAPITAL (USA) INC 4.730000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | 549300BLWPABP1VNME36 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | BYD7AMC03 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | SUNOCO LP |
e. LEI | 54930001NJU8E40NQ561 |
f. The CUSIP | 86765LAZ0 |
g. Maturity date | 2030-04-30 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $500,000.00 |
j. Value of collateral, to the nearest cent | $473,875.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GEN DIGITAL INC |
e. LEI | YF6ZV0M6AU4FY94MK914 |
f. The CUSIP | 668771AK4 |
g. Maturity date | 2027-09-30 |
h. Coupon | 6.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000,000.00 |
j. Value of collateral, to the nearest cent | $3,085,320.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NOVA CHEMICALS CORP |
e. LEI | 549300ZOD6N7RI2FJP09 |
f. The CUSIP | 66977WAT6 |
g. Maturity date | 2028-11-15 |
h. Coupon | 8.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $749,000.00 |
j. Value of collateral, to the nearest cent | $791,896.48 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | STRATHCONA RESOURCES LTD |
e. LEI | 8945002R5I3793F4AZ38 |
f. The CUSIP | 86304TAA6 |
g. Maturity date | 2026-08-01 |
h. Coupon | 6.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,900,000.00 |
j. Value of collateral, to the nearest cent | $6,057,032.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PIONEER NAT RES CO |
e. LEI | FY8JBF7CCL2VE4F1B628 |
f. The CUSIP | 723787AR8 |
g. Maturity date | 2031-01-15 |
h. Coupon | 2.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $881.77 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OCCIDENTAL PETROLEUM CORPORATION |
e. LEI | IM7X0T3ECJW4C1T7ON55 |
f. The CUSIP | 674599DD4 |
g. Maturity date | 2031-05-01 |
h. Coupon | 7.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,193,000.00 |
j. Value of collateral, to the nearest cent | $6,689,193.48 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DT MIDSTREAM INC |
e. LEI | N/A |
f. The CUSIP | 23345MAB3 |
g. Maturity date | 2031-06-15 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,526,000.00 |
j. Value of collateral, to the nearest cent | $7,165,068.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HESS MIDSTREAM OPERATIONS LP |
e. LEI | N/A |
f. The CUSIP | 428102AG2 |
g. Maturity date | 2029-06-01 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $499,000.00 |
j. Value of collateral, to the nearest cent | $525,820.97 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HESS MIDSTREAM OPERATIONS LP |
e. LEI | N/A |
f. The CUSIP | 428104AA1 |
g. Maturity date | 2028-06-15 |
h. Coupon | 5.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $515,000.00 |
j. Value of collateral, to the nearest cent | $519,943.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ANTERO MIDSTREAM PARTNERS LP |
e. LEI | 529900HFO1BDEIT4QU11 |
f. The CUSIP | 03690AAK2 |
g. Maturity date | 2032-02-01 |
h. Coupon | 6.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,616,000.00 |
j. Value of collateral, to the nearest cent | $3,779,513.01 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SABLE INTERNATIONAL FINANCE LTD |
e. LEI | 2138009IE9A35LO5JS73 |
f. The CUSIP | 785712AK6 |
g. Maturity date | 2032-10-15 |
h. Coupon | 7.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,500,000.00 |
j. Value of collateral, to the nearest cent | $4,456,468.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CVS HEALTH CORP |
e. LEI | 549300EJG376EN5NQE29 |
f. The CUSIP | 126650EG1 |
g. Maturity date | 2054-12-10 |
h. Coupon | 6.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,500,000.00 |
j. Value of collateral, to the nearest cent | $2,509,787.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ROYAL BANK OF CANADA |
e. LEI | ES7IP3U3RHIGC71XBU11 |
f. The CUSIP | 78017FZT3 |
g. Maturity date | 2030-10-18 |
h. Coupon | 4.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,440,000.00 |
j. Value of collateral, to the nearest cent | $10,439,217.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DAVITA INC |
e. LEI | M2XHYMU3TZNEZURC6H66 |
f. The CUSIP | 23918KAT5 |
g. Maturity date | 2031-02-15 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,200,000.00 |
j. Value of collateral, to the nearest cent | $1,973,262.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MURPHY OIL CORP |
e. LEI | QBKYQD0ODE7DC7PDIN91 |
f. The CUSIP | 626717AG7 |
g. Maturity date | 2042-12-01 |
h. Coupon | 5.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,747,000.00 |
j. Value of collateral, to the nearest cent | $6,195,522.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FORD MOTOR CREDIT COMPANY LLC |
e. LEI | UDSQCVRUX5BONN0VY111 |
f. The CUSIP | 345397E25 |
g. Maturity date | 2031-03-05 |
h. Coupon | 6.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,079,000.00 |
j. Value of collateral, to the nearest cent | $3,061,956.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FORD MOTOR CREDIT COMPANY LLC |
e. LEI | UDSQCVRUX5BONN0VY111 |
f. The CUSIP | 345397G31 |
g. Maturity date | 2031-11-05 |
h. Coupon | 6.054000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000,000.00 |
j. Value of collateral, to the nearest cent | $1,953,388.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FIRST QUANTUM MINERALS LTD |
e. LEI | 549300I7UVBGWRYMYZ18 |
f. The CUSIP | 335934AU9 |
g. Maturity date | 2031-06-01 |
h. Coupon | 8.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $446,000.00 |
j. Value of collateral, to the nearest cent | $473,016.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FIRST QUANTUM MINERALS LTD |
e. LEI | 549300I7UVBGWRYMYZ18 |
f. The CUSIP | 335934AW5 |
g. Maturity date | 2033-03-01 |
h. Coupon | 8.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000,000.00 |
j. Value of collateral, to the nearest cent | $2,020,677.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WYNN RESORTS FINANCE LLC |
e. LEI | N/A |
f. The CUSIP | 983133AD1 |
g. Maturity date | 2033-03-15 |
h. Coupon | 6.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,221,000.00 |
j. Value of collateral, to the nearest cent | $2,226,843.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COLOMBIA (REPUBLIC OF) |
e. LEI | 549300MHDRBVRF6B9117 |
f. The CUSIP | 195325EM3 |
g. Maturity date | 2053-11-14 |
h. Coupon | 8.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $999,000.00 |
j. Value of collateral, to the nearest cent | $978,769.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KODIAK GAS SERVICES LLC |
e. LEI | 549300ZQBRWEUOVOM131 |
f. The CUSIP | 50012LAC8 |
g. Maturity date | 2029-02-15 |
h. Coupon | 7.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $512,000.00 |
j. Value of collateral, to the nearest cent | $533,660.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KINETIK HOLDINGS LP |
e. LEI | 549300RD6AJIMYC0HY12 |
f. The CUSIP | 49461MAA8 |
g. Maturity date | 2030-06-15 |
h. Coupon | 5.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,038,000.00 |
j. Value of collateral, to the nearest cent | $7,188,944.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | XEROX HOLDINGS CORP |
e. LEI | 5493000Y33XDVO2CXC18 |
f. The CUSIP | 98421MAA4 |
g. Maturity date | 2025-08-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,650,000.00 |
j. Value of collateral, to the nearest cent | $2,675,422.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP INC |
e. LEI | 6SHGI4ZSSLCXXQSBB395 |
f. The CUSIP | 172967QA2 |
g. Maturity date | 2031-05-07 |
h. Coupon | 4.952000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000,000.00 |
j. Value of collateral, to the nearest cent | $2,004,427.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VENTURE GLOBAL CALCASIEU PASS LLC |
e. LEI | 549300GKHS6RS20NLH85 |
f. The CUSIP | 92328MAC7 |
g. Maturity date | 2033-11-01 |
h. Coupon | 3.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,571,000.00 |
j. Value of collateral, to the nearest cent | $2,205,587.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTERNATIONAL GAME TECHNOLOGY PL |
e. LEI | 549300UQ6KHRCZDRGZ76 |
f. The CUSIP | 460599AF0 |
g. Maturity date | 2026-04-15 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,584,000.00 |
j. Value of collateral, to the nearest cent | $8,564,310.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PERU (REPUBLIC OF) |
e. LEI | 254900STKLK2DBJJZ530 |
f. The CUSIP | 715638DA7 |
g. Maturity date | 2030-06-20 |
h. Coupon | 2.844000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $919.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LAS VEGAS SANDS |
e. LEI | 549300DUOO1KXOHPM605 |
f. The CUSIP | 517834AL1 |
g. Maturity date | 2034-08-15 |
h. Coupon | 6.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000,000.00 |
j. Value of collateral, to the nearest cent | $4,037,373.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MATADOR RESOURCES CO |
e. LEI | 549300CI3Q2UUK5R4G79 |
f. The CUSIP | 576485AH9 |
g. Maturity date | 2033-04-15 |
h. Coupon | 6.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $340,000.00 |
j. Value of collateral, to the nearest cent | $328,944.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED AIRLINES INC |
e. LEI | K1OQBWM7XEOO08LDNP29 |
f. The CUSIP | 90932LAH0 |
g. Maturity date | 2029-04-15 |
h. Coupon | 4.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,499,000.00 |
j. Value of collateral, to the nearest cent | $1,430,377.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT) |
e. LEI | 254900ZFY40OYEADAP90 |
f. The CUSIP | 105756BX7 |
g. Maturity date | 2026-04-07 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000,000.00 |
j. Value of collateral, to the nearest cent | $2,036,666.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT) |
e. LEI | 254900ZFY40OYEADAP90 |
f. The CUSIP | 105756CD0 |
g. Maturity date | 2025-06-06 |
h. Coupon | 2.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,350,000.00 |
j. Value of collateral, to the nearest cent | $1,365,654.37 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PANAMA REPUBLIC OF (GOVERNMENT) |
e. LEI | 549300SHS4T08CL0LP14 |
f. The CUSIP | 698299AV6 |
g. Maturity date | 2026-01-29 |
h. Coupon | 7.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,363,000.00 |
j. Value of collateral, to the nearest cent | $1,414,286.85 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | NR |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-04 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-04 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | SCOTIA CAPITAL USA INC |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 35 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | NR |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.73%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $90,000,000.00 |
b. Excluding the value of any sponsor support: | $90,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.12%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | WELLS FARGO SECURITIES LLC |
| Item C.2. The title of the issue | TRI-PARTY WELLS FARGO SECURITIES LLC 4.750000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | VYVVCKR63DVZZN70PB21 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001488662 |
c. The RSSD ID; or | |
d. Other unique identifier | BYD93B475 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | SUMITOMO MITSUI FIN GRP INC |
e. LEI | 35380028MYWPB6AUO129 |
f. The CUSIP | 86562MDS6 |
g. Maturity date | 2030-04-15 |
h. Coupon | 5.240000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,996,000.00 |
j. Value of collateral, to the nearest cent | $2,047,516.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SYNCHRONY FINANCIAL |
e. LEI | 549300RS7EWPM9MA6C78 |
f. The CUSIP | 87165BAS2 |
g. Maturity date | 2025-06-13 |
h. Coupon | 4.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000,000.00 |
j. Value of collateral, to the nearest cent | $3,066,193.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SHELL INTERNATIONAL FINANCE BV |
e. LEI | 213800ITMMKU4Z7I4F78 |
f. The CUSIP | 822582CE0 |
g. Maturity date | 2049-11-07 |
h. Coupon | 3.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $279,000.00 |
j. Value of collateral, to the nearest cent | $180,899.84 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SHELL FINANCE US INC |
e. LEI | N/A |
f. The CUSIP | 822905AD7 |
g. Maturity date | 2043-08-12 |
h. Coupon | 4.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $869.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | US BANCORP |
e. LEI | N1GZ7BBF3NP8GI976H15 |
f. The CUSIP | 91159HJL5 |
g. Maturity date | 2034-02-01 |
h. Coupon | 4.839000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $357,000.00 |
j. Value of collateral, to the nearest cent | $351,400.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EQUIFAX INC |
e. LEI | 5493004MCF8JDC86VS77 |
f. The CUSIP | 294429AS4 |
g. Maturity date | 2030-05-15 |
h. Coupon | 3.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,000.00 |
j. Value of collateral, to the nearest cent | $6,450.02 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SANTANDER HOLDINGS USA INC |
e. LEI | 549300SMVCQN2P0O6I58 |
f. The CUSIP | 80282KBE5 |
g. Maturity date | 2026-09-09 |
h. Coupon | 5.807000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $24,000.00 |
j. Value of collateral, to the nearest cent | $24,361.34 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SANTANDER HOLDINGS USA INC |
e. LEI | 549300SMVCQN2P0O6I58 |
f. The CUSIP | 80282KBQ8 |
g. Maturity date | 2031-03-20 |
h. Coupon | 5.741000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $40,000.00 |
j. Value of collateral, to the nearest cent | $40,903.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SEMPRA |
e. LEI | PBBKGKLRK5S5C0Y4T545 |
f. The CUSIP | 816851AP4 |
g. Maturity date | 2039-10-15 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,538,000.00 |
j. Value of collateral, to the nearest cent | $1,536,323.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SCHLUMBERGER HOLDINGS CORP |
e. LEI | 529900IKZG65COT1D505 |
f. The CUSIP | 806851AQ4 |
g. Maturity date | 2028-05-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $356,000.00 |
j. Value of collateral, to the nearest cent | $356,379.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHARLES SCHWAB CORP |
e. LEI | 549300VSGCJ7E698NM85 |
f. The CUSIP | 808513BD6 |
g. Maturity date | 2079-12-31 |
h. Coupon | 5.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,403,000.00 |
j. Value of collateral, to the nearest cent | $1,421,545.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHARLES SCHWAB CORP |
e. LEI | 549300VSGCJ7E698NM85 |
f. The CUSIP | 808513BW4 |
g. Maturity date | 2027-04-01 |
h. Coupon | 3.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $116,000.00 |
j. Value of collateral, to the nearest cent | $114,525.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ULTRATECH CE |
e. LEI | 335800PC9O9B4BQHG814 |
f. The CUSIP | BRWHAGLG3 |
g. Maturity date | 2031-02-16 |
h. Coupon | 2.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,272,000.00 |
j. Value of collateral, to the nearest cent | $4,700,034.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CK HUTCHISON INTERNATIONAL 21 LTD |
e. LEI | 254900E16YL0NL5TFN79 |
f. The CUSIP | BRWKWM8G4 |
g. Maturity date | 2026-04-15 |
h. Coupon | 1.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $220,000.00 |
j. Value of collateral, to the nearest cent | $214,252.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANGKOK BANK PUBLIC CO LTD (HONG KONG BRANCH) |
e. LEI | N/A |
f. The CUSIP | BRWT03V92 |
g. Maturity date | 2036-09-23 |
h. Coupon | 3.466000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $16,926,000.00 |
j. Value of collateral, to the nearest cent | $14,970,549.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SPECTRA ENERGY PARTNERS LP |
e. LEI | 2HKVXE7U4NF5B6UGSU72 |
f. The CUSIP | 84756NAH2 |
g. Maturity date | 2026-10-15 |
h. Coupon | 3.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $807,000.00 |
j. Value of collateral, to the nearest cent | $795,668.71 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | STARBUCKS CORP |
e. LEI | OQSJ1DU9TAOC51A47K68 |
f. The CUSIP | 855244AS8 |
g. Maturity date | 2048-11-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $57,000.00 |
j. Value of collateral, to the nearest cent | $45,880.73 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SIMON PROPERTY GROUP LP (PRE-REINCORPORATION) |
e. LEI | MR92GTD0MJTTTTQDVG45 |
f. The CUSIP | 828807DC8 |
g. Maturity date | 2027-06-15 |
h. Coupon | 3.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $247,000.00 |
j. Value of collateral, to the nearest cent | $246,219.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SIMON PROPERTY GROUP LP (PRE-REINCORPORATION) |
e. LEI | MR92GTD0MJTTTTQDVG45 |
f. The CUSIP | 828807DE4 |
g. Maturity date | 2027-12-01 |
h. Coupon | 3.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,000.00 |
j. Value of collateral, to the nearest cent | $8,938.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SIMON PROPERTY GROUP LP (PRE-REINCORPORATION) |
e. LEI | MR92GTD0MJTTTTQDVG45 |
f. The CUSIP | 828807DQ7 |
g. Maturity date | 2032-01-15 |
h. Coupon | 2.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $60,000.00 |
j. Value of collateral, to the nearest cent | $51,529.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SIMON PROPERTY GROUP LP (PRE-REINCORPORATION) |
e. LEI | MR92GTD0MJTTTTQDVG45 |
f. The CUSIP | 828807DX2 |
g. Maturity date | 2054-01-15 |
h. Coupon | 6.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $59,000.00 |
j. Value of collateral, to the nearest cent | $64,982.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BARCLAYS PLC |
e. LEI | 213800LBQA1Y9L22JB70 |
f. The CUSIP | 06738EBZ7 |
g. Maturity date | 2026-08-09 |
h. Coupon | 5.304000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,715,000.00 |
j. Value of collateral, to the nearest cent | $5,812,292.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NORTHERN STATES POWER COMPANY (MINNESOTA) |
e. LEI | 3S1GHB0TEH85KX44SB51 |
f. The CUSIP | 665772DA4 |
g. Maturity date | 2055-05-15 |
h. Coupon | 5.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000,000.00 |
j. Value of collateral, to the nearest cent | $2,923,030.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NORTHROP GRUMMAN SYSTEMS CORPORATION |
e. LEI | 549300KYOZYCZII5OX23 |
f. The CUSIP | 666807AW2 |
g. Maturity date | 2031-02-15 |
h. Coupon | 7.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,057,000.00 |
j. Value of collateral, to the nearest cent | $1,228,164.41 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NORTHROP GRUMMAN CORP |
e. LEI | RIMU48P07456QXSO0R61 |
f. The CUSIP | 666807BK7 |
g. Maturity date | 2027-02-01 |
h. Coupon | 3.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,981.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NORTHROP GRUMMAN CORP |
e. LEI | RIMU48P07456QXSO0R61 |
f. The CUSIP | 666807BP6 |
g. Maturity date | 2047-10-15 |
h. Coupon | 4.030000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $20,000.00 |
j. Value of collateral, to the nearest cent | $15,559.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NORTHWESTERN MUTUAL LIFE INSURANCE CO |
e. LEI | 1DU7IM20QESYGDO4HO54 |
f. The CUSIP | 668138AC4 |
g. Maturity date | 2059-09-30 |
h. Coupon | 3.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $104,000.00 |
j. Value of collateral, to the nearest cent | $69,648.97 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V. |
e. LEI | TAFO772JB70PDRN5VS48 |
f. The CUSIP | 826200AD9 |
g. Maturity date | 2026-08-17 |
h. Coupon | 6.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,662,000.00 |
j. Value of collateral, to the nearest cent | $6,923,778.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTH32 TREASURY LTD |
e. LEI | 213800HFGZMXST64GP53 |
f. The CUSIP | 84055BAA1 |
g. Maturity date | 2032-04-14 |
h. Coupon | 4.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000,000.00 |
j. Value of collateral, to the nearest cent | $924,568.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTHERN CALIFORNIA GAS COMPANY |
e. LEI | XY0N0J73VHV5F4CUJV89 |
f. The CUSIP | 842434CT7 |
g. Maturity date | 2050-02-15 |
h. Coupon | 3.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,698,000.00 |
j. Value of collateral, to the nearest cent | $1,992,745.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BERK HATH FIN |
e. LEI | 549300RLHFT5RU20WM87 |
f. The CUSIP | 084664BL4 |
g. Maturity date | 2040-01-15 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $81,000.00 |
j. Value of collateral, to the nearest cent | $87,404.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BERK HATH FIN |
e. LEI | 549300RLHFT5RU20WM87 |
f. The CUSIP | 084664CX7 |
g. Maturity date | 2051-01-15 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,490,000.00 |
j. Value of collateral, to the nearest cent | $1,466,597.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF AMERICA CORP |
e. LEI | 9DJT3UXIJIZJI4WXO774 |
f. The CUSIP | 59022CAB9 |
g. Maturity date | 2026-09-15 |
h. Coupon | 6.220000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,131,000.00 |
j. Value of collateral, to the nearest cent | $2,195,331.34 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | METLIFE INC |
e. LEI | C4BXATY60WC6XEOZDX54 |
f. The CUSIP | 59156RBG2 |
g. Maturity date | 2043-11-13 |
h. Coupon | 4.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $45,127.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | METLIFE INC |
e. LEI | C4BXATY60WC6XEOZDX54 |
f. The CUSIP | 59156RBZ0 |
g. Maturity date | 2030-03-23 |
h. Coupon | 4.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $384,000.00 |
j. Value of collateral, to the nearest cent | $389,686.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RELIANCE INDUSTRIES LTD |
e. LEI | 5493003UOETFYRONLG31 |
f. The CUSIP | BRWX6MNY9 |
g. Maturity date | 2062-01-12 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,484,000.00 |
j. Value of collateral, to the nearest cent | $2,983,810.54 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LENOVO GROUP LTD |
e. LEI | 254900VUZRGD5U73RE46 |
f. The CUSIP | BRY4V56F0 |
g. Maturity date | 2032-07-27 |
h. Coupon | 6.536000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $24,160,000.00 |
j. Value of collateral, to the nearest cent | $26,261,227.41 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CK HUTCHISON INTERNATIONAL 24 LTD |
e. LEI | 254900GAYV1MAUETUO84 |
f. The CUSIP | BYD0D99Z1 |
g. Maturity date | 2029-04-26 |
h. Coupon | 5.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $205,541.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NTT FINANCE CORP |
e. LEI | 3538007PR116187GD960 |
f. The CUSIP | BYD4GM692 |
g. Maturity date | 2029-07-02 |
h. Coupon | 5.110000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,034,000.00 |
j. Value of collateral, to the nearest cent | $4,179,336.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALIBABA GROUP HOLDING LTD |
e. LEI | 5493001NTNQJDH60PM02 |
f. The CUSIP | BYDB7K5P5 |
g. Maturity date | 2035-05-26 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $250,000.00 |
j. Value of collateral, to the nearest cent | $250,468.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VARANASI AURANGABAD NH-2 TOLLWAY PVT LTD |
e. LEI | 335800WU93PC1E28MY29 |
f. The CUSIP | BYDF59B35 |
g. Maturity date | 2034-02-28 |
h. Coupon | 5.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,221,000.00 |
j. Value of collateral, to the nearest cent | $2,265,443.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NVIDIA CORP |
e. LEI | 549300S4KLFTLO7GSQ80 |
f. The CUSIP | 67066GAJ3 |
g. Maturity date | 2060-04-01 |
h. Coupon | 3.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $60,000.00 |
j. Value of collateral, to the nearest cent | $43,375.43 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NUVEEN LLC |
e. LEI | N/A |
f. The CUSIP | 67080LAA3 |
g. Maturity date | 2028-11-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000.00 |
j. Value of collateral, to the nearest cent | $4,939.71 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OREILLY AUTOMOTIVE INC |
e. LEI | 549300K2RLMQL149Q332 |
f. The CUSIP | 67103HAL1 |
g. Maturity date | 2032-06-15 |
h. Coupon | 4.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $60,000.00 |
j. Value of collateral, to the nearest cent | $59,937.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OREILLY AUTOMOTIVE INC |
e. LEI | 549300K2RLMQL149Q332 |
f. The CUSIP | 67103HAN7 |
g. Maturity date | 2034-08-19 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $310,000.00 |
j. Value of collateral, to the nearest cent | $306,279.31 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BECTON DICKINSON AND COMPANY |
e. LEI | ICE2EP6D98PQUILVRZ91 |
f. The CUSIP | 075887CJ6 |
g. Maturity date | 2030-05-20 |
h. Coupon | 2.823000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $3,656.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BECTON DICKINSON AND COMPANY |
e. LEI | ICE2EP6D98PQUILVRZ91 |
f. The CUSIP | 075887CU1 |
g. Maturity date | 2029-06-07 |
h. Coupon | 5.081000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $343,000.00 |
j. Value of collateral, to the nearest cent | $355,936.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PHILLIPS 66 CO |
e. LEI | RVJMT2IZVVSKIRJJBH76 |
f. The CUSIP | 718547AY8 |
g. Maturity date | 2035-03-15 |
h. Coupon | 4.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $30,000.00 |
j. Value of collateral, to the nearest cent | $28,864.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTHERN COMPANY (THE) |
e. LEI | 549300FC3G3YU2FBZD92 |
f. The CUSIP | 842587CX3 |
g. Maturity date | 2046-07-01 |
h. Coupon | 4.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $97,000.00 |
j. Value of collateral, to the nearest cent | $80,036.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LLOYDS BANKING GROUP PLC |
e. LEI | 549300PPXHEU2JF0AM85 |
f. The CUSIP | 539439AY5 |
g. Maturity date | 2027-08-07 |
h. Coupon | 5.985000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,502,000.00 |
j. Value of collateral, to the nearest cent | $1,550,539.01 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MPLX LP |
e. LEI | 5493000CZJ19CK4P3G36 |
f. The CUSIP | 55336VAT7 |
g. Maturity date | 2049-02-15 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $239,000.00 |
j. Value of collateral, to the nearest cent | $214,369.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HSBC HOLDINGS PLC |
e. LEI | MLU0ZO3ML4LN2LL2TL39 |
f. The CUSIP | 404280AQ2 |
g. Maturity date | 2044-03-14 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $342,000.00 |
j. Value of collateral, to the nearest cent | $320,280.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HSBC HOLDINGS PLC |
e. LEI | MLU0ZO3ML4LN2LL2TL39 |
f. The CUSIP | 404280BX6 |
g. Maturity date | 2026-09-12 |
h. Coupon | 4.292000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $555,000.00 |
j. Value of collateral, to the nearest cent | $559,051.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HSBC HOLDINGS PLC |
e. LEI | MLU0ZO3ML4LN2LL2TL39 |
f. The CUSIP | 404280CG2 |
g. Maturity date | 2026-06-04 |
h. Coupon | 2.099000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $877,000.00 |
j. Value of collateral, to the nearest cent | $885,648.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HSBC HOLDINGS PLC |
e. LEI | MLU0ZO3ML4LN2LL2TL39 |
f. The CUSIP | 404280DQ9 |
g. Maturity date | 2026-11-03 |
h. Coupon | 7.336000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,160,000.00 |
j. Value of collateral, to the nearest cent | $3,208,859.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LOWES COMPANIES INC |
e. LEI | WAFCR4OKGSC504WU3E95 |
f. The CUSIP | 548661DN4 |
g. Maturity date | 2046-04-15 |
h. Coupon | 3.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $16,000.00 |
j. Value of collateral, to the nearest cent | $11,657.68 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LOWES COMPANIES INC |
e. LEI | WAFCR4OKGSC504WU3E95 |
f. The CUSIP | 548661DZ7 |
g. Maturity date | 2050-10-15 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,247,000.00 |
j. Value of collateral, to the nearest cent | $762,465.68 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LOWES COMPANIES INC |
e. LEI | WAFCR4OKGSC504WU3E95 |
f. The CUSIP | 548661EA1 |
g. Maturity date | 2031-04-01 |
h. Coupon | 2.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $648,000.00 |
j. Value of collateral, to the nearest cent | $579,442.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LOWES COMPANIES INC |
e. LEI | WAFCR4OKGSC504WU3E95 |
f. The CUSIP | 548661ED5 |
g. Maturity date | 2028-09-15 |
h. Coupon | 1.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,000.00 |
j. Value of collateral, to the nearest cent | $6,445.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LOWES COMPANIES INC |
e. LEI | WAFCR4OKGSC504WU3E95 |
f. The CUSIP | 548661EG8 |
g. Maturity date | 2027-04-01 |
h. Coupon | 3.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $56,000.00 |
j. Value of collateral, to the nearest cent | $55,301.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LOWES COMPANIES INC |
e. LEI | WAFCR4OKGSC504WU3E95 |
f. The CUSIP | 548661EP8 |
g. Maturity date | 2026-04-01 |
h. Coupon | 4.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000.00 |
j. Value of collateral, to the nearest cent | $5,049.68 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BERKSHIRE HATHAWAY ENERGY CO |
e. LEI | 549300JD0S5IZJE9LY15 |
f. The CUSIP | 59562VAM9 |
g. Maturity date | 2036-04-01 |
h. Coupon | 6.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $176,000.00 |
j. Value of collateral, to the nearest cent | $186,837.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HALLIBURTON COMPANY |
e. LEI | ENYF8GB5SMQZ25S06U51 |
f. The CUSIP | 406216BJ9 |
g. Maturity date | 2035-11-15 |
h. Coupon | 4.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $460,000.00 |
j. Value of collateral, to the nearest cent | $433,127.18 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HOME DEPOT INC |
e. LEI | QEKMOTMBBKA8I816DO57 |
f. The CUSIP | 437076BK7 |
g. Maturity date | 2025-09-15 |
h. Coupon | 3.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $101,000.00 |
j. Value of collateral, to the nearest cent | $101,324.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HOME DEPOT INC |
e. LEI | QEKMOTMBBKA8I816DO57 |
f. The CUSIP | 437076CK6 |
g. Maturity date | 2051-09-15 |
h. Coupon | 2.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $24,000.00 |
j. Value of collateral, to the nearest cent | $14,394.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | T-MOBILE USA INC |
e. LEI | 549300V2JRLO5DIFGE82 |
f. The CUSIP | 87264ABV6 |
g. Maturity date | 2029-04-15 |
h. Coupon | 3.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $250,000.00 |
j. Value of collateral, to the nearest cent | $239,147.19 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | T-MOBILE USA INC |
e. LEI | 549300V2JRLO5DIFGE82 |
f. The CUSIP | 87264ABX2 |
g. Maturity date | 2031-11-15 |
h. Coupon | 2.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,000.00 |
j. Value of collateral, to the nearest cent | $7,707.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | T-MOBILE USA INC |
e. LEI | 549300V2JRLO5DIFGE82 |
f. The CUSIP | 87264ACS2 |
g. Maturity date | 2029-03-15 |
h. Coupon | 2.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $367,000.00 |
j. Value of collateral, to the nearest cent | $340,458.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | T-MOBILE USA INC |
e. LEI | 549300V2JRLO5DIFGE82 |
f. The CUSIP | 87264ADE2 |
g. Maturity date | 2029-01-15 |
h. Coupon | 4.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $66,000.00 |
j. Value of collateral, to the nearest cent | $67,826.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TARGET CORPORATION |
e. LEI | 8WDDFXB5T1Z6J0XC1L66 |
f. The CUSIP | 87612EBF2 |
g. Maturity date | 2046-04-15 |
h. Coupon | 3.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,184,000.00 |
j. Value of collateral, to the nearest cent | $2,340,498.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AT&T INC |
e. LEI | 549300Z40J86GGSTL398 |
f. The CUSIP | 00206RHW5 |
g. Maturity date | 2027-02-15 |
h. Coupon | 3.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $132,000.00 |
j. Value of collateral, to the nearest cent | $132,044.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HARTFORD INSURANCE GROUP INC |
e. LEI | IU7C3FTM7Y3BQM112U94 |
f. The CUSIP | 416515BD5 |
g. Maturity date | 2048-03-15 |
h. Coupon | 4.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $849,000.00 |
j. Value of collateral, to the nearest cent | $703,393.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HASBRO INC |
e. LEI | 549300NUB6D2R1ITYR45 |
f. The CUSIP | 418056AS6 |
g. Maturity date | 2040-03-15 |
h. Coupon | 6.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $133,000.00 |
j. Value of collateral, to the nearest cent | $134,759.48 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AEP TEXAS INC |
e. LEI | 5493001L78U618KXNZ75 |
f. The CUSIP | 00108WAS9 |
g. Maturity date | 2029-05-15 |
h. Coupon | 5.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $4,098.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AEP TRANSMISSION COMPANY LLC |
e. LEI | 549300X123Z1I0LA3Y84 |
f. The CUSIP | 00115AAM1 |
g. Maturity date | 2050-04-01 |
h. Coupon | 3.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $65,000.00 |
j. Value of collateral, to the nearest cent | $46,700.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AEP TRANSMISSION COMPANY LLC |
e. LEI | 549300X123Z1I0LA3Y84 |
f. The CUSIP | 00115AAR0 |
g. Maturity date | 2034-04-01 |
h. Coupon | 5.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,423,000.00 |
j. Value of collateral, to the nearest cent | $1,422,473.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TEXAS INSTRUMENTS INC |
e. LEI | WDJNR2L6D8RWOEB8T652 |
f. The CUSIP | 882508BD5 |
g. Maturity date | 2048-05-15 |
h. Coupon | 4.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $17,000.00 |
j. Value of collateral, to the nearest cent | $13,632.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TEXAS INSTRUMENTS INC |
e. LEI | WDJNR2L6D8RWOEB8T652 |
f. The CUSIP | 882508BK9 |
g. Maturity date | 2026-09-15 |
h. Coupon | 1.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $87,000.00 |
j. Value of collateral, to the nearest cent | $83,867.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TEXAS INSTRUMENTS INC |
e. LEI | WDJNR2L6D8RWOEB8T652 |
f. The CUSIP | 882508CM4 |
g. Maturity date | 2035-05-23 |
h. Coupon | 5.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $50,222.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANGKOK BANK PUBLIC CO LTD (HONG KONG BRANCH) |
e. LEI | N/A |
f. The CUSIP | BYDG80KH8 |
g. Maturity date | 2040-03-25 |
h. Coupon | 6.056000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,525,000.00 |
j. Value of collateral, to the nearest cent | $5,526,847.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LG ENERGY SOLUTION LTD |
e. LEI | 988400QX6P286XA6ZS85 |
f. The CUSIP | BYDGJ2AX8 |
g. Maturity date | 2030-04-02 |
h. Coupon | 4.320000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $775,000.00 |
j. Value of collateral, to the nearest cent | $779,366.01 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TEACHERS INS & ANN ASSOC OF AMER |
e. LEI | O06XD7BJ4EPXNABVFN69 |
f. The CUSIP | 878091BC0 |
g. Maturity date | 2039-12-16 |
h. Coupon | 6.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,456,000.00 |
j. Value of collateral, to the nearest cent | $1,657,489.37 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TENCENT HOLDINGS LTD |
e. LEI | 254900N4SLUMW4XUYY11 |
f. The CUSIP | 88032XBD5 |
g. Maturity date | 2061-04-22 |
h. Coupon | 3.940000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,309,000.00 |
j. Value of collateral, to the nearest cent | $1,673,399.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AFRICAN DEV BK |
e. LEI | 549300LNCLMO3ITVCU07 |
f. The CUSIP | 00828EFG9 |
g. Maturity date | 2030-05-13 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $890,000.00 |
j. Value of collateral, to the nearest cent | $882,467.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALABAMA POWER COMPANY |
e. LEI | 0RL818ELFOHP5JHOFU19 |
f. The CUSIP | 010392FU7 |
g. Maturity date | 2030-09-15 |
h. Coupon | 1.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,000.00 |
j. Value of collateral, to the nearest cent | $6,016.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HOWMET AEROSPACE INC |
e. LEI | 549300HO5WFZUT5N2T22 |
f. The CUSIP | 013817AK7 |
g. Maturity date | 2037-02-01 |
h. Coupon | 5.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $107,000.00 |
j. Value of collateral, to the nearest cent | $113,628.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AGREE LP |
e. LEI | 549300DXY3G299V1BO77 |
f. The CUSIP | 008513AE3 |
g. Maturity date | 2034-06-15 |
h. Coupon | 5.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,006,000.00 |
j. Value of collateral, to the nearest cent | $4,139,124.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AIR LEASE CORPORATION |
e. LEI | 5493004NW4M4P8TMMK63 |
f. The CUSIP | 00914AAR3 |
g. Maturity date | 2027-01-15 |
h. Coupon | 2.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,000.00 |
j. Value of collateral, to the nearest cent | $9,711.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHUBB INA HOLDINGS LLC |
e. LEI | CZCBJZWDMLTHWJDXU843 |
f. The CUSIP | 00440EAV9 |
g. Maturity date | 2026-05-03 |
h. Coupon | 3.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $32,000.00 |
j. Value of collateral, to the nearest cent | $31,762.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TSMC ARIZONA CORP |
e. LEI | 2549005GOBWLCSY63Q97 |
f. The CUSIP | 872898AA9 |
g. Maturity date | 2026-10-25 |
h. Coupon | 1.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $192,696.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TENNESSEE GAS PIPELINE COMPANY LLC |
e. LEI | N/A |
f. The CUSIP | 880451AZ2 |
g. Maturity date | 2030-03-01 |
h. Coupon | 2.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $31,000.00 |
j. Value of collateral, to the nearest cent | $28,516.26 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALEXANDRIA REAL EST EQ INC |
e. LEI | MGCJBT4MKTQBVLNUIS88 |
f. The CUSIP | 015271AT6 |
g. Maturity date | 2029-12-15 |
h. Coupon | 2.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $722,000.00 |
j. Value of collateral, to the nearest cent | $666,842.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALLEGHANY CORP |
e. LEI | 549300DCJE6AYX159479 |
f. The CUSIP | 017175AF7 |
g. Maturity date | 2051-08-15 |
h. Coupon | 3.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $467,000.00 |
j. Value of collateral, to the nearest cent | $308,691.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CATERPILLAR FINANCIAL SERVICES CORP |
e. LEI | EDBQKYOPJUCJKLOJDE72 |
f. The CUSIP | 14913UAN0 |
g. Maturity date | 2026-10-16 |
h. Coupon | 4.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000.00 |
j. Value of collateral, to the nearest cent | $5,038.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CATERPILLAR FINANCIAL SERVICES CORP |
e. LEI | EDBQKYOPJUCJKLOJDE72 |
f. The CUSIP | 14913UAS9 |
g. Maturity date | 2027-11-15 |
h. Coupon | 4.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $2,018.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC |
e. LEI | 549300S8SEQBOJLKHW63 |
f. The CUSIP | 15189XBG2 |
g. Maturity date | 2030-03-15 |
h. Coupon | 4.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000.00 |
j. Value of collateral, to the nearest cent | $5,103.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHAPMAN UNIVERSITY |
e. LEI | 549300TAU69ZJZ8QBL34 |
f. The CUSIP | 15953PAN9 |
g. Maturity date | 2051-04-01 |
h. Coupon | 2.996000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $300,000.00 |
j. Value of collateral, to the nearest cent | $180,828.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CAPITAL POWER US HOLDING INC |
e. LEI | N/A |
f. The CUSIP | 14041TAB4 |
g. Maturity date | 2035-06-01 |
h. Coupon | 6.189000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,000,000.00 |
j. Value of collateral, to the nearest cent | $9,059,704.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHEVRON USA INC. |
e. LEI | VA8TZDWPEZYU430RZ444 |
f. The CUSIP | 166756BD7 |
g. Maturity date | 2030-04-15 |
h. Coupon | 4.687000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $354,000.00 |
j. Value of collateral, to the nearest cent | $362,013.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HOST HOTELS & RESORTS LP |
e. LEI | FXB7X4WXVA8QPMNOGS12 |
f. The CUSIP | 44107TBC9 |
g. Maturity date | 2035-04-15 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $250,000.00 |
j. Value of collateral, to the nearest cent | $241,668.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WALMART INC |
e. LEI | Y87794H0US1R65VBXU25 |
f. The CUSIP | 931142FC2 |
g. Maturity date | 2030-04-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $167,000.00 |
j. Value of collateral, to the nearest cent | $166,799.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HUMANA INC |
e. LEI | 529900YLDW34GJAO4J06 |
f. The CUSIP | 444859BX9 |
g. Maturity date | 2053-03-15 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $21,000.00 |
j. Value of collateral, to the nearest cent | $18,458.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HUMANA INC |
e. LEI | 529900YLDW34GJAO4J06 |
f. The CUSIP | 444859CC4 |
g. Maturity date | 2055-05-01 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,200,000.00 |
j. Value of collateral, to the nearest cent | $2,074,526.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HUNTINGTON BANCSHARES INC |
e. LEI | 549300XTVCVV9I7B5T19 |
f. The CUSIP | 446150AS3 |
g. Maturity date | 2030-02-04 |
h. Coupon | 2.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $23,000.00 |
j. Value of collateral, to the nearest cent | $20,926.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HYUNDAI CAPITAL AMERICA |
e. LEI | 549300RIPPWJB5Z0FK07 |
f. The CUSIP | 44891ACV7 |
g. Maturity date | 2031-01-08 |
h. Coupon | 5.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,861,000.00 |
j. Value of collateral, to the nearest cent | $4,996,816.34 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HYUNDAI CAPITAL AMERICA |
e. LEI | 549300RIPPWJB5Z0FK07 |
f. The CUSIP | 44891CCA9 |
g. Maturity date | 2028-09-15 |
h. Coupon | 2.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,382,000.00 |
j. Value of collateral, to the nearest cent | $4,933,885.71 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HYUNDAI CAPITAL AMERICA |
e. LEI | 549300RIPPWJB5Z0FK07 |
f. The CUSIP | 44891CCH4 |
g. Maturity date | 2028-06-26 |
h. Coupon | 5.680000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $17,421,000.00 |
j. Value of collateral, to the nearest cent | $18,145,674.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HYUNDAI CAPITAL AMERICA |
e. LEI | 549300RIPPWJB5Z0FK07 |
f. The CUSIP | 44891CDH3 |
g. Maturity date | 2031-09-26 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,000,000.00 |
j. Value of collateral, to the nearest cent | $6,855,831.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HYUNDAI CAPITAL AMERICA |
e. LEI | 549300RIPPWJB5Z0FK07 |
f. The CUSIP | 44891CDT7 |
g. Maturity date | 2030-03-27 |
h. Coupon | 4.330000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $16,501,000.00 |
j. Value of collateral, to the nearest cent | $16,577,208.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AON CORP |
e. LEI | LTS3U8DGK38SETRUWX71 |
f. The CUSIP | 037389BC6 |
g. Maturity date | 2029-05-02 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $16,000.00 |
j. Value of collateral, to the nearest cent | $15,580.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AON CORP |
e. LEI | LTS3U8DGK38SETRUWX71 |
f. The CUSIP | 03740LAD4 |
g. Maturity date | 2027-05-28 |
h. Coupon | 2.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,940.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | APPLE INC |
e. LEI | HWUPKR0MPOU8FGXBT394 |
f. The CUSIP | 037833EH9 |
g. Maturity date | 2028-08-05 |
h. Coupon | 1.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,184,000.00 |
j. Value of collateral, to the nearest cent | $1,094,314.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SABINE PASS LIQUEFACTION LLC |
e. LEI | 549300KJYBG7C6WJYZ11 |
f. The CUSIP | 785592AS5 |
g. Maturity date | 2027-03-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $591,000.00 |
j. Value of collateral, to the nearest cent | $599,461.15 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CSX CORP |
e. LEI | 549300JVQR4N1MMP3Q88 |
f. The CUSIP | 126408HC0 |
g. Maturity date | 2050-05-01 |
h. Coupon | 3.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $3,045.37 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SMBC AVIATION CAPITAL FINANCE DA |
e. LEI | 549300OD7VKRVNWB2J98 |
f. The CUSIP | 78448TAN2 |
g. Maturity date | 2030-04-01 |
h. Coupon | 5.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,900,000.00 |
j. Value of collateral, to the nearest cent | $4,937,035.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CAIXABANK SA |
e. LEI | 7CUNS533WID6K7DGFI87 |
f. The CUSIP | 12803RAB0 |
g. Maturity date | 2027-09-13 |
h. Coupon | 6.684000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,600,000.00 |
j. Value of collateral, to the nearest cent | $2,694,448.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | S&P GLOBAL INC |
e. LEI | Y6X4K52KMJMZE7I7MY94 |
f. The CUSIP | 78409VAQ7 |
g. Maturity date | 2049-12-01 |
h. Coupon | 3.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $101,000.00 |
j. Value of collateral, to the nearest cent | $71,604.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CVS HEALTH CORP |
e. LEI | 549300EJG376EN5NQE29 |
f. The CUSIP | 126650DY3 |
g. Maturity date | 2033-06-01 |
h. Coupon | 5.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,000.00 |
j. Value of collateral, to the nearest cent | $8,092.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CVS HEALTH CORP |
e. LEI | 549300EJG376EN5NQE29 |
f. The CUSIP | 126650EA4 |
g. Maturity date | 2063-06-01 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,000.00 |
j. Value of collateral, to the nearest cent | $9,464.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CANADIAN IMPERIAL BANK OF COMMER |
e. LEI | 2IGI19DL77OX0HC3ZE78 |
f. The CUSIP | 13607LNG4 |
g. Maturity date | 2028-04-28 |
h. Coupon | 5.001000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $37,000.00 |
j. Value of collateral, to the nearest cent | $37,749.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MOODYS CORP |
e. LEI | 549300GCEDD8YCF5WU84 |
f. The CUSIP | 615369AM7 |
g. Maturity date | 2028-01-15 |
h. Coupon | 3.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $34,000.00 |
j. Value of collateral, to the nearest cent | $33,518.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MORGAN STANLEY BANK NA |
e. LEI | G1MLHIS0N32I3QPILB75 |
f. The CUSIP | 61690U8G8 |
g. Maturity date | 2027-10-15 |
h. Coupon | 4.447000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,030,000.00 |
j. Value of collateral, to the nearest cent | $9,067,011.71 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CANADIAN PACIFIC RAILWAY COMPANY |
e. LEI | 54930036474DURYNB481 |
f. The CUSIP | 13648TAG2 |
g. Maturity date | 2050-05-01 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,386.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CAPITAL ONE FIN CORP |
e. LEI | ZUE8T73ROZOF6FLBAR73 |
f. The CUSIP | 14040HCJ2 |
g. Maturity date | 2032-11-02 |
h. Coupon | 2.618000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,000.00 |
j. Value of collateral, to the nearest cent | $7,696.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CAPITAL ONE FIN CORP |
e. LEI | ZUE8T73ROZOF6FLBAR73 |
f. The CUSIP | 14040HDC6 |
g. Maturity date | 2031-10-30 |
h. Coupon | 7.624000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $171,000.00 |
j. Value of collateral, to the nearest cent | $191,457.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CAPITAL ONE FIN CORP |
e. LEI | ZUE8T73ROZOF6FLBAR73 |
f. The CUSIP | 14040HDE2 |
g. Maturity date | 2030-02-01 |
h. Coupon | 5.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $459,000.00 |
j. Value of collateral, to the nearest cent | $479,394.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MONDELEZ INTERNATIONAL INC |
e. LEI | 549300DV9GIB88LZ5P30 |
f. The CUSIP | 609207BB0 |
g. Maturity date | 2032-03-17 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $882,000.00 |
j. Value of collateral, to the nearest cent | $789,472.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MITSUBISHI UFJ FINANCIAL GROUP |
e. LEI | 353800V2V8PUY9TK3E06 |
f. The CUSIP | 606822AV6 |
g. Maturity date | 2028-03-02 |
h. Coupon | 3.961000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $39,000.00 |
j. Value of collateral, to the nearest cent | $38,924.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MORGAN STANLEY |
e. LEI | IGJSJL3JD5P30I6NJZ34 |
f. The CUSIP | 6174468N2 |
g. Maturity date | 2051-03-24 |
h. Coupon | 5.597000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,128,000.00 |
j. Value of collateral, to the nearest cent | $1,101,166.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MORGAN STANLEY |
e. LEI | IGJSJL3JD5P30I6NJZ34 |
f. The CUSIP | 61746BCY0 |
g. Maturity date | 2026-08-09 |
h. Coupon | 6.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,803,000.00 |
j. Value of collateral, to the nearest cent | $2,913,188.26 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MORGAN STANLEY |
e. LEI | IGJSJL3JD5P30I6NJZ34 |
f. The CUSIP | 61747YDY8 |
g. Maturity date | 2045-01-27 |
h. Coupon | 4.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $70,000.00 |
j. Value of collateral, to the nearest cent | $59,153.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MORGAN STANLEY |
e. LEI | IGJSJL3JD5P30I6NJZ34 |
f. The CUSIP | 61747YEF8 |
g. Maturity date | 2036-09-16 |
h. Coupon | 2.484000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,106,000.00 |
j. Value of collateral, to the nearest cent | $2,604,648.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MORGAN STANLEY |
e. LEI | IGJSJL3JD5P30I6NJZ34 |
f. The CUSIP | 61747YFA8 |
g. Maturity date | 2029-02-01 |
h. Coupon | 5.123000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $254,000.00 |
j. Value of collateral, to the nearest cent | $261,224.87 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MORGAN STANLEY |
e. LEI | IGJSJL3JD5P30I6NJZ34 |
f. The CUSIP | 61747YFH3 |
g. Maturity date | 2029-11-01 |
h. Coupon | 6.407000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $402,000.00 |
j. Value of collateral, to the nearest cent | $425,449.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MORGAN STANLEY |
e. LEI | IGJSJL3JD5P30I6NJZ34 |
f. The CUSIP | 61747YFT7 |
g. Maturity date | 2035-07-19 |
h. Coupon | 5.320000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $66,000.00 |
j. Value of collateral, to the nearest cent | $66,723.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MORGAN STANLEY |
e. LEI | IGJSJL3JD5P30I6NJZ34 |
f. The CUSIP | 61748UAF9 |
g. Maturity date | 2036-01-18 |
h. Coupon | 5.587000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $300,000.00 |
j. Value of collateral, to the nearest cent | $308,568.02 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | REGIONS FINANCIAL CORPORATION |
e. LEI | CW05CS5KW59QTC0DG824 |
f. The CUSIP | 7591EPAV2 |
g. Maturity date | 2035-09-06 |
h. Coupon | 5.502000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,502,000.00 |
j. Value of collateral, to the nearest cent | $10,423,739.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | REINSURANCE GROUP OF AMERICA INC |
e. LEI | LORM1GNEU1DKEW527V90 |
f. The CUSIP | 759351AN9 |
g. Maturity date | 2029-05-15 |
h. Coupon | 3.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $15,000.00 |
j. Value of collateral, to the nearest cent | $14,631.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RELX CAPITAL INC |
e. LEI | 2R15C3RTKJN1RCBOV146 |
f. The CUSIP | 74949LAG7 |
g. Maturity date | 2035-03-27 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $1,011.99 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TEXAS INSTRUMENTS INC |
e. LEI | WDJNR2L6D8RWOEB8T652 |
f. The CUSIP | 882926AA6 |
g. Maturity date | 2063-05-18 |
h. Coupon | 5.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $82,000.00 |
j. Value of collateral, to the nearest cent | $72,618.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | THAIOIL TREASURY CENTER CO LTD |
e. LEI | 549300NH03B9E8VGJR89 |
f. The CUSIP | 88323AAH5 |
g. Maturity date | 2050-06-18 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,900,000.00 |
j. Value of collateral, to the nearest cent | $3,201,978.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | 3M CO |
e. LEI | LUZQVYP4VS22CLWDAR65 |
f. The CUSIP | 88579YBD2 |
g. Maturity date | 2048-09-14 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $38,914.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DOMINION ENERGY SOUTH CAROLINA INC |
e. LEI | 3QRVFYR22IUIEOORTK28 |
f. The CUSIP | 25731VAB0 |
g. Maturity date | 2053-10-15 |
h. Coupon | 6.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $13,000.00 |
j. Value of collateral, to the nearest cent | $13,702.42 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DOMINION ENERGY INC |
e. LEI | ILUL7B6Z54MRYCF6H308 |
f. The CUSIP | 25746UDV8 |
g. Maturity date | 2055-05-15 |
h. Coupon | 6.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $2,001.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DOW CHEMICAL CO |
e. LEI | ZQUIP1CSZO8LXRBSOU78 |
f. The CUSIP | 260543CK7 |
g. Maturity date | 2034-10-01 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,702.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DOW CHEMICAL CO |
e. LEI | ZQUIP1CSZO8LXRBSOU78 |
f. The CUSIP | 260543DM2 |
g. Maturity date | 2055-03-15 |
h. Coupon | 5.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $154,000.00 |
j. Value of collateral, to the nearest cent | $144,807.27 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EXTRA SPACE STORAGE LP |
e. LEI | 549300YNKSKNZFR8UC42 |
f. The CUSIP | 30225VAN7 |
g. Maturity date | 2029-06-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,233,000.00 |
j. Value of collateral, to the nearest cent | $6,158,411.77 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EXXON MOBIL CORP |
e. LEI | J3WHBG0MTS7O8ZVMDC91 |
f. The CUSIP | 30231GAY8 |
g. Maturity date | 2039-08-16 |
h. Coupon | 2.995000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $154,504.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FS KKR CAPITAL CORP |
e. LEI | 549300TYRSI1T21B1360 |
f. The CUSIP | 302635AG2 |
g. Maturity date | 2026-01-15 |
h. Coupon | 3.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,360,000.00 |
j. Value of collateral, to the nearest cent | $10,358,135.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | META PLATFORMS INC |
e. LEI | BQ4BKCS1HXDV9HN80Z93 |
f. The CUSIP | 30303M8K1 |
g. Maturity date | 2062-08-15 |
h. Coupon | 4.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,004,000.00 |
j. Value of collateral, to the nearest cent | $2,518,080.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TORONTO-DOMINION BANK/THE |
e. LEI | PT3QB789TSUIDF371261 |
f. The CUSIP | 89114TZN5 |
g. Maturity date | 2027-01-12 |
h. Coupon | 1.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,000.00 |
j. Value of collateral, to the nearest cent | $7,743.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ROYAL BANK OF CANADA |
e. LEI | ES7IP3U3RHIGC71XBU11 |
f. The CUSIP | 78016FZX5 |
g. Maturity date | 2033-02-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $237,000.00 |
j. Value of collateral, to the nearest cent | $241,073.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ROYAL BANK OF CANADA |
e. LEI | ES7IP3U3RHIGC71XBU11 |
f. The CUSIP | 78016HZV5 |
g. Maturity date | 2029-02-01 |
h. Coupon | 4.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $148,000.00 |
j. Value of collateral, to the nearest cent | $152,980.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CAPITAL ONE NA |
e. LEI | 207ALC1P1YM0OVDV0K75 |
f. The CUSIP | 25466AAN1 |
g. Maturity date | 2028-08-09 |
h. Coupon | 5.974000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,465,000.00 |
j. Value of collateral, to the nearest cent | $5,673,379.54 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WALT DISNEY CO |
e. LEI | 549300GZKULIZ0WOW665 |
f. The CUSIP | 254687GA8 |
g. Maturity date | 2060-05-13 |
h. Coupon | 3.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $125,000.00 |
j. Value of collateral, to the nearest cent | $88,663.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TWDC ENTERPRISES 18 CORP |
e. LEI | 7260JQNI6SCF9FIV2392 |
f. The CUSIP | 25468PDB9 |
g. Maturity date | 2044-06-01 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,668.54 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TWDC ENTERPRISES 18 CORP |
e. LEI | 7260JQNI6SCF9FIV2392 |
f. The CUSIP | 25468PDM5 |
g. Maturity date | 2026-07-30 |
h. Coupon | 1.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $27,000.00 |
j. Value of collateral, to the nearest cent | $26,428.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JOHN DEERE CAPITAL CORP |
e. LEI | E0KSF7PFQ210NWI8Z391 |
f. The CUSIP | 24422EXH7 |
g. Maturity date | 2029-01-16 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $58,000.00 |
j. Value of collateral, to the nearest cent | $59,360.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NBN CO LTD |
e. LEI | 2549007CRZ2NT7S96A24 |
f. The CUSIP | 62878U2E1 |
g. Maturity date | 2032-01-08 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $271,000.00 |
j. Value of collateral, to the nearest cent | $235,426.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FLORIDA POWER & LIGHT CO |
e. LEI | A89MY1K3YLIGJMYWVX50 |
f. The CUSIP | 341081GP6 |
g. Maturity date | 2030-05-15 |
h. Coupon | 4.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $2,017.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FOUNDRY JV HOLDCO LLC |
e. LEI | 21380048QROAMGM6EP30 |
f. The CUSIP | 350930AJ2 |
g. Maturity date | 2037-01-25 |
h. Coupon | 6.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $500,000.00 |
j. Value of collateral, to the nearest cent | $519,445.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FIFTH THIRD BANK NA |
e. LEI | QFROUN1UWUYU0DVIWD51 |
f. The CUSIP | 31677QBU2 |
g. Maturity date | 2028-01-28 |
h. Coupon | 4.967000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,791,000.00 |
j. Value of collateral, to the nearest cent | $1,826,538.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FIRST CITIZENS BANCSHARES INC |
e. LEI | 549300N3Z00ZHE2XC526 |
f. The CUSIP | 31959XAF0 |
g. Maturity date | 2040-03-12 |
h. Coupon | 6.252000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $95,000.00 |
j. Value of collateral, to the nearest cent | $93,027.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FIRST INDSTR LP |
e. LEI | 86MKNB3IKYZZT3E3OV11 |
f. The CUSIP | 32055RAS6 |
g. Maturity date | 2031-01-15 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,354,000.00 |
j. Value of collateral, to the nearest cent | $2,359,092.49 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FISERV INC |
e. LEI | GI7UBEJLXYLGR2C7GV83 |
f. The CUSIP | 337738BG2 |
g. Maturity date | 2028-08-21 |
h. Coupon | 5.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $12,000.00 |
j. Value of collateral, to the nearest cent | $12,445.34 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COLUMBIA PIPELINES OPERATING COMPANY LLC |
e. LEI | N/A |
f. The CUSIP | 19828TAG1 |
g. Maturity date | 2035-02-15 |
h. Coupon | 5.439000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $150,000.00 |
j. Value of collateral, to the nearest cent | $148,489.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COCA-COLA CO |
e. LEI | UWJKFUJFZ02DKWI3RY53 |
f. The CUSIP | 191216DE7 |
g. Maturity date | 2031-03-15 |
h. Coupon | 1.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $230,000.00 |
j. Value of collateral, to the nearest cent | $195,898.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NATIONAL AUSTRALIA BANK LTD |
e. LEI | F8SB4JFBSYQFRQEH3Z21 |
f. The CUSIP | BRW7NND75 |
g. Maturity date | 2030-08-21 |
h. Coupon | 2.332000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,236,000.00 |
j. Value of collateral, to the nearest cent | $9,013,238.15 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TOTALENERGIES CAPITAL INTERNATIONAL SA |
e. LEI | 549300U37G2I8G4RUG09 |
f. The CUSIP | 89153VAU3 |
g. Maturity date | 2049-07-12 |
h. Coupon | 3.461000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,396.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TRANSCANADA PIPELINES LTD |
e. LEI | 5BV01I6231JPDAPMGH09 |
f. The CUSIP | 89352HAD1 |
g. Maturity date | 2037-10-15 |
h. Coupon | 6.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $345,000.00 |
j. Value of collateral, to the nearest cent | $354,332.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DUKE ENERGY INDIANA LLC |
e. LEI | 6URPHM2EAWGJ2C6ISB97 |
f. The CUSIP | 26443TAF3 |
g. Maturity date | 2055-05-15 |
h. Coupon | 5.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $351,000.00 |
j. Value of collateral, to the nearest cent | $348,721.42 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LPL HOLDINGS INC |
e. LEI | 549300Z5YF8CCRMYUL26 |
f. The CUSIP | 50212YAP9 |
g. Maturity date | 2030-06-15 |
h. Coupon | 5.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $69,000.00 |
j. Value of collateral, to the nearest cent | $69,646.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LSEGA FINANCING PLC |
e. LEI | 2138009YFYTGEHZNNZ09 |
f. The CUSIP | 50220PAD5 |
g. Maturity date | 2031-04-06 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,073,000.00 |
j. Value of collateral, to the nearest cent | $1,827,453.15 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TOYOTA MOTOR CREDIT CORP |
e. LEI | Z2VZBHUMB7PWWJ63I008 |
f. The CUSIP | 89236TKU8 |
g. Maturity date | 2030-05-17 |
h. Coupon | 4.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,992.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TOYOTA MOTOR CREDIT CORP |
e. LEI | Z2VZBHUMB7PWWJ63I008 |
f. The CUSIP | 89236TMD4 |
g. Maturity date | 2026-05-15 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $37,390,000.00 |
j. Value of collateral, to the nearest cent | $37,766,392.68 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMCAST CORPORATION |
e. LEI | 51M0QTTNCGUN7KFCFZ59 |
f. The CUSIP | 20030NCL3 |
g. Maturity date | 2038-10-15 |
h. Coupon | 4.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $17,000.00 |
j. Value of collateral, to the nearest cent | $15,465.24 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMCAST CORPORATION |
e. LEI | 51M0QTTNCGUN7KFCFZ59 |
f. The CUSIP | 20030NCZ2 |
g. Maturity date | 2050-02-01 |
h. Coupon | 3.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,247,000.00 |
j. Value of collateral, to the nearest cent | $851,120.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMCAST CORPORATION |
e. LEI | 51M0QTTNCGUN7KFCFZ59 |
f. The CUSIP | 20030NDS7 |
g. Maturity date | 2051-11-01 |
h. Coupon | 2.887000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $16,000.00 |
j. Value of collateral, to the nearest cent | $9,518.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMERICA INCORPORATED |
e. LEI | I9Q57JVPWHHZ3ZGBW498 |
f. The CUSIP | 200340AT4 |
g. Maturity date | 2029-02-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $16,000.00 |
j. Value of collateral, to the nearest cent | $15,688.68 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ERP OPERATING LP |
e. LEI | DX5HQV5MLU50FEWZ5072 |
f. The CUSIP | 26884ABM4 |
g. Maturity date | 2030-02-15 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $276,000.00 |
j. Value of collateral, to the nearest cent | $253,271.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EASTMAN CHEMICAL COMPANY |
e. LEI | FDPVHDGJ1IQZFK9KH630 |
f. The CUSIP | 277432AX8 |
g. Maturity date | 2033-03-08 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $120,000.00 |
j. Value of collateral, to the nearest cent | $124,413.27 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KOREA GAS CORP |
e. LEI | 988400TFZILHBD5M3R71 |
f. The CUSIP | 50066CAR0 |
g. Maturity date | 2031-07-13 |
h. Coupon | 2.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,180,000.00 |
j. Value of collateral, to the nearest cent | $4,506,346.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KROGER CO |
e. LEI | 6CPEOKI6OYJ13Q6O7870 |
f. The CUSIP | 501044DG3 |
g. Maturity date | 2047-02-01 |
h. Coupon | 4.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $68,000.00 |
j. Value of collateral, to the nearest cent | $55,880.34 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KROGER CO |
e. LEI | 6CPEOKI6OYJ13Q6O7870 |
f. The CUSIP | 501044DX6 |
g. Maturity date | 2064-09-15 |
h. Coupon | 5.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $78,000.00 |
j. Value of collateral, to the nearest cent | $72,621.18 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LCOR ALEXANDRIA LLC |
e. LEI | 254900000BAF3KSUL753 |
f. The CUSIP | 50181QAS7 |
g. Maturity date | 2031-12-15 |
h. Coupon | 6.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,750,000.00 |
j. Value of collateral, to the nearest cent | $8,001,159.42 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KEURIG DR PEPPER INC |
e. LEI | DYTQ8KRTKO7Y2BVU5K74 |
f. The CUSIP | 49271VBB5 |
g. Maturity date | 2035-05-15 |
h. Coupon | 5.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $493,000.00 |
j. Value of collateral, to the nearest cent | $484,834.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KEYCORP |
e. LEI | RKPI3RZGV1V1FJTH5T61 |
f. The CUSIP | 49326EEK5 |
g. Maturity date | 2027-04-06 |
h. Coupon | 2.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,000.00 |
j. Value of collateral, to the nearest cent | $7,677.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WEIBO CORP |
e. LEI | 549300Q9ID4640FE0422 |
f. The CUSIP | 948596AE1 |
g. Maturity date | 2030-07-08 |
h. Coupon | 3.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,730,000.00 |
j. Value of collateral, to the nearest cent | $9,123,164.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KIMCO REALTY OP LLC |
e. LEI | 549300EA7I6T15IBYS12 |
f. The CUSIP | 948741AM5 |
g. Maturity date | 2026-08-15 |
h. Coupon | 3.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $118,000.00 |
j. Value of collateral, to the nearest cent | $117,168.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WESTERN MIDSTREAM OPERATING LP |
e. LEI | L6D8A6MLSY454J2JXJ60 |
f. The CUSIP | 958667AA5 |
g. Maturity date | 2050-02-01 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $45,000.00 |
j. Value of collateral, to the nearest cent | $37,243.54 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WESTERN MIDSTREAM OPERATING LP |
e. LEI | L6D8A6MLSY454J2JXJ60 |
f. The CUSIP | 958667AF4 |
g. Maturity date | 2029-01-15 |
h. Coupon | 6.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,074,000.00 |
j. Value of collateral, to the nearest cent | $10,688,539.19 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WESTPAC BANKING CORP |
e. LEI | EN5TNI6CI43VEPAMHL14 |
f. The CUSIP | 961214DW0 |
g. Maturity date | 2028-01-25 |
h. Coupon | 3.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,000.00 |
j. Value of collateral, to the nearest cent | $8,925.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WESTPAC BANKING CORP |
e. LEI | EN5TNI6CI43VEPAMHL14 |
f. The CUSIP | 961214EP4 |
g. Maturity date | 2035-11-15 |
h. Coupon | 2.668000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,521,000.00 |
j. Value of collateral, to the nearest cent | $5,683,649.26 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WESTPAC BANKING CORP |
e. LEI | EN5TNI6CI43VEPAMHL14 |
f. The CUSIP | 961214FP3 |
g. Maturity date | 2033-11-17 |
h. Coupon | 6.820000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $128,000.00 |
j. Value of collateral, to the nearest cent | $139,327.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WESTPAC BANKING CORP |
e. LEI | EN5TNI6CI43VEPAMHL14 |
f. The CUSIP | 961214FW8 |
g. Maturity date | 2035-11-20 |
h. Coupon | 5.618000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $144,000.00 |
j. Value of collateral, to the nearest cent | $143,041.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WESTPAC NEW ZEALAND LTD |
e. LEI | 549300MW73M5PK1PNG73 |
f. The CUSIP | 96122QAA1 |
g. Maturity date | 2028-02-15 |
h. Coupon | 4.902000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $204,485.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP INC |
e. LEI | 6SHGI4ZSSLCXXQSBB395 |
f. The CUSIP | 17327CAW3 |
g. Maturity date | 2029-03-04 |
h. Coupon | 4.786000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $94,000.00 |
j. Value of collateral, to the nearest cent | $95,086.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ARES MANAGEMENT CORP |
e. LEI | 529900JUV61FH7B8VW38 |
f. The CUSIP | 03990BAA9 |
g. Maturity date | 2028-11-10 |
h. Coupon | 6.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $4,223.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BLACKSTONE HOLDINGS FINANCE CO LLC |
e. LEI | 549300D2L6J4NC1QVZ22 |
f. The CUSIP | 09261BAD2 |
g. Maturity date | 2032-01-30 |
h. Coupon | 2.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $73,000.00 |
j. Value of collateral, to the nearest cent | $60,610.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BLOCK FINANCIAL LLC |
e. LEI | N/A |
f. The CUSIP | 093662AJ3 |
g. Maturity date | 2028-07-15 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $64,000.00 |
j. Value of collateral, to the nearest cent | $60,054.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BNP PARIBAS SA |
e. LEI | R0MUWSFPU8MPRO8K5P83 |
f. The CUSIP | 09659W2P8 |
g. Maturity date | 2032-04-19 |
h. Coupon | 2.871000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $176,705.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BNP PARIBAS SA |
e. LEI | R0MUWSFPU8MPRO8K5P83 |
f. The CUSIP | 09659W3A0 |
g. Maturity date | 2033-01-13 |
h. Coupon | 5.786000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,901,000.00 |
j. Value of collateral, to the nearest cent | $3,033,166.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CONSOLIDATED EDISON COMPANY OF NEW YORK INC |
e. LEI | VZFZPMWDHTQCFKYOBP05 |
f. The CUSIP | 209111EU3 |
g. Maturity date | 2038-04-01 |
h. Coupon | 6.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $30,000.00 |
j. Value of collateral, to the nearest cent | $33,706.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CONSOLIDATED EDISON COMPANY OF NEW YORK INC |
e. LEI | VZFZPMWDHTQCFKYOBP05 |
f. The CUSIP | 209111GK3 |
g. Maturity date | 2054-05-15 |
h. Coupon | 5.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $17,000.00 |
j. Value of collateral, to the nearest cent | $16,500.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INGREDION INC |
e. LEI | PKSTQ48QDN0XSVS7YK88 |
f. The CUSIP | 219023AC2 |
g. Maturity date | 2037-04-15 |
h. Coupon | 6.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $183,000.00 |
j. Value of collateral, to the nearest cent | $199,197.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CORNING INC |
e. LEI | 549300X2937PB0CJ7I56 |
f. The CUSIP | 219350BL8 |
g. Maturity date | 2068-11-15 |
h. Coupon | 5.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $48,000.00 |
j. Value of collateral, to the nearest cent | $44,446.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COSTCO WHSLE CORP |
e. LEI | 29DX7H14B9S6O3FD6V18 |
f. The CUSIP | 22160KAP0 |
g. Maturity date | 2030-04-20 |
h. Coupon | 1.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $361,000.00 |
j. Value of collateral, to the nearest cent | $319,079.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANQUE DEVELOPPT CONSEIL EUROPE 9 |
e. LEI | 549300UYNXMI821WYG82 |
f. The CUSIP | 222213BC3 |
g. Maturity date | 2026-05-25 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,915,000.00 |
j. Value of collateral, to the nearest cent | $2,902,788.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BOC AVIATION LTD |
e. LEI | 254900H06V5RMEB3KE72 |
f. The CUSIP | 09681MAK4 |
g. Maturity date | 2029-09-11 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $765,000.00 |
j. Value of collateral, to the nearest cent | $722,086.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CONAGRA BRANDS INC |
e. LEI | 54930035UDEIH090K650 |
f. The CUSIP | 205887CD2 |
g. Maturity date | 2038-11-01 |
h. Coupon | 5.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $70,000.00 |
j. Value of collateral, to the nearest cent | $65,866.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHURCH & DWIGHT CO INC |
e. LEI | POOXSI30AWAQGYJZC921 |
f. The CUSIP | 171340AL6 |
g. Maturity date | 2047-08-01 |
h. Coupon | 3.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $58,000.00 |
j. Value of collateral, to the nearest cent | $45,007.24 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CISCO SYSTEMS INC |
e. LEI | 549300LKFJ962MZ46593 |
f. The CUSIP | 17275RBW1 |
g. Maturity date | 2028-02-24 |
h. Coupon | 4.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $97,000.00 |
j. Value of collateral, to the nearest cent | $99,197.37 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CISCO SYSTEMS INC |
e. LEI | 549300LKFJ962MZ46593 |
f. The CUSIP | 17275RBZ4 |
g. Maturity date | 2035-02-24 |
h. Coupon | 5.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $279,000.00 |
j. Value of collateral, to the nearest cent | $284,206.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP INC |
e. LEI | 6SHGI4ZSSLCXXQSBB395 |
f. The CUSIP | 172967BU4 |
g. Maturity date | 2033-02-22 |
h. Coupon | 5.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $139,000.00 |
j. Value of collateral, to the nearest cent | $144,506.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP INC |
e. LEI | 6SHGI4ZSSLCXXQSBB395 |
f. The CUSIP | 172967KY6 |
g. Maturity date | 2026-10-21 |
h. Coupon | 3.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $547,000.00 |
j. Value of collateral, to the nearest cent | $538,793.18 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP INC |
e. LEI | 6SHGI4ZSSLCXXQSBB395 |
f. The CUSIP | 172967NA5 |
g. Maturity date | 2027-06-09 |
h. Coupon | 1.462000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,000.00 |
j. Value of collateral, to the nearest cent | $5,842.71 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COX COMMUNICATIONS INC |
e. LEI | 5493001NEDZNIFRP2R92 |
f. The CUSIP | 224044AN7 |
g. Maturity date | 2028-08-01 |
h. Coupon | 6.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000.00 |
j. Value of collateral, to the nearest cent | $5,339.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CONOCOPHILLIPS CO |
e. LEI | 6VJJ5GQWIRDQ06DUXG89 |
f. The CUSIP | 20826FBJ4 |
g. Maturity date | 2030-01-15 |
h. Coupon | 4.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $133,000.00 |
j. Value of collateral, to the nearest cent | $136,465.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP GLOBAL MARKETS HOLDINGS INC |
e. LEI | 82VOJDD5PTRDMVVMGV31 |
f. The CUSIP | 17331C6J1 |
g. Maturity date | 2026-08-10 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $150,000.00 |
j. Value of collateral, to the nearest cent | $140,951.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CONNECTICUT LIGHT & PWR CO |
e. LEI | 549300O45IUXEDS1VZ32 |
f. The CUSIP | 207597EJ0 |
g. Maturity date | 2027-03-15 |
h. Coupon | 3.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,977.49 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CROWN CASTLE INC |
e. LEI | 54930012H97VSM0I2R19 |
f. The CUSIP | 22822VBB6 |
g. Maturity date | 2028-09-01 |
h. Coupon | 4.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,411,000.00 |
j. Value of collateral, to the nearest cent | $7,485,826.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VERALTO CORP |
e. LEI | 635400FJE6GSOJUSNY27 |
f. The CUSIP | 92338CAD5 |
g. Maturity date | 2028-09-18 |
h. Coupon | 5.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $30,000.00 |
j. Value of collateral, to the nearest cent | $31,114.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ASTRAZENECA PLC |
e. LEI | PY6ZZQWO2IZFZC3IOL08 |
f. The CUSIP | 046353AN8 |
g. Maturity date | 2027-06-12 |
h. Coupon | 3.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,989.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ATHENE HOLDING LTD |
e. LEI | 549300H316CT32FQXI76 |
f. The CUSIP | 04686JAC5 |
g. Maturity date | 2031-01-15 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,900,000.00 |
j. Value of collateral, to the nearest cent | $2,723,839.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AUTOZONE INC |
e. LEI | GA3JGKJ41LJKXDN23E90 |
f. The CUSIP | 053332AT9 |
g. Maturity date | 2026-04-21 |
h. Coupon | 3.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,983.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AUTOZONE INC |
e. LEI | GA3JGKJ41LJKXDN23E90 |
f. The CUSIP | 053332BA9 |
g. Maturity date | 2031-01-15 |
h. Coupon | 1.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $293,000.00 |
j. Value of collateral, to the nearest cent | $249,611.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AUTOZONE INC |
e. LEI | GA3JGKJ41LJKXDN23E90 |
f. The CUSIP | 053332BJ0 |
g. Maturity date | 2029-07-15 |
h. Coupon | 5.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $48,000.00 |
j. Value of collateral, to the nearest cent | $49,825.68 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AVALONBAY COMMUNITIES INC |
e. LEI | K9G90K85RBWD2LAGQX17 |
f. The CUSIP | 05348EAW9 |
g. Maturity date | 2025-11-15 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,992.90 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AVANGRID INC |
e. LEI | 549300OX0Q38NLSKPB49 |
f. The CUSIP | 05351WAB9 |
g. Maturity date | 2029-06-01 |
h. Coupon | 3.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,000.00 |
j. Value of collateral, to the nearest cent | $6,879.77 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AXIS SPECIALTY FINANCE LLC |
e. LEI | N/A |
f. The CUSIP | 05463HAB7 |
g. Maturity date | 2029-07-15 |
h. Coupon | 3.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $13,000.00 |
j. Value of collateral, to the nearest cent | $12,655.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BNP PARIBAS SA |
e. LEI | R0MUWSFPU8MPRO8K5P83 |
f. The CUSIP | 05581KAG6 |
g. Maturity date | 2034-12-05 |
h. Coupon | 5.894000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $244,000.00 |
j. Value of collateral, to the nearest cent | $261,204.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JBS USA HOLDING LUX SARL |
e. LEI | RB8RC03FUD8DSX57C193 |
f. The CUSIP | 46590XAY2 |
g. Maturity date | 2033-04-01 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,205,000.00 |
j. Value of collateral, to the nearest cent | $9,399,811.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BAKER HUGHES HOLDINGS LLC |
e. LEI | 549300XU3XH6F05YEQ93 |
f. The CUSIP | 057224AZ0 |
g. Maturity date | 2040-09-15 |
h. Coupon | 5.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $110,000.00 |
j. Value of collateral, to the nearest cent | $104,435.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BAKER HUGHES HOLDINGS LLC |
e. LEI | 549300XU3XH6F05YEQ93 |
f. The CUSIP | 05724BAD1 |
g. Maturity date | 2026-12-15 |
h. Coupon | 2.061000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $108,000.00 |
j. Value of collateral, to the nearest cent | $105,100.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ATLANTIC CITY ELECTRIC CO |
e. LEI | 549300S5TW3VP5V06B73 |
f. The CUSIP | 048303CH2 |
g. Maturity date | 2028-10-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,500,000.00 |
j. Value of collateral, to the nearest cent | $7,454,475.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BACARDI LTD |
e. LEI | 549300R32WTQNHNN5055 |
f. The CUSIP | 05635JAB6 |
g. Maturity date | 2033-06-15 |
h. Coupon | 5.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $266,000.00 |
j. Value of collateral, to the nearest cent | $265,614.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NOMURA HOLDINGS INC |
e. LEI | 549300B3CEAHYG7K8164 |
f. The CUSIP | 65535HBG3 |
g. Maturity date | 2026-01-09 |
h. Coupon | 5.709000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,100,000.00 |
j. Value of collateral, to the nearest cent | $3,185,281.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NIKE INC |
e. LEI | 787RXPR0UX0O0XUXPZ81 |
f. The CUSIP | 654106AL7 |
g. Maturity date | 2040-03-27 |
h. Coupon | 3.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $19,000.00 |
j. Value of collateral, to the nearest cent | $14,750.41 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NISOURCE INC. |
e. LEI | 549300D8GOWWH0SJB189 |
f. The CUSIP | 65473PAQ8 |
g. Maturity date | 2034-04-01 |
h. Coupon | 5.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $35,000.00 |
j. Value of collateral, to the nearest cent | $35,351.68 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO |
e. LEI | 8I5DZWZKVSZI1NUHU748 |
f. The CUSIP | 46625HHF0 |
g. Maturity date | 2038-05-15 |
h. Coupon | 6.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000.00 |
j. Value of collateral, to the nearest cent | $5,442.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO |
e. LEI | 8I5DZWZKVSZI1NUHU748 |
f. The CUSIP | 46625HJM3 |
g. Maturity date | 2043-08-16 |
h. Coupon | 5.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $205,000.00 |
j. Value of collateral, to the nearest cent | $204,879.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO |
e. LEI | 8I5DZWZKVSZI1NUHU748 |
f. The CUSIP | 46625HNJ5 |
g. Maturity date | 2027-10-01 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $18,000.00 |
j. Value of collateral, to the nearest cent | $18,099.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO |
e. LEI | 8I5DZWZKVSZI1NUHU748 |
f. The CUSIP | 46625HRS1 |
g. Maturity date | 2026-06-15 |
h. Coupon | 3.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $456,000.00 |
j. Value of collateral, to the nearest cent | $457,471.36 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO |
e. LEI | 8I5DZWZKVSZI1NUHU748 |
f. The CUSIP | 46625HRV4 |
g. Maturity date | 2026-10-01 |
h. Coupon | 2.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $55,000.00 |
j. Value of collateral, to the nearest cent | $54,245.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO |
e. LEI | 8I5DZWZKVSZI1NUHU748 |
f. The CUSIP | 46647PAA4 |
g. Maturity date | 2048-02-22 |
h. Coupon | 4.260000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $213,000.00 |
j. Value of collateral, to the nearest cent | $176,708.35 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO |
e. LEI | 8I5DZWZKVSZI1NUHU748 |
f. The CUSIP | 46647PAM8 |
g. Maturity date | 2029-01-23 |
h. Coupon | 3.509000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $43,000.00 |
j. Value of collateral, to the nearest cent | $42,336.90 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO |
e. LEI | 8I5DZWZKVSZI1NUHU748 |
f. The CUSIP | 46647PAV8 |
g. Maturity date | 2029-07-23 |
h. Coupon | 4.203000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $90,000.00 |
j. Value of collateral, to the nearest cent | $90,259.85 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO |
e. LEI | 8I5DZWZKVSZI1NUHU748 |
f. The CUSIP | 46647PBM7 |
g. Maturity date | 2041-04-22 |
h. Coupon | 3.109000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,249,000.00 |
j. Value of collateral, to the nearest cent | $933,742.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO |
e. LEI | 8I5DZWZKVSZI1NUHU748 |
f. The CUSIP | 46647PBT2 |
g. Maturity date | 2026-11-19 |
h. Coupon | 1.045000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $172,000.00 |
j. Value of collateral, to the nearest cent | $169,058.68 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO |
e. LEI | 8I5DZWZKVSZI1NUHU748 |
f. The CUSIP | 46647PDH6 |
g. Maturity date | 2033-07-25 |
h. Coupon | 4.912000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $193,000.00 |
j. Value of collateral, to the nearest cent | $194,020.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | IMPERIAL BRANDS FINANCE PLC |
e. LEI | 2138008L3B3MCG1DFS50 |
f. The CUSIP | 45262BAG8 |
g. Maturity date | 2030-02-01 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $343,000.00 |
j. Value of collateral, to the nearest cent | $356,133.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NEW YORK LIFE GLOBAL FUNDING |
e. LEI | 635400DPNHEAUHB7ZI15 |
f. The CUSIP | 64952WFG3 |
g. Maturity date | 2029-06-06 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,896,000.00 |
j. Value of collateral, to the nearest cent | $3,009,455.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VALERO ENERGY CORP |
e. LEI | 549300XTO5VR8SKV1V74 |
f. The CUSIP | 91913YAE0 |
g. Maturity date | 2032-04-15 |
h. Coupon | 7.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000.00 |
j. Value of collateral, to the nearest cent | $5,666.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTEL CORP |
e. LEI | KNX4USFCNGPY45LOCE31 |
f. The CUSIP | 458140BK5 |
g. Maturity date | 2060-02-15 |
h. Coupon | 3.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $370,000.00 |
j. Value of collateral, to the nearest cent | $203,064.02 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTEL CORP |
e. LEI | KNX4USFCNGPY45LOCE31 |
f. The CUSIP | 458140BW9 |
g. Maturity date | 2051-08-12 |
h. Coupon | 3.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $458,000.00 |
j. Value of collateral, to the nearest cent | $266,835.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTER-AMERICAN INVESTMENT CORP |
e. LEI | 5493001X4LH60PFRL744 |
f. The CUSIP | 45828Q2F3 |
g. Maturity date | 2030-04-01 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $49,670,000.00 |
j. Value of collateral, to the nearest cent | $50,139,643.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTERCONTINENTAL EXCHANGE INC |
e. LEI | 5493000F4ZO33MV32P92 |
f. The CUSIP | 45866FAQ7 |
g. Maturity date | 2060-09-15 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $120,000.00 |
j. Value of collateral, to the nearest cent | $65,389.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTERNATIONAL FINANCE CORP |
e. LEI | QKL54NQY28TCDAI75F60 |
f. The CUSIP | 45950KDL1 |
g. Maturity date | 2029-08-28 |
h. Coupon | 4.636130 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $12,700,000.00 |
j. Value of collateral, to the nearest cent | $12,696,532.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTESA SANPAOLO SPA |
e. LEI | 2W8N8UU78PMDQKZENC08 |
f. The CUSIP | 46115HBV8 |
g. Maturity date | 2033-11-21 |
h. Coupon | 8.248000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $268,000.00 |
j. Value of collateral, to the nearest cent | $305,357.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTUIT INC |
e. LEI | VI90HBPH7XSFMB9E4M29 |
f. The CUSIP | 46124HAB2 |
g. Maturity date | 2025-07-15 |
h. Coupon | 0.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $29,000.00 |
j. Value of collateral, to the nearest cent | $28,970.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RTX CORP |
e. LEI | I07WOS4YJ0N7YRFE7309 |
f. The CUSIP | 913017CX5 |
g. Maturity date | 2048-11-16 |
h. Coupon | 4.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $106,000.00 |
j. Value of collateral, to the nearest cent | $89,118.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PEPSICO SINGAPORE FINANCING I PTE LTD |
e. LEI | 254900DOMTCMUFROFJ76 |
f. The CUSIP | 713466AD2 |
g. Maturity date | 2034-02-16 |
h. Coupon | 4.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $17,000.00 |
j. Value of collateral, to the nearest cent | $16,913.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PERUSAHAAN LISTRIK NEGARA (PERSERO) PT |
e. LEI | 254900OYVDRYS9J51J61 |
f. The CUSIP | 71568QAG2 |
g. Maturity date | 2029-01-25 |
h. Coupon | 5.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $380,000.00 |
j. Value of collateral, to the nearest cent | $391,944.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PERUSAHAAN LISTRIK NEGARA (PERSERO) PT |
e. LEI | 254900OYVDRYS9J51J61 |
f. The CUSIP | 71568QAP2 |
g. Maturity date | 2050-06-30 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $332,000.00 |
j. Value of collateral, to the nearest cent | $231,070.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PFIZER INVESTMENT ENTERPRISES PTE LTD |
e. LEI | 5493000FQO8XF9C0RT95 |
f. The CUSIP | 716973AE2 |
g. Maturity date | 2033-05-19 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $85,000.00 |
j. Value of collateral, to the nearest cent | $83,585.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PFIZER INC |
e. LEI | 765LHXWGK1KXCLTFYQ30 |
f. The CUSIP | 717081FA6 |
g. Maturity date | 2050-05-28 |
h. Coupon | 2.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $1,802.31 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PHILIP MORRIS INTERNATIONAL INC |
e. LEI | HL3H1H2BGXWVG3BSWR90 |
f. The CUSIP | 718172AP4 |
g. Maturity date | 2042-03-20 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $48,000.00 |
j. Value of collateral, to the nearest cent | $41,628.48 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PHILIP MORRIS INTERNATIONAL INC |
e. LEI | HL3H1H2BGXWVG3BSWR90 |
f. The CUSIP | 718172CV9 |
g. Maturity date | 2027-11-17 |
h. Coupon | 5.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $623,000.00 |
j. Value of collateral, to the nearest cent | $635,086.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ANHEUSER-BUSCH COMPANIES LLC |
e. LEI | 5493002J2SVENP0PVK27 |
f. The CUSIP | 035229BP7 |
g. Maturity date | 2027-12-15 |
h. Coupon | 6.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,000.00 |
j. Value of collateral, to the nearest cent | $6,460.31 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ANHEUSER-BUSCH COMPANIES LLC |
e. LEI | 5493002J2SVENP0PVK27 |
f. The CUSIP | 03522AAH3 |
g. Maturity date | 2036-02-01 |
h. Coupon | 4.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $65,000.00 |
j. Value of collateral, to the nearest cent | $63,377.35 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ANHEUSER-BUSCH INBEV FINANCE INC |
e. LEI | 5493000EYEKDT0FBSQ91 |
f. The CUSIP | 03524BAF3 |
g. Maturity date | 2044-02-01 |
h. Coupon | 4.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $329,000.00 |
j. Value of collateral, to the nearest cent | $295,675.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PROGRESSIVE CORP |
e. LEI | 529900TACNVLY9DCR586 |
f. The CUSIP | 743315AR4 |
g. Maturity date | 2027-01-15 |
h. Coupon | 2.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $51,000.00 |
j. Value of collateral, to the nearest cent | $49,967.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PROLOGIS LP |
e. LEI | GL16H1DHB0QSHP25F723 |
f. The CUSIP | 74340XBK6 |
g. Maturity date | 2026-10-01 |
h. Coupon | 3.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $299,000.00 |
j. Value of collateral, to the nearest cent | $295,979.02 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PROLOGIS LP |
e. LEI | GL16H1DHB0QSHP25F723 |
f. The CUSIP | 74340XBN0 |
g. Maturity date | 2027-04-15 |
h. Coupon | 2.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $45,000.00 |
j. Value of collateral, to the nearest cent | $43,339.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PROLOGIS LP |
e. LEI | GL16H1DHB0QSHP25F723 |
f. The CUSIP | 74340XBR1 |
g. Maturity date | 2030-10-15 |
h. Coupon | 1.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $124,000.00 |
j. Value of collateral, to the nearest cent | $104,760.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PROLOGIS LP |
e. LEI | GL16H1DHB0QSHP25F723 |
f. The CUSIP | 74340XCK5 |
g. Maturity date | 2054-03-15 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,774.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PROLOGIS LP |
e. LEI | GL16H1DHB0QSHP25F723 |
f. The CUSIP | 74340XCR0 |
g. Maturity date | 2035-05-15 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,115,000.00 |
j. Value of collateral, to the nearest cent | $6,084,817.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PROLOGIS TARGETED US LOGISTICS FUND LP |
e. LEI | 5493004DTBWUQ9F2VJ87 |
f. The CUSIP | 74350LAC8 |
g. Maturity date | 2035-01-15 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $131,000.00 |
j. Value of collateral, to the nearest cent | $131,904.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PRUDENTIAL FINANCIAL INC |
e. LEI | 5PRBRS5FEH7NREC8OR45 |
f. The CUSIP | 74432QCJ2 |
g. Maturity date | 2040-03-10 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $190,000.00 |
j. Value of collateral, to the nearest cent | $140,840.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PROCTER & GAMBLE CO |
e. LEI | 2572IBTT8CCZW6AU4141 |
f. The CUSIP | 742718GL7 |
g. Maturity date | 2034-10-24 |
h. Coupon | 4.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $176,000.00 |
j. Value of collateral, to the nearest cent | $174,481.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ESTEE LAUDER COMPANIES INC. (THE) |
e. LEI | 549300VFZ8XJ9NUPU221 |
f. The CUSIP | 29736RAQ3 |
g. Maturity date | 2030-04-15 |
h. Coupon | 2.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $402,000.00 |
j. Value of collateral, to the nearest cent | $367,874.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT |
e. LEI | 549300HTGDOVDU6OGK19 |
f. The CUSIP | 29874QEL4 |
g. Maturity date | 2025-11-25 |
h. Coupon | 0.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $13,000.00 |
j. Value of collateral, to the nearest cent | $12,754.81 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT |
e. LEI | 549300HTGDOVDU6OGK19 |
f. The CUSIP | 29874QEU4 |
g. Maturity date | 2029-02-16 |
h. Coupon | 4.587270 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,050,000.00 |
j. Value of collateral, to the nearest cent | $1,050,716.68 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT |
e. LEI | 549300HTGDOVDU6OGK19 |
f. The CUSIP | 29874QFA7 |
g. Maturity date | 2029-01-25 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $60,000.00 |
j. Value of collateral, to the nearest cent | $61,026.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT |
e. LEI | 549300HTGDOVDU6OGK19 |
f. The CUSIP | 29874QFB5 |
g. Maturity date | 2034-03-13 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $575,000.00 |
j. Value of collateral, to the nearest cent | $571,205.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EVERSOURCE ENERGY |
e. LEI | SJ7XXD41SQU3ZNWUJ746 |
f. The CUSIP | 30040WAU2 |
g. Maturity date | 2033-05-15 |
h. Coupon | 5.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $48,000.00 |
j. Value of collateral, to the nearest cent | $47,170.34 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ARTHUR J GALLAGHER & CO |
e. LEI | 54930049QLLMPART6V29 |
f. The CUSIP | 363576AB5 |
g. Maturity date | 2051-05-20 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $544,000.00 |
j. Value of collateral, to the nearest cent | $366,738.81 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VIRGINIA ELECTRIC AND POWER COMPANY |
e. LEI | CQKUMNNZVDJLRYV2PT43 |
f. The CUSIP | 927804GD0 |
g. Maturity date | 2050-12-15 |
h. Coupon | 2.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $27,757.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VIRGINIA ELECTRIC AND POWER COMPANY |
e. LEI | CQKUMNNZVDJLRYV2PT43 |
f. The CUSIP | 927804GP3 |
g. Maturity date | 2034-01-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $23,000.00 |
j. Value of collateral, to the nearest cent | $22,925.02 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VISTRA OPERATIONS COMPANY LLC |
e. LEI | 549300ZH5GKBTJZ7NM23 |
f. The CUSIP | 92840VAQ5 |
g. Maturity date | 2033-10-15 |
h. Coupon | 6.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $285,000.00 |
j. Value of collateral, to the nearest cent | $309,708.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENTERGY LOUISIANA LLC |
e. LEI | 0V5453U14HDZO63CGH17 |
f. The CUSIP | 29364WBN7 |
g. Maturity date | 2054-03-15 |
h. Coupon | 5.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $965.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENTERGY LOUISIANA LLC |
e. LEI | 0V5453U14HDZO63CGH17 |
f. The CUSIP | 29364WBP2 |
g. Maturity date | 2034-09-15 |
h. Coupon | 5.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $3,993.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | Entergy Tx |
e. LEI | LWXX58X12AJXISQ28573 |
f. The CUSIP | 29365TAH7 |
g. Maturity date | 2039-03-30 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,700,000.00 |
j. Value of collateral, to the nearest cent | $3,312,758.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENTERPRISE PRODUCTS OPERATING LLC |
e. LEI | 5493004LGN656HWLDA30 |
f. The CUSIP | 29379VCE1 |
g. Maturity date | 2027-01-11 |
h. Coupon | 4.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $12,000.00 |
j. Value of collateral, to the nearest cent | $12,267.85 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LENNAR CORP |
e. LEI | 529900G61XVRLX5TJX09 |
f. The CUSIP | 526057CY8 |
g. Maturity date | 2030-07-30 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $500,000.00 |
j. Value of collateral, to the nearest cent | $504,349.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LIBERTY MUTUAL GROUP INC |
e. LEI | QUR0DG15Z6FFGYCHH861 |
f. The CUSIP | 53079EBK9 |
g. Maturity date | 2060-05-15 |
h. Coupon | 3.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,000.00 |
j. Value of collateral, to the nearest cent | $6,455.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITEDHEALTH GROUP INC |
e. LEI | 549300GHBMY8T5GXDE41 |
f. The CUSIP | 91324PES7 |
g. Maturity date | 2053-02-15 |
h. Coupon | 5.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $87,000.00 |
j. Value of collateral, to the nearest cent | $85,278.74 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LAZARD GROUP LLC |
e. LEI | FI94J2CJ1D7BIGVMS874 |
f. The CUSIP | 52107QAJ4 |
g. Maturity date | 2028-09-19 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $104,000.00 |
j. Value of collateral, to the nearest cent | $103,643.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LAM RSRCH CORP |
e. LEI | 549300I4GMO6D34U1T02 |
f. The CUSIP | 512807AS7 |
g. Maturity date | 2026-03-15 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $30,000.00 |
j. Value of collateral, to the nearest cent | $30,056.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN EXPRESS COMPANY |
e. LEI | R4PP93JZOLY261QX3811 |
f. The CUSIP | 025816DK2 |
g. Maturity date | 2034-07-28 |
h. Coupon | 5.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,000.00 |
j. Value of collateral, to the nearest cent | $6,176.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN HOMES 4 RENT LP |
e. LEI | 549300N4PXZ37U8QKI55 |
f. The CUSIP | 02666TAA5 |
g. Maturity date | 2028-02-15 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $17,000.00 |
j. Value of collateral, to the nearest cent | $16,982.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN INTERNATIONAL GROUP INC |
e. LEI | ODVCVCQG2BP6VHV36M30 |
f. The CUSIP | 026874DP9 |
g. Maturity date | 2050-06-30 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $450,000.00 |
j. Value of collateral, to the nearest cent | $370,880.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN WATER CAPITAL CORP |
e. LEI | 5IDHQUFVC8Q2KIBBFF06 |
f. The CUSIP | 03040WAQ8 |
g. Maturity date | 2027-09-01 |
h. Coupon | 2.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,929.27 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMGEN INC |
e. LEI | 62QBXGPJ34PQ72Z12S66 |
f. The CUSIP | 031162DH0 |
g. Maturity date | 2029-08-18 |
h. Coupon | 4.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $81,000.00 |
j. Value of collateral, to the nearest cent | $80,187.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMPHENOL CORP |
e. LEI | 549300D3L3G0R4U4VT04 |
f. The CUSIP | 032095AJ0 |
g. Maturity date | 2030-02-15 |
h. Coupon | 2.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $14,000.00 |
j. Value of collateral, to the nearest cent | $13,111.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ANALOG DEVICES INC |
e. LEI | GYVOE5EZ4GDAVTU4CQ61 |
f. The CUSIP | 032654AX3 |
g. Maturity date | 2051-10-01 |
h. Coupon | 2.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $275,000.00 |
j. Value of collateral, to the nearest cent | $174,189.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF AMERICA CORP |
e. LEI | 9DJT3UXIJIZJI4WXO774 |
f. The CUSIP | 06051GFU8 |
g. Maturity date | 2026-03-03 |
h. Coupon | 4.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $107,000.00 |
j. Value of collateral, to the nearest cent | $107,960.24 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF AMERICA CORP |
e. LEI | 9DJT3UXIJIZJI4WXO774 |
f. The CUSIP | 06051GJK6 |
g. Maturity date | 2026-10-24 |
h. Coupon | 1.197000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,000.00 |
j. Value of collateral, to the nearest cent | $7,893.26 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF AMERICA CORP |
e. LEI | 9DJT3UXIJIZJI4WXO774 |
f. The CUSIP | 06051GKW8 |
g. Maturity date | 2028-07-22 |
h. Coupon | 4.948000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $130,000.00 |
j. Value of collateral, to the nearest cent | $133,011.18 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF MONTREAL |
e. LEI | NQQ6HPCNCCU6TUTQYE16 |
f. The CUSIP | 06368L3K0 |
g. Maturity date | 2027-06-04 |
h. Coupon | 5.370000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $14,000.00 |
j. Value of collateral, to the nearest cent | $14,619.27 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF MONTREAL |
e. LEI | NQQ6HPCNCCU6TUTQYE16 |
f. The CUSIP | 06368L8M1 |
g. Maturity date | 2027-09-10 |
h. Coupon | 5.224090 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,500,000.00 |
j. Value of collateral, to the nearest cent | $7,604,950.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF MONTREAL |
e. LEI | NQQ6HPCNCCU6TUTQYE16 |
f. The CUSIP | 06368LC53 |
g. Maturity date | 2026-12-11 |
h. Coupon | 5.266000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $47,000.00 |
j. Value of collateral, to the nearest cent | $48,698.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF MONTREAL |
e. LEI | NQQ6HPCNCCU6TUTQYE16 |
f. The CUSIP | 06368LNU6 |
g. Maturity date | 2026-06-05 |
h. Coupon | 5.675250 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $19,000.00 |
j. Value of collateral, to the nearest cent | $19,432.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF NEW YORK MELLON CORP/THE |
e. LEI | WFLLPEPC7FZXENRZV188 |
f. The CUSIP | 06406RAH0 |
g. Maturity date | 2028-04-28 |
h. Coupon | 3.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $39,000.00 |
j. Value of collateral, to the nearest cent | $38,885.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF NEW YORK MELLON CORP/THE |
e. LEI | WFLLPEPC7FZXENRZV188 |
f. The CUSIP | 06406RAR8 |
g. Maturity date | 2031-01-28 |
h. Coupon | 1.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,722.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF NEW YORK MELLON CORP/THE |
e. LEI | WFLLPEPC7FZXENRZV188 |
f. The CUSIP | 06406RBT3 |
g. Maturity date | 2029-10-25 |
h. Coupon | 6.317000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,000.00 |
j. Value of collateral, to the nearest cent | $9,565.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF NEW YORK MELLON CORP/THE |
e. LEI | WFLLPEPC7FZXENRZV188 |
f. The CUSIP | 06406YAA0 |
g. Maturity date | 2029-08-23 |
h. Coupon | 3.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $70,000.00 |
j. Value of collateral, to the nearest cent | $67,262.42 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF NOVA SCOTIA |
e. LEI | L3I9ZG2KFGXZ61BMYR72 |
f. The CUSIP | 06418JAC5 |
g. Maturity date | 2034-02-01 |
h. Coupon | 5.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $103,000.00 |
j. Value of collateral, to the nearest cent | $108,194.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF AMERICA NA |
e. LEI | B4TYDEB6GKMZO031MB27 |
f. The CUSIP | 06428CAC8 |
g. Maturity date | 2025-08-18 |
h. Coupon | 5.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,224,000.00 |
j. Value of collateral, to the nearest cent | $1,245,246.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MA INSTITUTE OF TECH |
e. LEI | DLZO3A31IADZ27B62557 |
f. The CUSIP | 575718AG6 |
g. Maturity date | 2050-07-01 |
h. Coupon | 2.989000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,550,000.00 |
j. Value of collateral, to the nearest cent | $1,687,414.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MASTERCARD INC |
e. LEI | AR5L2ODV9HN37376R084 |
f. The CUSIP | 57636QAM6 |
g. Maturity date | 2029-06-01 |
h. Coupon | 2.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $31,000.00 |
j. Value of collateral, to the nearest cent | $29,986.24 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MASTERCARD INC |
e. LEI | AR5L2ODV9HN37376R084 |
f. The CUSIP | 57636QAT1 |
g. Maturity date | 2051-03-15 |
h. Coupon | 2.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $28,000.00 |
j. Value of collateral, to the nearest cent | $17,957.68 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MCCORMICK & COMPANY INCORPORATED |
e. LEI | 549300JQQA6MQ4OJP259 |
f. The CUSIP | 579780AP2 |
g. Maturity date | 2047-08-15 |
h. Coupon | 4.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,000.00 |
j. Value of collateral, to the nearest cent | $7,886.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MCDONALDS CORP |
e. LEI | UE2136O97NLB5BYP9H04 |
f. The CUSIP | 58013MEC4 |
g. Maturity date | 2037-10-15 |
h. Coupon | 6.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $3,248.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MCDONALDS CORP |
e. LEI | UE2136O97NLB5BYP9H04 |
f. The CUSIP | 58013MEK6 |
g. Maturity date | 2040-07-15 |
h. Coupon | 4.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $51,000.00 |
j. Value of collateral, to the nearest cent | $47,840.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MCDONALDS CORP |
e. LEI | UE2136O97NLB5BYP9H04 |
f. The CUSIP | 58013MFA7 |
g. Maturity date | 2045-12-09 |
h. Coupon | 4.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $89,000.00 |
j. Value of collateral, to the nearest cent | $80,509.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MCDONALDS CORP |
e. LEI | UE2136O97NLB5BYP9H04 |
f. The CUSIP | 58013MFN9 |
g. Maturity date | 2025-07-01 |
h. Coupon | 3.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $418,000.00 |
j. Value of collateral, to the nearest cent | $423,111.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MCDONALDS CORP |
e. LEI | UE2136O97NLB5BYP9H04 |
f. The CUSIP | 58013MFP4 |
g. Maturity date | 2027-07-01 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,996.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MCDONALDS CORP |
e. LEI | UE2136O97NLB5BYP9H04 |
f. The CUSIP | 58013MFY5 |
g. Maturity date | 2034-05-17 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $13,000.00 |
j. Value of collateral, to the nearest cent | $13,176.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MARKEL GROUP INC |
e. LEI | 549300SCNO12JLWIK605 |
f. The CUSIP | 570535AP9 |
g. Maturity date | 2043-03-30 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,759,000.00 |
j. Value of collateral, to the nearest cent | $5,089,477.85 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MARKEL GROUP INC |
e. LEI | 549300SCNO12JLWIK605 |
f. The CUSIP | 570535AY0 |
g. Maturity date | 2054-05-16 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,622,000.00 |
j. Value of collateral, to the nearest cent | $4,506,788.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MARSH & MCLENNAN COMPANIES INC |
e. LEI | 549300XMP3KDCKJXIU47 |
f. The CUSIP | 571748BH4 |
g. Maturity date | 2039-03-15 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,000.00 |
j. Value of collateral, to the nearest cent | $6,580.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENERGY TRANSFER LP |
e. LEI | MTLVN9N7JE8MIBIJ1H73 |
f. The CUSIP | 29273VAS9 |
g. Maturity date | 2028-12-01 |
h. Coupon | 6.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $13,000.00 |
j. Value of collateral, to the nearest cent | $13,946.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENERGY TRANSFER LP |
e. LEI | MTLVN9N7JE8MIBIJ1H73 |
f. The CUSIP | 29273VAZ3 |
g. Maturity date | 2029-07-01 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,000.00 |
j. Value of collateral, to the nearest cent | $7,261.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENERGY TRANSFER LP |
e. LEI | MTLVN9N7JE8MIBIJ1H73 |
f. The CUSIP | 29273VBB5 |
g. Maturity date | 2054-09-01 |
h. Coupon | 6.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $74,000.00 |
j. Value of collateral, to the nearest cent | $69,699.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | Enstar Group |
e. LEI | 213800AMAL5QFXVUCN04 |
f. The CUSIP | 29359UAC3 |
g. Maturity date | 2031-09-01 |
h. Coupon | 3.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $91,000.00 |
j. Value of collateral, to the nearest cent | $80,105.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CIGNA GROUP |
e. LEI | 549300VIWYMSIGT1U456 |
f. The CUSIP | 125523CQ1 |
g. Maturity date | 2051-03-15 |
h. Coupon | 3.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $30,000.00 |
j. Value of collateral, to the nearest cent | $19,669.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CBRE SERVICES INC |
e. LEI | 549300CTE3HOMEUMM603 |
f. The CUSIP | 12505BAH3 |
g. Maturity date | 2029-04-01 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $207,000.00 |
j. Value of collateral, to the nearest cent | $214,496.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CBRE SERVICES INC |
e. LEI | 549300CTE3HOMEUMM603 |
f. The CUSIP | 12505BAJ9 |
g. Maturity date | 2030-06-15 |
h. Coupon | 4.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,170,000.00 |
j. Value of collateral, to the nearest cent | $1,163,401.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CBRE SERVICES INC |
e. LEI | 549300CTE3HOMEUMM603 |
f. The CUSIP | 12505BAK6 |
g. Maturity date | 2035-06-15 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,830,000.00 |
j. Value of collateral, to the nearest cent | $1,804,471.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ARTHUR J GALLAGHER & CO |
e. LEI | 54930049QLLMPART6V29 |
f. The CUSIP | 04316JAF6 |
g. Maturity date | 2034-02-15 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $17,000.00 |
j. Value of collateral, to the nearest cent | $18,662.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ARTHUR J GALLAGHER & CO |
e. LEI | 54930049QLLMPART6V29 |
f. The CUSIP | 04316JAM1 |
g. Maturity date | 2032-02-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,171,000.00 |
j. Value of collateral, to the nearest cent | $3,243,556.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BROADCOM INC |
e. LEI | 549300WV6GIDOZJTV909 |
f. The CUSIP | 11135FCG4 |
g. Maturity date | 2032-04-15 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,684,000.00 |
j. Value of collateral, to the nearest cent | $1,718,774.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BROWN-FORMAN CORPORATION |
e. LEI | 549300873K3LXF7ARU34 |
f. The CUSIP | 115637AL4 |
g. Maturity date | 2043-01-15 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $60,000.00 |
j. Value of collateral, to the nearest cent | $47,286.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BROWN-FORMAN CORPORATION |
e. LEI | 549300873K3LXF7ARU34 |
f. The CUSIP | 115637AP5 |
g. Maturity date | 2045-07-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $91,000.00 |
j. Value of collateral, to the nearest cent | $78,481.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BUNGE LIMITED FINANCE CORP |
e. LEI | 549300QHC068L40NNM71 |
f. The CUSIP | 120568BC3 |
g. Maturity date | 2031-05-14 |
h. Coupon | 2.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $40,000.00 |
j. Value of collateral, to the nearest cent | $35,800.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MERCK & CO INC |
e. LEI | 4YV9Y5M8S0BRK1RP0397 |
f. The CUSIP | 58933YBD6 |
g. Maturity date | 2028-12-10 |
h. Coupon | 1.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $84,000.00 |
j. Value of collateral, to the nearest cent | $78,340.27 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NATIONAL BK OF CANADA |
e. LEI | BSGEFEIOM18Y80CKCV46 |
f. The CUSIP | 63307A2X2 |
g. Maturity date | 2028-12-18 |
h. Coupon | 5.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $17,935,000.00 |
j. Value of collateral, to the nearest cent | $18,945,278.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP |
e. LEI | 4NYF266XZC35SCTGX023 |
f. The CUSIP | 637432NP6 |
g. Maturity date | 2028-02-07 |
h. Coupon | 3.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,168,000.00 |
j. Value of collateral, to the nearest cent | $6,090,235.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CNA FINANCIAL CORP |
e. LEI | 549300YX2GSZD7YG1R84 |
f. The CUSIP | 126117AY6 |
g. Maturity date | 2034-02-15 |
h. Coupon | 5.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $99,783.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CONOPCO INC |
e. LEI | 549300DWD4D3B5EZJC04 |
f. The CUSIP | 126149AD5 |
g. Maturity date | 2026-12-15 |
h. Coupon | 7.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $1,073.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NEVADA PWR CO |
e. LEI | MJZFGXRJ52U8U4MKJ519 |
f. The CUSIP | 641423CC0 |
g. Maturity date | 2029-05-01 |
h. Coupon | 3.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $34,000.00 |
j. Value of collateral, to the nearest cent | $33,154.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NEVADA PWR CO |
e. LEI | MJZFGXRJ52U8U4MKJ519 |
f. The CUSIP | 641423CH9 |
g. Maturity date | 2055-05-15 |
h. Coupon | 6.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $64,000.00 |
j. Value of collateral, to the nearest cent | $63,413.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS GROUP INC/THE |
e. LEI | 784F5XWPLTWKTBV3E584 |
f. The CUSIP | 38141GB37 |
g. Maturity date | 2035-07-23 |
h. Coupon | 5.330000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $436,000.00 |
j. Value of collateral, to the nearest cent | $439,977.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS GROUP INC/THE |
e. LEI | 784F5XWPLTWKTBV3E584 |
f. The CUSIP | 38141GC36 |
g. Maturity date | 2031-01-28 |
h. Coupon | 5.207000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,480,000.00 |
j. Value of collateral, to the nearest cent | $1,524,660.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS GROUP INC/THE |
e. LEI | 784F5XWPLTWKTBV3E584 |
f. The CUSIP | 38141GXH2 |
g. Maturity date | 2030-03-15 |
h. Coupon | 3.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $692,000.00 |
j. Value of collateral, to the nearest cent | $672,012.73 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS GROUP INC/THE |
e. LEI | 784F5XWPLTWKTBV3E584 |
f. The CUSIP | 38141GZM9 |
g. Maturity date | 2033-02-24 |
h. Coupon | 3.102000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $295,000.00 |
j. Value of collateral, to the nearest cent | $262,403.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GENERAL MOTORS FINANCIAL COMPANY INC |
e. LEI | 5493008B6JBRUJ90QL97 |
f. The CUSIP | 37045XBT2 |
g. Maturity date | 2027-01-17 |
h. Coupon | 4.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $94,000.00 |
j. Value of collateral, to the nearest cent | $94,526.48 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GENERAL MOTORS FINANCIAL COMPANY INC |
e. LEI | 5493008B6JBRUJ90QL97 |
f. The CUSIP | 37045XDV5 |
g. Maturity date | 2029-04-06 |
h. Coupon | 4.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $49,000.00 |
j. Value of collateral, to the nearest cent | $47,810.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GENERAL MOTORS FINANCIAL COMPANY INC |
e. LEI | 5493008B6JBRUJ90QL97 |
f. The CUSIP | 37045XFA9 |
g. Maturity date | 2034-09-06 |
h. Coupon | 5.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,326,000.00 |
j. Value of collateral, to the nearest cent | $8,059,290.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GENERAL MOTORS FINANCIAL COMPANY INC |
e. LEI | 5493008B6JBRUJ90QL97 |
f. The CUSIP | 37045XFJ0 |
g. Maturity date | 2030-07-15 |
h. Coupon | 5.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,500,000.00 |
j. Value of collateral, to the nearest cent | $4,501,305.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GEORGIA POWER COMPANY |
e. LEI | D981X4Z4RWS7PDMJUZ03 |
f. The CUSIP | 373334KT7 |
g. Maturity date | 2033-05-17 |
h. Coupon | 4.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $3,972.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GEORGIA POWER COMPANY |
e. LEI | D981X4Z4RWS7PDMJUZ03 |
f. The CUSIP | 373334KV2 |
g. Maturity date | 2027-02-23 |
h. Coupon | 5.004000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $97,000.00 |
j. Value of collateral, to the nearest cent | $99,515.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GEORGIA POWER COMPANY |
e. LEI | D981X4Z4RWS7PDMJUZ03 |
f. The CUSIP | 373334LA7 |
g. Maturity date | 2031-03-15 |
h. Coupon | 4.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $24,000.00 |
j. Value of collateral, to the nearest cent | $24,532.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GILEAD SCIENCES INC |
e. LEI | 549300WTZWR07K8MNV44 |
f. The CUSIP | 375558CE1 |
g. Maturity date | 2064-11-15 |
h. Coupon | 5.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,502,000.00 |
j. Value of collateral, to the nearest cent | $6,212,617.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GLENCORE FUNDING LLC |
e. LEI | 213800STG1QDNBY87K49 |
f. The CUSIP | 378272AY4 |
g. Maturity date | 2030-09-01 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $53,000.00 |
j. Value of collateral, to the nearest cent | $47,253.24 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GLENCORE FUNDING LLC |
e. LEI | 213800STG1QDNBY87K49 |
f. The CUSIP | 378272BS6 |
g. Maturity date | 2029-04-04 |
h. Coupon | 5.371000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $97,000.00 |
j. Value of collateral, to the nearest cent | $99,456.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TRIMBLE INC |
e. LEI | 549300E2MI7NSZFQWS19 |
f. The CUSIP | 896239AC4 |
g. Maturity date | 2028-06-15 |
h. Coupon | 4.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $145,000.00 |
j. Value of collateral, to the nearest cent | $149,416.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALTRIA GROUP INC |
e. LEI | XSGZFLO9YTNO9VCQV219 |
f. The CUSIP | 02209SAV5 |
g. Maturity date | 2046-09-16 |
h. Coupon | 3.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $285,000.00 |
j. Value of collateral, to the nearest cent | $206,045.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMAZON.COM INC |
e. LEI | ZXTILKJKG63JELOEG630 |
f. The CUSIP | 023135BC9 |
g. Maturity date | 2027-08-22 |
h. Coupon | 3.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $236,000.00 |
j. Value of collateral, to the nearest cent | $233,247.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMCOR FLEXIBLES NORTH AMERICA INC |
e. LEI | PTVU09TE3QPJPL7K4E13 |
f. The CUSIP | 02344AAC2 |
g. Maturity date | 2028-03-17 |
h. Coupon | 4.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $4,045.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TUCSON ELECTRIC POWER CO |
e. LEI | YLF139GXSRKPBBTNZL03 |
f. The CUSIP | 898813AX8 |
g. Maturity date | 2055-04-15 |
h. Coupon | 5.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,461,000.00 |
j. Value of collateral, to the nearest cent | $1,449,202.43 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TRUIST FINANCIAL CORP |
e. LEI | 549300DRQQI75D2JP341 |
f. The CUSIP | 89788MAD4 |
g. Maturity date | 2027-03-02 |
h. Coupon | 1.267000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $3,903.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TRUIST FINANCIAL CORP |
e. LEI | 549300DRQQI75D2JP341 |
f. The CUSIP | 89788MAG7 |
g. Maturity date | 2028-06-06 |
h. Coupon | 4.123000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $35,000.00 |
j. Value of collateral, to the nearest cent | $35,398.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TRUIST FINANCIAL CORP |
e. LEI | 549300DRQQI75D2JP341 |
f. The CUSIP | 89788MAN2 |
g. Maturity date | 2027-06-08 |
h. Coupon | 6.047000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,732,000.00 |
j. Value of collateral, to the nearest cent | $1,804,486.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BOEING CO |
e. LEI | RVHJWBXLJ1RFUBSY1F30 |
f. The CUSIP | 097023CJ2 |
g. Maturity date | 2034-05-01 |
h. Coupon | 3.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $51,000.00 |
j. Value of collateral, to the nearest cent | $44,157.84 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BOEING CO |
e. LEI | RVHJWBXLJ1RFUBSY1F30 |
f. The CUSIP | 097023CQ6 |
g. Maturity date | 2050-02-01 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $15,000.00 |
j. Value of collateral, to the nearest cent | $10,492.74 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BOEING CO |
e. LEI | RVHJWBXLJ1RFUBSY1F30 |
f. The CUSIP | 097023CX1 |
g. Maturity date | 2060-05-01 |
h. Coupon | 5.930000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $12,000.00 |
j. Value of collateral, to the nearest cent | $11,138.84 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BOEING CO |
e. LEI | RVHJWBXLJ1RFUBSY1F30 |
f. The CUSIP | 097023DS1 |
g. Maturity date | 2034-05-01 |
h. Coupon | 6.528000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,000.00 |
j. Value of collateral, to the nearest cent | $6,431.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BOSTON PROP |
e. LEI | BVHHEFJI6SHNOKQT2572 |
f. The CUSIP | 10112RAY0 |
g. Maturity date | 2026-10-01 |
h. Coupon | 2.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $70,000.00 |
j. Value of collateral, to the nearest cent | $68,414.99 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BP CAPITAL MARKETS AMERICA INC |
e. LEI | 5493009NTB34VXE1T760 |
f. The CUSIP | 10373QBG4 |
g. Maturity date | 2050-02-24 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $97,000.00 |
j. Value of collateral, to the nearest cent | $61,457.26 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BP CAPITAL MARKETS AMERICA INC |
e. LEI | 5493009NTB34VXE1T760 |
f. The CUSIP | 10373QBQ2 |
g. Maturity date | 2061-02-08 |
h. Coupon | 3.379000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $31,585.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BP CAPITAL MARKETS AMERICA INC |
e. LEI | 5493009NTB34VXE1T760 |
f. The CUSIP | 10373QBX7 |
g. Maturity date | 2029-04-10 |
h. Coupon | 4.699000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $41,000.00 |
j. Value of collateral, to the nearest cent | $41,629.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BP CAPITAL MARKETS AMERICA INC |
e. LEI | 5493009NTB34VXE1T760 |
f. The CUSIP | 10373QBZ2 |
g. Maturity date | 2029-10-17 |
h. Coupon | 4.970000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,035,000.00 |
j. Value of collateral, to the nearest cent | $1,059,505.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BP CAPITAL MARKETS AMERICA INC |
e. LEI | 5493009NTB34VXE1T760 |
f. The CUSIP | 10373QCB4 |
g. Maturity date | 2029-11-25 |
h. Coupon | 4.868000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $24,000.00 |
j. Value of collateral, to the nearest cent | $24,312.87 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNILEVER CAPITAL CORP |
e. LEI | MYF1DAS6G5WY7PRWCU78 |
f. The CUSIP | 904764BQ9 |
g. Maturity date | 2031-08-12 |
h. Coupon | 1.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $86,101.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNION PACIFIC CORPORATION |
e. LEI | 549300LMMRSZZCZ8CL11 |
f. The CUSIP | 907818FK9 |
g. Maturity date | 2050-02-05 |
h. Coupon | 3.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $131,000.00 |
j. Value of collateral, to the nearest cent | $88,971.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRISTOL-MYERS SQUIBB CO |
e. LEI | HLYYNH7UQUORYSJQCN42 |
f. The CUSIP | 110122DR6 |
g. Maturity date | 2040-11-13 |
h. Coupon | 2.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $32,000.00 |
j. Value of collateral, to the nearest cent | $21,304.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRISTOL-MYERS SQUIBB CO |
e. LEI | HLYYNH7UQUORYSJQCN42 |
f. The CUSIP | 110122DY1 |
g. Maturity date | 2031-02-01 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,233,000.00 |
j. Value of collateral, to the nearest cent | $3,475,465.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRISTOL-MYERS SQUIBB CO |
e. LEI | HLYYNH7UQUORYSJQCN42 |
f. The CUSIP | 110122EF1 |
g. Maturity date | 2029-02-22 |
h. Coupon | 4.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $66,000.00 |
j. Value of collateral, to the nearest cent | $68,030.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRITISH TELECOMMUNICATIONS PLC |
e. LEI | 549300OWFMSO9NYV4H90 |
f. The CUSIP | 111021AE1 |
g. Maturity date | 2030-12-15 |
h. Coupon | 9.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $132,000.00 |
j. Value of collateral, to the nearest cent | $166,657.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRIXMOR OPERATING PARTNERSHIP LP |
e. LEI | 549300CJHBL7JBUA6503 |
f. The CUSIP | 11120VAM5 |
g. Maturity date | 2034-02-15 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $25,000.00 |
j. Value of collateral, to the nearest cent | $25,275.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BROADCOM CORP |
e. LEI | KFFV4ZWM9DJH1ND3BD89 |
f. The CUSIP | 11134LAH2 |
g. Maturity date | 2027-01-15 |
h. Coupon | 3.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,190,000.00 |
j. Value of collateral, to the nearest cent | $2,202,398.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DUKE ENERGY CAROLINAS LLC |
e. LEI | MWIUSDMN17TCR56VW396 |
f. The CUSIP | 26442CAM6 |
g. Maturity date | 2041-12-15 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $26,000.00 |
j. Value of collateral, to the nearest cent | $22,133.26 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DUKE ENERGY CAROLINAS LLC |
e. LEI | MWIUSDMN17TCR56VW396 |
f. The CUSIP | 26442CBM5 |
g. Maturity date | 2034-01-15 |
h. Coupon | 4.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $40,000.00 |
j. Value of collateral, to the nearest cent | $39,888.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DUKE ENERGY PROGRESS LLC |
e. LEI | 0NIFZ782LS46WOC9QK20 |
f. The CUSIP | 26442UAB0 |
g. Maturity date | 2045-08-15 |
h. Coupon | 4.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $25,000.00 |
j. Value of collateral, to the nearest cent | $20,463.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DUKE ENERGY PROGRESS LLC |
e. LEI | 0NIFZ782LS46WOC9QK20 |
f. The CUSIP | 26442UAL8 |
g. Maturity date | 2031-08-15 |
h. Coupon | 2.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $59,000.00 |
j. Value of collateral, to the nearest cent | $50,742.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ONEOK PARTNERS LP |
e. LEI | T4DHW82NMF6BXJT50795 |
f. The CUSIP | 68268NAD5 |
g. Maturity date | 2037-10-15 |
h. Coupon | 6.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $212,692.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORACLE CORPORATION |
e. LEI | 1Z4GXXU7ZHVWFCD8TV52 |
f. The CUSIP | 68389XDB8 |
g. Maturity date | 2055-08-03 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $246,000.00 |
j. Value of collateral, to the nearest cent | $243,813.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PEPSICO INC |
e. LEI | FJSUNZKFNQ5YPJ5OT455 |
f. The CUSIP | 713448EV6 |
g. Maturity date | 2060-03-19 |
h. Coupon | 3.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $2,959.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENBRIDGE INC |
e. LEI | 98TPTUM4IVMFCZBCUR27 |
f. The CUSIP | 29250NBE4 |
g. Maturity date | 2051-08-01 |
h. Coupon | 3.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $57,000.00 |
j. Value of collateral, to the nearest cent | $36,984.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENBRIDGE INC |
e. LEI | 98TPTUM4IVMFCZBCUR27 |
f. The CUSIP | 29250NBX2 |
g. Maturity date | 2028-11-15 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $39,000.00 |
j. Value of collateral, to the nearest cent | $40,815.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENBRIDGE INC |
e. LEI | 98TPTUM4IVMFCZBCUR27 |
f. The CUSIP | 29250NBZ7 |
g. Maturity date | 2053-11-15 |
h. Coupon | 6.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $2,103.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OWENS CORNING |
e. LEI | JO5M6676RDJIZ2U8X907 |
f. The CUSIP | 690742AQ4 |
g. Maturity date | 2054-06-15 |
h. Coupon | 5.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,000.00 |
j. Value of collateral, to the nearest cent | $8,090.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BLUE OWL CAPITAL CORP |
e. LEI | 2549000BD79OOCPF2L94 |
f. The CUSIP | 69121KAD6 |
g. Maturity date | 2026-01-15 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,000,000.00 |
j. Value of collateral, to the nearest cent | $9,090,607.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACIFIC LIFECORP |
e. LEI | VFN8KLUEIK7XMVX1JM30 |
f. The CUSIP | 694476AF9 |
g. Maturity date | 2052-09-15 |
h. Coupon | 5.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $269,000.00 |
j. Value of collateral, to the nearest cent | $250,608.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACIFIC LIFE GLOBAL FUNDING II |
e. LEI | 6354003EUPCHXTWUU869 |
f. The CUSIP | 6944PL3F4 |
g. Maturity date | 2030-02-10 |
h. Coupon | 4.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000,000.00 |
j. Value of collateral, to the nearest cent | $4,085,197.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACIFICORP |
e. LEI | SGY07Y7FNYBNLM6Z1M11 |
f. The CUSIP | 695114CZ9 |
g. Maturity date | 2053-12-01 |
h. Coupon | 5.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $13,000.00 |
j. Value of collateral, to the nearest cent | $11,750.07 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACIFICORP |
e. LEI | SGY07Y7FNYBNLM6Z1M11 |
f. The CUSIP | 695114DD7 |
g. Maturity date | 2034-02-15 |
h. Coupon | 5.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $300,000.00 |
j. Value of collateral, to the nearest cent | $303,880.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PARKER HANNIFIN CORPORATION |
e. LEI | 5493002CONDB4N2HKI23 |
f. The CUSIP | 701094AS3 |
g. Maturity date | 2029-09-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $42,000.00 |
j. Value of collateral, to the nearest cent | $42,532.77 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PAYPAL HOLDINGS INC |
e. LEI | 5493005X2GO78EFZ3E94 |
f. The CUSIP | 70450YAH6 |
g. Maturity date | 2030-06-01 |
h. Coupon | 2.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $27,000.00 |
j. Value of collateral, to the nearest cent | $24,576.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-09-07 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-09-07 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | WELLS FARGO SECURITIES LLC |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 100 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A+ |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.75%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $550,000,000.00 |
b. Excluding the value of any sponsor support: | $550,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.71%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | TD SECURITIES (USA) LLC |
| Item C.2. The title of the issue | TRI-PARTY TD SECURITIES (USA) LLC 4.630000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | SUVUFHICNZMP2WKHG940 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001335977 |
c. The RSSD ID; or | |
d. Other unique identifier | BYDAZQU26 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | SUNCOKE ENERGY INC |
e. LEI | 1KF1J2NXQE2PI0QOB943 |
f. The CUSIP | 86722AAD5 |
g. Maturity date | 2029-06-30 |
h. Coupon | 4.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,250,000.00 |
j. Value of collateral, to the nearest cent | $2,123,915.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SKYWORKS SOLUTIONS INC. |
e. LEI | 549300WZ3ORQ2BVKBD96 |
f. The CUSIP | 83088MAL6 |
g. Maturity date | 2031-06-01 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,260,000.00 |
j. Value of collateral, to the nearest cent | $2,876,189.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRUNDAGE-BONE CONCRETE PUMPING HOLDINGS INC |
e. LEI | N/A |
f. The CUSIP | 66981QAB2 |
g. Maturity date | 2032-02-01 |
h. Coupon | 7.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,280,000.00 |
j. Value of collateral, to the nearest cent | $2,331,528.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SHEA HOMES LIMITED PARTNERSHIP A CALIFORNIA LP |
e. LEI | N/A |
f. The CUSIP | 82088KAJ7 |
g. Maturity date | 2029-04-01 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,692,000.00 |
j. Value of collateral, to the nearest cent | $1,630,656.07 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC |
e. LEI | 254900ZZRL7MWL1X8E92 |
f. The CUSIP | 41068XAF7 |
g. Maturity date | 2034-07-01 |
h. Coupon | 6.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,441,000.00 |
j. Value of collateral, to the nearest cent | $2,448,555.91 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HELIX ENERGY SOLUTIONS GROUP INC |
e. LEI | 416AP2JOUTCWEGSOZW41 |
f. The CUSIP | 42330PAL1 |
g. Maturity date | 2029-03-01 |
h. Coupon | 9.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,765,000.00 |
j. Value of collateral, to the nearest cent | $2,931,519.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TRI POINTE HOMES INC (DELAWARE) |
e. LEI | N/A |
f. The CUSIP | 87265HAF6 |
g. Maturity date | 2027-06-01 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,800,000.00 |
j. Value of collateral, to the nearest cent | $2,843,915.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GLOBAL AUTO HOLDINGS PLC |
e. LEI | 984500ADEF1BB0584352 |
f. The CUSIP | 00033YAA4 |
g. Maturity date | 2029-08-15 |
h. Coupon | 11.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,585,000.00 |
j. Value of collateral, to the nearest cent | $2,561,811.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TEGNA INC |
e. LEI | 549300YC5EDBGX85AO10 |
f. The CUSIP | 87901JAJ4 |
g. Maturity date | 2028-03-15 |
h. Coupon | 4.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000,000.00 |
j. Value of collateral, to the nearest cent | $2,935,426.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ICAHN ENTERPRISES LP |
e. LEI | 549300T0G4GS0SINS786 |
f. The CUSIP | 451102CJ4 |
g. Maturity date | 2030-06-15 |
h. Coupon | 9.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,910,000.00 |
j. Value of collateral, to the nearest cent | $2,770,087.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CNX MIDSTREAM PARTNERS LP |
e. LEI | N/A |
f. The CUSIP | 12654AAA9 |
g. Maturity date | 2030-04-15 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000,000.00 |
j. Value of collateral, to the nearest cent | $2,787,112.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RFNA LP |
e. LEI | 2549002A4GSOTYKKHR45 |
f. The CUSIP | 74984AAA0 |
g. Maturity date | 2030-02-15 |
h. Coupon | 7.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,380,000.00 |
j. Value of collateral, to the nearest cent | $2,447,005.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RAILWORKS HOLDINGS LP |
e. LEI | N/A |
f. The CUSIP | 75079MAA7 |
g. Maturity date | 2028-11-15 |
h. Coupon | 8.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,400,000.00 |
j. Value of collateral, to the nearest cent | $2,441,178.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | QXO BUILDING PRODUCTS INC |
e. LEI | 549300HDXQWWCBOYXP31 |
f. The CUSIP | 74825NAA5 |
g. Maturity date | 2032-04-30 |
h. Coupon | 6.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,338,000.00 |
j. Value of collateral, to the nearest cent | $2,409,759.07 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FMG RESOURCES (AUGUST 2006) PTY LTD |
e. LEI | 549300EFD6S2NFE9D745 |
f. The CUSIP | 30251GBE6 |
g. Maturity date | 2032-04-15 |
h. Coupon | 6.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,829,000.00 |
j. Value of collateral, to the nearest cent | $2,836,910.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DISCOVERY COMMUNICATIONS LLC |
e. LEI | L2Z2MO2EQURH3BREWI15 |
f. The CUSIP | 25470DAJ8 |
g. Maturity date | 2043-04-01 |
h. Coupon | 4.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000,000.00 |
j. Value of collateral, to the nearest cent | $2,725,478.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GEO GROUP INC |
e. LEI | 54930024XOXET7NQVZ63 |
f. The CUSIP | 36162JAH9 |
g. Maturity date | 2031-04-15 |
h. Coupon | 10.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,155,000.00 |
j. Value of collateral, to the nearest cent | $2,388,952.19 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FORD MOTOR CREDIT COMPANY LLC |
e. LEI | UDSQCVRUX5BONN0VY111 |
f. The CUSIP | 345397C35 |
g. Maturity date | 2027-11-04 |
h. Coupon | 7.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,406,000.00 |
j. Value of collateral, to the nearest cent | $2,489,989.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FORD MOTOR CREDIT COMPANY LLC |
e. LEI | UDSQCVRUX5BONN0VY111 |
f. The CUSIP | 345397XL2 |
g. Maturity date | 2025-08-04 |
h. Coupon | 4.134000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,400,000.00 |
j. Value of collateral, to the nearest cent | $2,424,817.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FORD MOTOR CREDIT COMPANY LLC |
e. LEI | UDSQCVRUX5BONN0VY111 |
f. The CUSIP | 345397ZJ5 |
g. Maturity date | 2025-06-09 |
h. Coupon | 4.687000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,515,000.00 |
j. Value of collateral, to the nearest cent | $2,570,212.42 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FTAI AVIATION INVESTORS LLC |
e. LEI | 529900E7PUVK6BC8PE80 |
f. The CUSIP | 34960PAF8 |
g. Maturity date | 2031-05-01 |
h. Coupon | 7.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,668,000.00 |
j. Value of collateral, to the nearest cent | $2,749,717.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FERRELLGAS LP |
e. LEI | 549300EW667UKOZLEW85 |
f. The CUSIP | 315289AC2 |
g. Maturity date | 2029-04-01 |
h. Coupon | 5.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,218,000.00 |
j. Value of collateral, to the nearest cent | $2,945,494.84 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LCM INVESTMENTS HOLDINGS II LLC |
e. LEI | 549300P5V78NNQTG4428 |
f. The CUSIP | 50190EAC8 |
g. Maturity date | 2031-08-01 |
h. Coupon | 8.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,246,000.00 |
j. Value of collateral, to the nearest cent | $2,438,978.19 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WESTERN DIGITAL CORP |
e. LEI | 549300QQXOOYEF89IC56 |
f. The CUSIP | 958102AR6 |
g. Maturity date | 2032-02-01 |
h. Coupon | 3.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,953,000.00 |
j. Value of collateral, to the nearest cent | $2,563,107.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WINDSTREAM SERVICES LLC |
e. LEI | 549300KT9GVEBYCD2N29 |
f. The CUSIP | 97381AAA0 |
g. Maturity date | 2031-10-01 |
h. Coupon | 8.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,808,000.00 |
j. Value of collateral, to the nearest cent | $2,960,392.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RXO INC |
e. LEI | 549300KL8CA6GP8XPM30 |
f. The CUSIP | 98379JAA3 |
g. Maturity date | 2027-11-15 |
h. Coupon | 7.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,640,000.00 |
j. Value of collateral, to the nearest cent | $2,705,326.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GLP CAPITAL LP |
e. LEI | 2549005PXW31DRW8EC44 |
f. The CUSIP | 361841AR0 |
g. Maturity date | 2032-01-15 |
h. Coupon | 3.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,250,000.00 |
j. Value of collateral, to the nearest cent | $2,851,476.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VENTURE GLOBAL LNG INC |
e. LEI | 54930011XLBUWMQUC829 |
f. The CUSIP | 92332YAC5 |
g. Maturity date | 2029-02-01 |
h. Coupon | 9.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,893,000.00 |
j. Value of collateral, to the nearest cent | $2,088,230.35 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NEWELL BRANDS INC |
e. LEI | 549300LWGYFM1TVO1Z12 |
f. The CUSIP | 651229AW6 |
g. Maturity date | 2026-04-01 |
h. Coupon | 5.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,555,000.00 |
j. Value of collateral, to the nearest cent | $2,597,723.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNIVISION COMMUNICATIONS INC |
e. LEI | 549300YQDE2JSGTL8V47 |
f. The CUSIP | 914906AY8 |
g. Maturity date | 2028-08-15 |
h. Coupon | 8.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,521,000.00 |
j. Value of collateral, to the nearest cent | $2,575,033.43 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTELLIGENT PACKAGING FINCO INC LTD |
e. LEI | 549300D73EZIFX49H897 |
f. The CUSIP | 45827MAA5 |
g. Maturity date | 2028-09-15 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,500,000.00 |
j. Value of collateral, to the nearest cent | $2,525,250.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VMED O2 UK FINANCING I PLC |
e. LEI | 213800MRR46ECNGZ7L69 |
f. The CUSIP | 92858RAA8 |
g. Maturity date | 2031-01-31 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,250,000.00 |
j. Value of collateral, to the nearest cent | $2,991,096.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BUCKEYE PARTNERS |
e. LEI | 549300C1PQJLVEIUBK50 |
f. The CUSIP | 118230AQ4 |
g. Maturity date | 2026-12-01 |
h. Coupon | 3.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000,000.00 |
j. Value of collateral, to the nearest cent | $2,998,920.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BOMBARDIER INC |
e. LEI | W7L3VLU8EHQY34Z36697 |
f. The CUSIP | 097751BX8 |
g. Maturity date | 2028-02-15 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,650,000.00 |
j. Value of collateral, to the nearest cent | $2,694,732.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ONEMAIN FINANCE CORP |
e. LEI | 5493008I795YYBFWFU90 |
f. The CUSIP | 682691AF7 |
g. Maturity date | 2031-05-15 |
h. Coupon | 7.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,710,000.00 |
j. Value of collateral, to the nearest cent | $2,789,552.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OUTFRONT MEDIA CAPITAL LLC |
e. LEI | 5493005WC7J0FDMW0610 |
f. The CUSIP | 69007TAB0 |
g. Maturity date | 2027-08-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,008,000.00 |
j. Value of collateral, to the nearest cent | $1,008,094.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CLARIOS US FINANCE COMPANY INC |
e. LEI | 549300QHLDSIXVFWH611 |
f. The CUSIP | 69867DAC2 |
g. Maturity date | 2027-05-15 |
h. Coupon | 8.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,572,000.00 |
j. Value of collateral, to the nearest cent | $1,581,890.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PANTHER ESCROW ISSUER LLC |
e. LEI | N/A |
f. The CUSIP | 69867RAA5 |
g. Maturity date | 2031-06-01 |
h. Coupon | 7.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,768,000.00 |
j. Value of collateral, to the nearest cent | $2,946,442.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-04 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-04 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | TD SECURITIES (USA) LLC |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 35 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A+ |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.63%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $86,000,000.00 |
b. Excluding the value of any sponsor support: | $86,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.11%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BARCLAYS CAPITAL INC |
| Item C.2. The title of the issue | TRI-PARTY BARCLAYS CAPITAL INC. 4.730000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | AC28XWWI3WIBK2824319 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001197490 |
c. The RSSD ID; or | |
d. Other unique identifier | BYDBAGQG7 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | SEMT_13-2 |
e. LEI | N/A |
f. The CUSIP | 81745MAB7 |
g. Maturity date | 2043-02-25 |
h. Coupon | 0.626000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $278,623,000.00 |
j. Value of collateral, to the nearest cent | $283,371.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK_21-BN38 |
e. LEI | N/A |
f. The CUSIP | 06540EAQ6 |
g. Maturity date | 2064-12-15 |
h. Coupon | 0.808540 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $11,421,000.00 |
j. Value of collateral, to the nearest cent | $474,006.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK_20-BN26 |
e. LEI | N/A |
f. The CUSIP | 06540JBM3 |
g. Maturity date | 2063-03-15 |
h. Coupon | 1.190660 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,720,000.00 |
j. Value of collateral, to the nearest cent | $357,546.18 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK_21-BN37 |
e. LEI | N/A |
f. The CUSIP | 06540LBL0 |
g. Maturity date | 2064-11-15 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,210,840.00 |
j. Value of collateral, to the nearest cent | $29,608.48 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK BANK_17-BNK9 |
e. LEI | N/A |
f. The CUSIP | 06540RAF1 |
g. Maturity date | 2054-11-15 |
h. Coupon | 0.752300 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $12,285,000.00 |
j. Value of collateral, to the nearest cent | $155,762.90 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK BANK_19-BN19 |
e. LEI | N/A |
f. The CUSIP | 06540WBH5 |
g. Maturity date | 2061-08-15 |
h. Coupon | 1.100200 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $14,780,000.00 |
j. Value of collateral, to the nearest cent | $473,812.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK BANK_20-BN28 |
e. LEI | N/A |
f. The CUSIP | 06540YAN9 |
g. Maturity date | 2063-03-15 |
h. Coupon | 1.758800 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $44,190,000.00 |
j. Value of collateral, to the nearest cent | $3,189,506.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK_21-BN31 |
e. LEI | N/A |
f. The CUSIP | 06541ABM1 |
g. Maturity date | 2054-02-15 |
h. Coupon | 1.281400 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $15,015,552.00 |
j. Value of collateral, to the nearest cent | $826,860.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK_23-BN46 |
e. LEI | N/A |
f. The CUSIP | 06541DCD4 |
g. Maturity date | 2056-08-15 |
h. Coupon | 0.616950 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,714,396.00 |
j. Value of collateral, to the nearest cent | $135,220.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK 2021-BNK34 |
e. LEI | N/A |
f. The CUSIP | 06541JAR2 |
g. Maturity date | 2063-06-15 |
h. Coupon | 0.970420 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $17,260,000.00 |
j. Value of collateral, to the nearest cent | $710,383.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK_21-BN32 |
e. LEI | N/A |
f. The CUSIP | 06542BBN6 |
g. Maturity date | 2054-04-15 |
h. Coupon | 0.762990 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,470,000.00 |
j. Value of collateral, to the nearest cent | $78,831.36 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK5_24-5YR10 |
e. LEI | N/A |
f. The CUSIP | 06604AAH7 |
g. Maturity date | 2057-10-15 |
h. Coupon | 1.189890 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $17,870,300.00 |
j. Value of collateral, to the nearest cent | $820,786.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK BANK_17-BNK8 |
e. LEI | N/A |
f. The CUSIP | 06650AAF4 |
g. Maturity date | 2050-11-15 |
h. Coupon | 0.705960 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000,000.00 |
j. Value of collateral, to the nearest cent | $35,234.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BENCHMARK MORTGAGE TRUST BMARK_24-V8 |
e. LEI | N/A |
f. The CUSIP | 08190AAG5 |
g. Maturity date | 2057-07-15 |
h. Coupon | 0.789720 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $53,028,000.00 |
j. Value of collateral, to the nearest cent | $1,527,183.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BMARK_23-B39 |
e. LEI | N/A |
f. The CUSIP | 081925AF6 |
g. Maturity date | 2056-07-15 |
h. Coupon | 0.573230 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $11,773,664.00 |
j. Value of collateral, to the nearest cent | $439,438.97 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BMARK_19-B13 |
e. LEI | N/A |
f. The CUSIP | 08162DAP3 |
g. Maturity date | 2057-08-15 |
h. Coupon | 0.976090 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,750,000.00 |
j. Value of collateral, to the nearest cent | $61,626.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BENCHMARK MORTGAGE TRUST BMARK_18-B1 |
e. LEI | N/A |
f. The CUSIP | 08162PAY7 |
g. Maturity date | 2051-01-15 |
h. Coupon | 0.527270 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,949,000.00 |
j. Value of collateral, to the nearest cent | $21,543.77 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BENCHMARK MORTGAGE TRUST BMARK_21-B23 |
e. LEI | N/A |
f. The CUSIP | 08162RAF4 |
g. Maturity date | 2054-02-15 |
h. Coupon | 1.255720 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $27,491,000.00 |
j. Value of collateral, to the nearest cent | $1,394,556.99 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BENCHMARK MORTGAGE TRUST BMARK_18-B8 |
e. LEI | N/A |
f. The CUSIP | 08162UAY6 |
g. Maturity date | 2052-01-15 |
h. Coupon | 0.619230 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000,000.00 |
j. Value of collateral, to the nearest cent | $47,606.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BMARK_20-B19 |
e. LEI | N/A |
f. The CUSIP | 08162WBF2 |
g. Maturity date | 2053-09-15 |
h. Coupon | 1.744500 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,026,000.00 |
j. Value of collateral, to the nearest cent | $237,523.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BENCHMARK MORTGAGE TRUST BMARK_20-B18 |
e. LEI | N/A |
f. The CUSIP | 08163AAF0 |
g. Maturity date | 2053-07-15 |
h. Coupon | 1.796930 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $300,000.00 |
j. Value of collateral, to the nearest cent | $14,110.90 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BENCHMARK MORTGAGE TRUST BMARK_20-B22 |
e. LEI | N/A |
f. The CUSIP | 08163BBF7 |
g. Maturity date | 2054-01-15 |
h. Coupon | 1.501880 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $573,000.00 |
j. Value of collateral, to the nearest cent | $38,270.35 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BMARK_21-B24 |
e. LEI | N/A |
f. The CUSIP | 08163CBE8 |
g. Maturity date | 2054-03-15 |
h. Coupon | 1.134990 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,697,000.00 |
j. Value of collateral, to the nearest cent | $73,664.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BMARK_21-B26 |
e. LEI | N/A |
f. The CUSIP | 08163EBE4 |
g. Maturity date | 2054-06-15 |
h. Coupon | 0.881450 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,077,241.00 |
j. Value of collateral, to the nearest cent | $252,830.73 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BMARK_21-B30 |
e. LEI | N/A |
f. The CUSIP | 08163KBH3 |
g. Maturity date | 2054-11-15 |
h. Coupon | 0.799290 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,122,000.00 |
j. Value of collateral, to the nearest cent | $85,682.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BMARK_22-B32 |
e. LEI | N/A |
f. The CUSIP | 08163NBL8 |
g. Maturity date | 2055-01-15 |
h. Coupon | 0.456370 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $168,390,000.00 |
j. Value of collateral, to the nearest cent | $2,653,061.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BENCHMARK MORTGAGE TRUST BMARK_24-V10 |
e. LEI | N/A |
f. The CUSIP | 08163UAD1 |
g. Maturity date | 2057-09-15 |
h. Coupon | 1.305490 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $17,915,500.00 |
j. Value of collateral, to the nearest cent | $895,335.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BENCHMARK MORTGAGE TRUST BMARK_25-V13 |
e. LEI | N/A |
f. The CUSIP | 08164ABA9 |
g. Maturity date | 2057-02-15 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $27,800,000.00 |
j. Value of collateral, to the nearest cent | $995,279.81 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PMTLT_24-INV1 |
e. LEI | N/A |
f. The CUSIP | 73015BBK0 |
g. Maturity date | 2059-10-25 |
h. Coupon | 0.317720 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $102,004,000.00 |
j. Value of collateral, to the nearest cent | $730,480.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BENEFIT STREET PARTNERS CLO LTD BSP_18-14A |
e. LEI | N/A |
f. The CUSIP | 07335CAK0 |
g. Maturity date | 2052-08-15 |
h. Coupon | 1.515840 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,827,000.00 |
j. Value of collateral, to the nearest cent | $123,068.43 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_24-5C31 |
e. LEI | N/A |
f. The CUSIP | 07336YAG0 |
g. Maturity date | 2057-12-15 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $26,208,000.00 |
j. Value of collateral, to the nearest cent | $1,129,145.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BBCMS_25-C32 |
e. LEI | N/A |
f. The CUSIP | 07337AAJ5 |
g. Maturity date | 2062-02-15 |
h. Coupon | 1.129280 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,900,000.00 |
j. Value of collateral, to the nearest cent | $766,504.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MSWF COMMERCIAL MORTGAGE TRUST MSWF_23-2 |
e. LEI | N/A |
f. The CUSIP | 55361AAV6 |
g. Maturity date | 2056-12-15 |
h. Coupon | 0.906930 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $13,423,098.00 |
j. Value of collateral, to the nearest cent | $801,543.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST DBJPM_20-C9 |
e. LEI | N/A |
f. The CUSIP | 233063AW6 |
g. Maturity date | 2053-08-15 |
h. Coupon | 1.704980 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $301,000.00 |
j. Value of collateral, to the nearest cent | $12,273.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DBJPM_16-C1 |
e. LEI | N/A |
f. The CUSIP | 23312LAC2 |
g. Maturity date | 2049-05-10 |
h. Coupon | 1.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $24,277,000.00 |
j. Value of collateral, to the nearest cent | $174,453.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DBJPM_16-C3 |
e. LEI | N/A |
f. The CUSIP | 23312VAN6 |
g. Maturity date | 2049-09-10 |
h. Coupon | 0.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $11,566,000.00 |
j. Value of collateral, to the nearest cent | $258,663.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TPG_24-WLSC |
e. LEI | N/A |
f. The CUSIP | 872973AA0 |
g. Maturity date | 2041-11-15 |
h. Coupon | 6.461230 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000,000.00 |
j. Value of collateral, to the nearest cent | $4,997,055.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHASE_24-8 |
e. LEI | N/A |
f. The CUSIP | 16159XAW2 |
g. Maturity date | 2055-08-25 |
h. Coupon | 0.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $47,764,000.00 |
j. Value of collateral, to the nearest cent | $396,139.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CSAIL COMMERCIAL MORTGAGE TRUST |
e. LEI | 549300D5DIOOMKWXVZ20 |
f. The CUSIP | 12634NAV0 |
g. Maturity date | 2057-06-15 |
h. Coupon | 0.509690 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,093,000.00 |
j. Value of collateral, to the nearest cent | $401.19 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMM_15-CCRE27 |
e. LEI | N/A |
f. The CUSIP | 12635QAC4 |
g. Maturity date | 2048-10-30 |
h. Coupon | 1.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $24,256,000.00 |
j. Value of collateral, to the nearest cent | $49,592.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMM_24-277P |
e. LEI | N/A |
f. The CUSIP | 12654FAC4 |
g. Maturity date | 2042-08-10 |
h. Coupon | 0.661020 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,850,000.00 |
j. Value of collateral, to the nearest cent | $248,901.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MSBAM 2015-C20 |
e. LEI | N/A |
f. The CUSIP | 61764RAL2 |
g. Maturity date | 2048-02-15 |
h. Coupon | 1.655150 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $15,735,000.00 |
j. Value of collateral, to the nearest cent | $131,523.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MSC_2015-MS1 |
e. LEI | N/A |
f. The CUSIP | 61765DAV0 |
g. Maturity date | 2048-05-15 |
h. Coupon | 0.265680 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $120,065,881.00 |
j. Value of collateral, to the nearest cent | $8,172.35 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MSBAM_16-C31 |
e. LEI | N/A |
f. The CUSIP | 61766RAA4 |
g. Maturity date | 2049-11-15 |
h. Coupon | 1.254030 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,943,856.00 |
j. Value of collateral, to the nearest cent | $93,129.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MSBAM_17-C34 |
e. LEI | N/A |
f. The CUSIP | 61767EAF1 |
g. Maturity date | 2052-11-15 |
h. Coupon | 0.764590 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,343,000.00 |
j. Value of collateral, to the nearest cent | $113,253.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MSC_16-UBS11 |
e. LEI | N/A |
f. The CUSIP | 61767FAG6 |
g. Maturity date | 2049-08-15 |
h. Coupon | 1.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $12,786,000.00 |
j. Value of collateral, to the nearest cent | $128,105.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MORGAN STANLEY BAML TRUST MSBAM_15-C26 |
e. LEI | N/A |
f. The CUSIP | 61690VBA5 |
g. Maturity date | 2048-10-15 |
h. Coupon | 0.860810 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $130,000.00 |
j. Value of collateral, to the nearest cent | $44.41 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MSC_15-UBS8 |
e. LEI | N/A |
f. The CUSIP | 61691AAC7 |
g. Maturity date | 2048-12-15 |
h. Coupon | 1.395940 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $25,718,468.00 |
j. Value of collateral, to the nearest cent | $217,385.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MORGAN STANLEY CAPITAL I TRUST M |
e. LEI | N/A |
f. The CUSIP | 61691JAW4 |
g. Maturity date | 2050-06-17 |
h. Coupon | 1.293050 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $16,520,000.00 |
j. Value of collateral, to the nearest cent | $227,902.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MORGAN STANLEY CAPITAL I TRUST MSC_21-L5 |
e. LEI | N/A |
f. The CUSIP | 61691YAP6 |
g. Maturity date | 2054-05-15 |
h. Coupon | 1.277820 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,140,000.00 |
j. Value of collateral, to the nearest cent | $208,591.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RIDET_25-SHRE |
e. LEI | N/A |
f. The CUSIP | 765692AU2 |
g. Maturity date | 2047-02-14 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $119,280,000.00 |
j. Value of collateral, to the nearest cent | $119.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SBAL_20-RR1 |
e. LEI | N/A |
f. The CUSIP | 78397EAJ5 |
g. Maturity date | 2053-02-13 |
h. Coupon | 1.287464 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $48,097,679.00 |
j. Value of collateral, to the nearest cent | $1,732,325.26 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SCG COMMERCIAL MORTGAGE TRUST SCG_25-DLFN |
e. LEI | N/A |
f. The CUSIP | 78398EAA3 |
g. Maturity date | 2035-03-15 |
h. Coupon | 5.528710 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,960,000.00 |
j. Value of collateral, to the nearest cent | $4,901,390.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MSBAM_25-5C1 |
e. LEI | N/A |
f. The CUSIP | 61778GAK2 |
g. Maturity date | 2058-03-15 |
h. Coupon | 1.156020 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $78,000,000.00 |
j. Value of collateral, to the nearest cent | $3,766,634.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-5C4 |
e. LEI | N/A |
f. The CUSIP | 949931AD1 |
g. Maturity date | 2058-05-15 |
h. Coupon | 1.346120 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $82,677,084.00 |
j. Value of collateral, to the nearest cent | $4,094,117.69 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WELLS FARGO COMMERCIAL MORTGAGE |
e. LEI | N/A |
f. The CUSIP | 95000JAY4 |
g. Maturity date | 2059-12-15 |
h. Coupon | 0.814800 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $28,673,288.00 |
j. Value of collateral, to the nearest cent | $199,993.18 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | `WFCM_16-C36 |
e. LEI | N/A |
f. The CUSIP | 95000MAA9 |
g. Maturity date | 2059-11-15 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,080,779.00 |
j. Value of collateral, to the nearest cent | $144,386.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WELLS FARGO COMMERCIAL MORTGAGE |
e. LEI | N/A |
f. The CUSIP | 95000XAH0 |
g. Maturity date | 2050-09-15 |
h. Coupon | 1.072570 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $13,695,000.00 |
j. Value of collateral, to the nearest cent | $209,189.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WFC_21-C59 |
e. LEI | N/A |
f. The CUSIP | 95003CBU3 |
g. Maturity date | 2054-04-15 |
h. Coupon | 1.495040 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $17,039,998.00 |
j. Value of collateral, to the nearest cent | $1,051,672.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GS MORTGAGE SECURITIES CORPORATI |
e. LEI | N/A |
f. The CUSIP | 36191YAA6 |
g. Maturity date | 2044-08-10 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $25,909,000.00 |
j. Value of collateral, to the nearest cent | $929.34 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GSMS_13-GC13 |
e. LEI | N/A |
f. The CUSIP | 36198EAG0 |
g. Maturity date | 2046-07-10 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $34,835,000.00 |
j. Value of collateral, to the nearest cent | $10.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_06-31CB |
e. LEI | N/A |
f. The CUSIP | 02148HBF7 |
g. Maturity date | 2036-11-25 |
h. Coupon | 0.184640 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $246,657,000.00 |
j. Value of collateral, to the nearest cent | $86,362.91 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GSMS_18-GS10 |
e. LEI | N/A |
f. The CUSIP | 36250SAG4 |
g. Maturity date | 2051-07-10 |
h. Coupon | 0.306130 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,399,000.00 |
j. Value of collateral, to the nearest cent | $43,120.91 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GSMS_15-GC34 |
e. LEI | N/A |
f. The CUSIP | 36250VAN2 |
g. Maturity date | 2048-10-10 |
h. Coupon | 1.656230 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $30,886,651.00 |
j. Value of collateral, to the nearest cent | $651,868.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GS MORTGAGE SECURITIES TRUST GSM |
e. LEI | 549300WZ62L3Y22NOZ64 |
f. The CUSIP | 36252AAM8 |
g. Maturity date | 2048-11-10 |
h. Coupon | 1.130190 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $14,498,252.00 |
j. Value of collateral, to the nearest cent | $86,734.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BMO MORTGAGE TRUST BMO_24-5C7 |
e. LEI | N/A |
f. The CUSIP | 09660WAV3 |
g. Maturity date | 2057-11-11 |
h. Coupon | 0.930910 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $11,950,000.00 |
j. Value of collateral, to the nearest cent | $449,625.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CGCMT_18-C6 |
e. LEI | N/A |
f. The CUSIP | 17327GAU8 |
g. Maturity date | 2051-11-10 |
h. Coupon | 0.761520 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,553,000.00 |
j. Value of collateral, to the nearest cent | $54,761.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CGCMT_15-GC35 |
e. LEI | N/A |
f. The CUSIP | 17324KAX6 |
g. Maturity date | 2048-11-10 |
h. Coupon | 1.220120 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $20,357,705.00 |
j. Value of collateral, to the nearest cent | $175,969.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CCMT_16-GC36 |
e. LEI | N/A |
f. The CUSIP | 17324TAY5 |
g. Maturity date | 2049-02-10 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $52,265,939.00 |
j. Value of collateral, to the nearest cent | $527,683.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CMLTI_25-INV1 |
e. LEI | N/A |
f. The CUSIP | 17332GAQ0 |
g. Maturity date | 2055-01-25 |
h. Coupon | 0.390840 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $80,000,000.00 |
j. Value of collateral, to the nearest cent | $733,362.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GMAC MORTGAGE CORPORATION LOAN TRUST GMACM_06-J1 |
e. LEI | N/A |
f. The CUSIP | 36185MEK4 |
g. Maturity date | 2036-04-25 |
h. Coupon | 0.473650 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $44,944,000.00 |
j. Value of collateral, to the nearest cent | $17,201.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BBCMS_21-C11 |
e. LEI | N/A |
f. The CUSIP | 05493MAG9 |
g. Maturity date | 2054-09-15 |
h. Coupon | 1.351790 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,391,000.00 |
j. Value of collateral, to the nearest cent | $79,048.35 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMMT_25-CCM1 |
e. LEI | N/A |
f. The CUSIP | 46593MAZ0 |
g. Maturity date | 2025-06-02 |
h. Coupon | 0.120000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $141,031,000.00 |
j. Value of collateral, to the nearest cent | $589,950.54 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMBB_15-C45 |
e. LEI | N/A |
f. The CUSIP | 46590JAC1 |
g. Maturity date | 2048-11-15 |
h. Coupon | 0.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,901,898.00 |
j. Value of collateral, to the nearest cent | $4,131.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMDB_16-C2 |
e. LEI | N/A |
f. The CUSIP | 46590LAC6 |
g. Maturity date | 2026-05-15 |
h. Coupon | 1.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $12,471,000.00 |
j. Value of collateral, to the nearest cent | $134,960.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMCC_16-JP2 |
e. LEI | N/A |
f. The CUSIP | 46590MAA8 |
g. Maturity date | 2049-08-15 |
h. Coupon | 0.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $13,414,000.00 |
j. Value of collateral, to the nearest cent | $89,634.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BX TRUST BX_25-DIME |
e. LEI | N/A |
f. The CUSIP | 05613UAA9 |
g. Maturity date | 2035-02-15 |
h. Coupon | 5.478710 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,653,984.00 |
j. Value of collateral, to the nearest cent | $2,651,748.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMBB_14-C23 |
e. LEI | N/A |
f. The CUSIP | 46643ABG7 |
g. Maturity date | 2047-09-15 |
h. Coupon | 0.356080 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $32,521,000.00 |
j. Value of collateral, to the nearest cent | $876.48 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMBB_14-C24 |
e. LEI | N/A |
f. The CUSIP | 46643GAH3 |
g. Maturity date | 2047-11-15 |
h. Coupon | 0.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $19,697,937.00 |
j. Value of collateral, to the nearest cent | $198,806.91 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMCC_15-FL7 |
e. LEI | N/A |
f. The CUSIP | 46644PAS8 |
g. Maturity date | 2028-05-15 |
h. Coupon | 10.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,265,000.00 |
j. Value of collateral, to the nearest cent | $2,222,461.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMBB COMMERCIAL MORTGAGE SECURI |
e. LEI | N/A |
f. The CUSIP | 46644YAX8 |
g. Maturity date | 2048-08-15 |
h. Coupon | 0.757710 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $39,500,000.00 |
j. Value of collateral, to the nearest cent | $8,631.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PMTLT_24-INV1 |
e. LEI | N/A |
f. The CUSIP | 73015BBM6 |
g. Maturity date | 2059-10-25 |
h. Coupon | 0.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $48,000,000.00 |
j. Value of collateral, to the nearest cent | $731,928.31 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VERUS SECURITIZATION TRUST VERUS_24-R1 |
e. LEI | N/A |
f. The CUSIP | 924926AA6 |
g. Maturity date | 2069-09-25 |
h. Coupon | 5.218000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $500,000.00 |
j. Value of collateral, to the nearest cent | $451,249.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PRIME_07-1 |
e. LEI | N/A |
f. The CUSIP | 74162FAL9 |
g. Maturity date | 2037-03-25 |
h. Coupon | 0.299560 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $82,317,000.00 |
j. Value of collateral, to the nearest cent | $14,925.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PRIME MORTGAGE TRUST PRIME_07-2 |
e. LEI | N/A |
f. The CUSIP | 74162JAG2 |
g. Maturity date | 2037-04-25 |
h. Coupon | 0.291430 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $40,230,000.00 |
j. Value of collateral, to the nearest cent | $13,941.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CGCMT_22-GC48 |
e. LEI | N/A |
f. The CUSIP | 29426VAF3 |
g. Maturity date | 2054-05-15 |
h. Coupon | 0.304570 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $85,373,000.00 |
j. Value of collateral, to the nearest cent | $1,532,136.07 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CGCMT_16-P3 |
e. LEI | N/A |
f. The CUSIP | 29429CAV7 |
g. Maturity date | 2049-04-15 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $33,553,954.00 |
j. Value of collateral, to the nearest cent | $661,794.24 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK_18-BN14 |
e. LEI | N/A |
f. The CUSIP | 06035RBH8 |
g. Maturity date | 2060-09-15 |
h. Coupon | 0.500480 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000,000.00 |
j. Value of collateral, to the nearest cent | $11,035.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BACM_15-UBS7 |
e. LEI | 5493005NJP8BSE187672 |
f. The CUSIP | 06054AAY5 |
g. Maturity date | 2048-09-15 |
h. Coupon | 0.694780 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $32,868,332.00 |
j. Value of collateral, to the nearest cent | $12,002.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BACM_16-UB10 |
e. LEI | N/A |
f. The CUSIP | 06054MAL7 |
g. Maturity date | 2049-06-15 |
h. Coupon | 1.913100 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $41,693,000.00 |
j. Value of collateral, to the nearest cent | $2,418,248.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK_22-BN39 |
e. LEI | N/A |
f. The CUSIP | 06539VAP3 |
g. Maturity date | 2055-02-15 |
h. Coupon | 0.416590 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $52,540,000.00 |
j. Value of collateral, to the nearest cent | $1,237,043.37 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK_20-BN27 |
e. LEI | N/A |
f. The CUSIP | 06539XAN4 |
g. Maturity date | 2063-04-15 |
h. Coupon | 1.154350 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $34,182,000.00 |
j. Value of collateral, to the nearest cent | $1,552,839.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK BANK_19-BN18 |
e. LEI | N/A |
f. The CUSIP | 065402BD0 |
g. Maturity date | 2062-05-17 |
h. Coupon | 0.881130 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $15,278,000.00 |
j. Value of collateral, to the nearest cent | $432,424.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK_19-BNK17 |
e. LEI | N/A |
f. The CUSIP | 065403BD8 |
g. Maturity date | 2052-04-15 |
h. Coupon | 0.997380 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,960,000.00 |
j. Value of collateral, to the nearest cent | $60,558.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK_19-BN16 |
e. LEI | N/A |
f. The CUSIP | 065405AJ1 |
g. Maturity date | 2052-02-16 |
h. Coupon | 0.932030 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,648,564.00 |
j. Value of collateral, to the nearest cent | $40,433.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK BANK_19-BN20 |
e. LEI | N/A |
f. The CUSIP | 06540AAE1 |
g. Maturity date | 2062-09-15 |
h. Coupon | 0.806820 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $22,715,000.00 |
j. Value of collateral, to the nearest cent | $606,284.74 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK_19-BN21 |
e. LEI | N/A |
f. The CUSIP | 06540BBE8 |
g. Maturity date | 2052-10-17 |
h. Coupon | 0.826700 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,726,000.00 |
j. Value of collateral, to the nearest cent | $72,912.69 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK_21-BNK35 |
e. LEI | N/A |
f. The CUSIP | 06540CBL0 |
g. Maturity date | 2064-06-15 |
h. Coupon | 1.030150 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $14,316,000.00 |
j. Value of collateral, to the nearest cent | $644,440.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CF_19-CF3 |
e. LEI | N/A |
f. The CUSIP | 12529TAZ6 |
g. Maturity date | 2053-01-17 |
h. Coupon | 0.677260 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $35,417,000.00 |
j. Value of collateral, to the nearest cent | $816,950.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CD_16-CD2 |
e. LEI | N/A |
f. The CUSIP | 12515AAE0 |
g. Maturity date | 2049-11-04 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $12,334,689.00 |
j. Value of collateral, to the nearest cent | $185,229.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CAFL_25-RTL1 |
e. LEI | N/A |
f. The CUSIP | 124760AA7 |
g. Maturity date | 2025-06-02 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,000,000.00 |
j. Value of collateral, to the nearest cent | $6,010,360.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GSMBS_25-PJ3 |
e. LEI | N/A |
f. The CUSIP | 36273WBD4 |
g. Maturity date | 2055-07-26 |
h. Coupon | 0.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $69,000,000.00 |
j. Value of collateral, to the nearest cent | $1,070,027.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMM MORTGAGE TRUST COMM_12-CR4 |
e. LEI | N/A |
f. The CUSIP | 12624QAS2 |
g. Maturity date | 2045-10-15 |
h. Coupon | 1.143710 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $420,124.00 |
j. Value of collateral, to the nearest cent | $1,033.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CSAIL_18-CX12 |
e. LEI | N/A |
f. The CUSIP | 12595XAV5 |
g. Maturity date | 2051-08-15 |
h. Coupon | 0.541590 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $32,904,000.00 |
j. Value of collateral, to the nearest cent | $403,995.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMM_14-CR15 |
e. LEI | N/A |
f. The CUSIP | 12591RAC4 |
g. Maturity date | 2047-02-10 |
h. Coupon | 0.148980 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $27,210,000.00 |
j. Value of collateral, to the nearest cent | $530,242.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMM_14_CCRE20 |
e. LEI | N/A |
f. The CUSIP | 12592LAE2 |
g. Maturity date | 2047-11-10 |
h. Coupon | 1.450670 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $16,586,000.00 |
j. Value of collateral, to the nearest cent | $609,463.81 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMM MORTGAGE TRUST COMM_15-LC21 |
e. LEI | N/A |
f. The CUSIP | 12593FBE3 |
g. Maturity date | 2048-07-10 |
h. Coupon | 0.488710 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $480,000.00 |
j. Value of collateral, to the nearest cent | $29.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMM_15-CCRE25 |
e. LEI | N/A |
f. The CUSIP | 12593PAC6 |
g. Maturity date | 2025-08-10 |
h. Coupon | 0.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $16,251,095.00 |
j. Value of collateral, to the nearest cent | $27,044.54 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMM_16-DC2 |
e. LEI | N/A |
f. The CUSIP | 12594CAC4 |
g. Maturity date | 2026-02-10 |
h. Coupon | 0.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $24,126,000.00 |
j. Value of collateral, to the nearest cent | $74,867.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMM_16-DC2 |
e. LEI | N/A |
f. The CUSIP | 12594CAE0 |
g. Maturity date | 2026-02-10 |
h. Coupon | 1.932270 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $12,748,000.00 |
j. Value of collateral, to the nearest cent | $123,152.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GSMS_19-GC38 |
e. LEI | N/A |
f. The CUSIP | 36252SAX5 |
g. Maturity date | 2052-02-10 |
h. Coupon | 1.006370 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $12,850,000.00 |
j. Value of collateral, to the nearest cent | $354,859.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GSMS_20-GC45 |
e. LEI | N/A |
f. The CUSIP | 36258YBJ6 |
g. Maturity date | 2053-02-13 |
h. Coupon | 0.614440 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000,000.00 |
j. Value of collateral, to the nearest cent | $21,747.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GSMBS_21-PJ6 |
e. LEI | N/A |
f. The CUSIP | 36262LBS8 |
g. Maturity date | 2051-11-27 |
h. Coupon | 0.156250 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $107,939,000.00 |
j. Value of collateral, to the nearest cent | $800,826.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UBS COMMERCIAL MORTGAGE TRUST UB |
e. LEI | N/A |
f. The CUSIP | 90276CAF8 |
g. Maturity date | 2050-08-17 |
h. Coupon | 1.056390 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,120,000.00 |
j. Value of collateral, to the nearest cent | $35,518.42 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UBSCM_17-C4 |
e. LEI | N/A |
f. The CUSIP | 90276RBF4 |
g. Maturity date | 2050-10-17 |
h. Coupon | 1.083980 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,174,000.00 |
j. Value of collateral, to the nearest cent | $34,394.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UBSCM_17-C5 |
e. LEI | N/A |
f. The CUSIP | 90276TAH7 |
g. Maturity date | 2050-11-15 |
h. Coupon | 1.133330 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,700,000.00 |
j. Value of collateral, to the nearest cent | $33,034.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UBS COMMERCIAL MORTGAGE TRUST UBSCM_19-C17 |
e. LEI | N/A |
f. The CUSIP | 90278MBB2 |
g. Maturity date | 2052-10-15 |
h. Coupon | 1.435970 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $13,660,000.00 |
j. Value of collateral, to the nearest cent | $634,698.85 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AOTA_15-1211 |
e. LEI | N/A |
f. The CUSIP | 90117PAE5 |
g. Maturity date | 2035-08-10 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $24,750,809.00 |
j. Value of collateral, to the nearest cent | $5,312.07 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WELLS FARGO COMMERCIAL MORTGAGE |
e. LEI | 549300DNBJ7A0SEFVK31 |
f. The CUSIP | 95000GBB9 |
g. Maturity date | 2049-08-15 |
h. Coupon | 1.703800 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,706,000.00 |
j. Value of collateral, to the nearest cent | $23,192.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WELLS FARGO COMMERCIAL MORTGAGE |
e. LEI | 5493007OD9MH69ES1S63 |
f. The CUSIP | 95000HAG7 |
g. Maturity date | 2049-10-06 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,794,000.00 |
j. Value of collateral, to the nearest cent | $370,320.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WELLS FARGO COMMERCIAL MORTGAGE |
e. LEI | 549300ZVNWG0TX42H716 |
f. The CUSIP | 94989VAG4 |
g. Maturity date | 2057-09-15 |
h. Coupon | 0.841210 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000,000.00 |
j. Value of collateral, to the nearest cent | $1,018.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WELLS FARGO COMMERCIAL MORTGAGE |
e. LEI | 549300CFP9NBBMZH1008 |
f. The CUSIP | 95000KAC9 |
g. Maturity date | 2049-11-15 |
h. Coupon | 2.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,676,000.00 |
j. Value of collateral, to the nearest cent | $157,601.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-05 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-05 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | BARCLAYS CAPITAL INC |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 36 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | A+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A+ |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.73%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $68,000,000.00 |
b. Excluding the value of any sponsor support: | $68,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.09%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BNP PARIBAS SA |
| Item C.2. The title of the issue | TRI-PARTY BNP PARIBAS SA 4.430000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | R0MUWSFPU8MPRO8K5P83 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0000753835 |
c. The RSSD ID; or | |
d. Other unique identifier | BYDDBK1P0 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | AGL_39 |
e. LEI | N/A |
f. The CUSIP | 00121XAA9 |
g. Maturity date | 2038-04-20 |
h. Coupon | 5.342910 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $206,695,711.00 |
j. Value of collateral, to the nearest cent | $206,241,661.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SUN COMMUNITIES OPERATING LP |
e. LEI | 549300PUNBPJCGT6X741 |
f. The CUSIP | 866677AH0 |
g. Maturity date | 2032-04-15 |
h. Coupon | 4.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $93,882.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SYSCO CORP |
e. LEI | 5RGWIFLMGH3YS7KWI652 |
f. The CUSIP | 871829BQ9 |
g. Maturity date | 2031-12-14 |
h. Coupon | 2.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $87,281.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SYSCO CORP |
e. LEI | 5RGWIFLMGH3YS7KWI652 |
f. The CUSIP | 871829BU0 |
g. Maturity date | 2030-09-23 |
h. Coupon | 5.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $35,000.00 |
j. Value of collateral, to the nearest cent | $35,910.99 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | STATE STREET CORP |
e. LEI | 549300ZFEEJ2IP5VME73 |
f. The CUSIP | 857477CS0 |
g. Maturity date | 2079-12-31 |
h. Coupon | 6.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $68,000.00 |
j. Value of collateral, to the nearest cent | $69,184.90 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SAUDI ARABIA KINGDOM OF (GOVERNMENT) |
e. LEI | 635400FMICXSM3SI3H65 |
f. The CUSIP | 80413TBD0 |
g. Maturity date | 2033-07-18 |
h. Coupon | 4.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $608,000.00 |
j. Value of collateral, to the nearest cent | $612,775.84 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EQUIFAX INC |
e. LEI | 5493004MCF8JDC86VS77 |
f. The CUSIP | 294429AW5 |
g. Maturity date | 2028-06-01 |
h. Coupon | 5.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $3,108.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EQUINIX INC |
e. LEI | 549300EVUN2BTLJ3GT74 |
f. The CUSIP | 29444UBR6 |
g. Maturity date | 2028-05-15 |
h. Coupon | 2.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $424,000.00 |
j. Value of collateral, to the nearest cent | $395,733.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SEMPRA |
e. LEI | PBBKGKLRK5S5C0Y4T545 |
f. The CUSIP | 816851AP4 |
g. Maturity date | 2039-10-15 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,853,000.00 |
j. Value of collateral, to the nearest cent | $3,848,800.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ANGLO AMERICAN CAPITAL PLC |
e. LEI | TINT358G1SSHR3L3PW36 |
f. The CUSIP | BRWJWBKN2 |
g. Maturity date | 2028-03-17 |
h. Coupon | 2.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $270,000.00 |
j. Value of collateral, to the nearest cent | $253,603.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTHWESTERN ELECTRIC POWER COMPANY |
e. LEI | R64UBJHEC74EB3HGQ410 |
f. The CUSIP | 845437BU5 |
g. Maturity date | 2033-04-01 |
h. Coupon | 5.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $40,000.00 |
j. Value of collateral, to the nearest cent | $39,919.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SHERWIN-WILLIAMS COMPANY (THE) |
e. LEI | Z15BMIOX8DDH0X2OBP21 |
f. The CUSIP | 824348BJ4 |
g. Maturity date | 2029-08-15 |
h. Coupon | 2.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $20,000.00 |
j. Value of collateral, to the nearest cent | $18,852.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JM SMUCKER CO |
e. LEI | 5493000WDH6A0LHDJD55 |
f. The CUSIP | 832696AS7 |
g. Maturity date | 2030-03-15 |
h. Coupon | 2.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $415,000.00 |
j. Value of collateral, to the nearest cent | $375,242.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SMURFIT KAPPA TREASURY UNLIMITED CO |
e. LEI | 635400B3DOXSWFOWJT40 |
f. The CUSIP | 83272GAF8 |
g. Maturity date | 2054-04-03 |
h. Coupon | 5.777000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $400,000.00 |
j. Value of collateral, to the nearest cent | $381,994.77 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTHERN CALIFORNIA EDISON COMPANY |
e. LEI | 9R1Z5I36FERIBVKW4P77 |
f. The CUSIP | 842400EB5 |
g. Maturity date | 2029-04-01 |
h. Coupon | 6.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $72,000.00 |
j. Value of collateral, to the nearest cent | $75,595.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PROSUS NV |
e. LEI | 635400Z5LQ5F9OLVT688 |
f. The CUSIP | BRWXB8ZJ4 |
g. Maturity date | 2027-01-19 |
h. Coupon | 3.257000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $300,000.00 |
j. Value of collateral, to the nearest cent | $295,161.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PROSUS NV |
e. LEI | 635400Z5LQ5F9OLVT688 |
f. The CUSIP | BRWXB8ZJ4 |
g. Maturity date | 2027-01-19 |
h. Coupon | 3.257000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $379,000.00 |
j. Value of collateral, to the nearest cent | $372,887.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BERMUDA |
e. LEI | 549300FP5PUZXX9FVJ40 |
f. The CUSIP | BRY4JTUA6 |
g. Maturity date | 2032-07-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $558,000.00 |
j. Value of collateral, to the nearest cent | $549,948.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BECTON DICKINSON AND COMPANY |
e. LEI | ICE2EP6D98PQUILVRZ91 |
f. The CUSIP | 075887BX6 |
g. Maturity date | 2047-06-06 |
h. Coupon | 4.669000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $853.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BECTON DICKINSON AND COMPANY |
e. LEI | ICE2EP6D98PQUILVRZ91 |
f. The CUSIP | 075887BX6 |
g. Maturity date | 2047-06-06 |
h. Coupon | 4.669000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $99,000.00 |
j. Value of collateral, to the nearest cent | $84,468.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BECTON DICKINSON AND COMPANY |
e. LEI | ICE2EP6D98PQUILVRZ91 |
f. The CUSIP | 075887CK3 |
g. Maturity date | 2050-05-20 |
h. Coupon | 3.794000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,322,000.00 |
j. Value of collateral, to the nearest cent | $3,096,989.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BECTON DICKINSON AND COMPANY |
e. LEI | ICE2EP6D98PQUILVRZ91 |
f. The CUSIP | 075887CR8 |
g. Maturity date | 2029-02-08 |
h. Coupon | 4.874000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $11,000.00 |
j. Value of collateral, to the nearest cent | $11,228.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BAXTER INTERNATIONAL INC. |
e. LEI | J5OIVXX3P24RJRW5CK77 |
f. The CUSIP | 071813CB3 |
g. Maturity date | 2031-04-01 |
h. Coupon | 1.730000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,525.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BAYER US FINANCE II LLC |
e. LEI | 529900XWNEXYNJ3X6T40 |
f. The CUSIP | 07274NAQ6 |
g. Maturity date | 2048-06-25 |
h. Coupon | 4.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $500,000.00 |
j. Value of collateral, to the nearest cent | $401,869.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PHILIPPINES (REPUBLIC OF) |
e. LEI | 529900RAHBALMYIJ3T08 |
f. The CUSIP | 718286CB1 |
g. Maturity date | 2042-02-02 |
h. Coupon | 3.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $418,000.00 |
j. Value of collateral, to the nearest cent | $330,323.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PLAINS ALL AMERICAN PIPELINE LP |
e. LEI | 5521FA2ITF25TVH63740 |
f. The CUSIP | 72650RBM3 |
g. Maturity date | 2029-12-15 |
h. Coupon | 3.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $41,000.00 |
j. Value of collateral, to the nearest cent | $39,408.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTHWEST AIRLINES CO |
e. LEI | UDTZ87G0STFETI6HGH41 |
f. The CUSIP | 844741BC1 |
g. Maturity date | 2026-11-15 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $310,000.00 |
j. Value of collateral, to the nearest cent | $302,243.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MPLX LP |
e. LEI | 5493000CZJ19CK4P3G36 |
f. The CUSIP | 55336VAM2 |
g. Maturity date | 2038-04-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $98,000.00 |
j. Value of collateral, to the nearest cent | $84,919.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MPLX LP |
e. LEI | 5493000CZJ19CK4P3G36 |
f. The CUSIP | 55336VAN0 |
g. Maturity date | 2048-04-15 |
h. Coupon | 4.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,784,000.00 |
j. Value of collateral, to the nearest cent | $1,412,919.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MPLX LP |
e. LEI | 5493000CZJ19CK4P3G36 |
f. The CUSIP | 55336VBW9 |
g. Maturity date | 2053-03-01 |
h. Coupon | 5.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $217,000.00 |
j. Value of collateral, to the nearest cent | $195,325.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MPLX LP |
e. LEI | 5493000CZJ19CK4P3G36 |
f. The CUSIP | 55336VBZ2 |
g. Maturity date | 2055-04-01 |
h. Coupon | 5.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $223,000.00 |
j. Value of collateral, to the nearest cent | $209,080.84 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HSBC HOLDINGS PLC |
e. LEI | MLU0ZO3ML4LN2LL2TL39 |
f. The CUSIP | 404280EL9 |
g. Maturity date | 2035-11-18 |
h. Coupon | 5.874000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $910,000.00 |
j. Value of collateral, to the nearest cent | $903,191.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HP INC |
e. LEI | WHKXQACZ14C5XRO8LW03 |
f. The CUSIP | 40434LAJ4 |
g. Maturity date | 2031-06-17 |
h. Coupon | 2.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $285,000.00 |
j. Value of collateral, to the nearest cent | $250,286.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HP INC |
e. LEI | WHKXQACZ14C5XRO8LW03 |
f. The CUSIP | 40434LAK1 |
g. Maturity date | 2029-04-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,000.00 |
j. Value of collateral, to the nearest cent | $9,738.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HP INC |
e. LEI | WHKXQACZ14C5XRO8LW03 |
f. The CUSIP | 40434LAN5 |
g. Maturity date | 2033-01-15 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $912,000.00 |
j. Value of collateral, to the nearest cent | $926,988.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HP INC |
e. LEI | WHKXQACZ14C5XRO8LW03 |
f. The CUSIP | 40434LAR6 |
g. Maturity date | 2030-04-25 |
h. Coupon | 5.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,200,000.00 |
j. Value of collateral, to the nearest cent | $1,221,624.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OLD REPUB INTL CORP |
e. LEI | 549300IV6O2YY2A1KH37 |
f. The CUSIP | 680223AM6 |
g. Maturity date | 2034-03-28 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $21,000.00 |
j. Value of collateral, to the nearest cent | $21,465.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MICRON TECHNOLOGY INC |
e. LEI | B3DXGBC8GAIYWI2Z0172 |
f. The CUSIP | 595112CB7 |
g. Maturity date | 2033-09-15 |
h. Coupon | 5.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,870,000.00 |
j. Value of collateral, to the nearest cent | $1,938,422.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DCP MIDSTREAM OPERATING LP |
e. LEI | 549300Y6CTBSE0QIPL28 |
f. The CUSIP | 23311VAK3 |
g. Maturity date | 2032-02-15 |
h. Coupon | 3.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $61,000.00 |
j. Value of collateral, to the nearest cent | $53,268.81 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DTE ENERGY COMPANY |
e. LEI | 549300IX8SD6XXD71I78 |
f. The CUSIP | 233331BC0 |
g. Maturity date | 2029-06-15 |
h. Coupon | 3.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $95,000.00 |
j. Value of collateral, to the nearest cent | $91,593.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HEWLETT PACKARD ENTERPRISE CO |
e. LEI | 549300BX44RGX6ANDV88 |
f. The CUSIP | 42824CAY5 |
g. Maturity date | 2045-10-15 |
h. Coupon | 6.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $201,465.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SYSTEM ENERGY RESOURCES INC. |
e. LEI | N/A |
f. The CUSIP | 871911AV5 |
g. Maturity date | 2034-12-15 |
h. Coupon | 5.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $2,006.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | T-MOBILE USA INC |
e. LEI | 549300V2JRLO5DIFGE82 |
f. The CUSIP | 87264AAV7 |
g. Maturity date | 2028-02-01 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $53,000.00 |
j. Value of collateral, to the nearest cent | $53,846.48 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | T-MOBILE USA INC |
e. LEI | 549300V2JRLO5DIFGE82 |
f. The CUSIP | 87264ABF1 |
g. Maturity date | 2030-04-15 |
h. Coupon | 3.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $58,000.00 |
j. Value of collateral, to the nearest cent | $56,140.74 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | T-MOBILE USA INC |
e. LEI | 549300V2JRLO5DIFGE82 |
f. The CUSIP | 87264ABS3 |
g. Maturity date | 2029-02-15 |
h. Coupon | 2.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $187,363.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | T-MOBILE USA INC |
e. LEI | 549300V2JRLO5DIFGE82 |
f. The CUSIP | 87264ABZ7 |
g. Maturity date | 2026-02-15 |
h. Coupon | 1.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $141,000.00 |
j. Value of collateral, to the nearest cent | $138,380.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | T-MOBILE USA INC |
e. LEI | 549300V2JRLO5DIFGE82 |
f. The CUSIP | 87264ACA1 |
g. Maturity date | 2028-02-15 |
h. Coupon | 2.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $310,000.00 |
j. Value of collateral, to the nearest cent | $293,129.54 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | T-MOBILE USA INC |
e. LEI | 549300V2JRLO5DIFGE82 |
f. The CUSIP | 87264ACZ6 |
g. Maturity date | 2028-03-15 |
h. Coupon | 4.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $72,000.00 |
j. Value of collateral, to the nearest cent | $73,754.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | T-MOBILE USA INC |
e. LEI | 549300V2JRLO5DIFGE82 |
f. The CUSIP | 87264ADD4 |
g. Maturity date | 2054-06-15 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $98,000.00 |
j. Value of collateral, to the nearest cent | $100,054.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | T-MOBILE USA INC |
e. LEI | 549300V2JRLO5DIFGE82 |
f. The CUSIP | 87264ADL6 |
g. Maturity date | 2029-10-01 |
h. Coupon | 4.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,973.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | T-MOBILE USA INC |
e. LEI | 549300V2JRLO5DIFGE82 |
f. The CUSIP | 87264ADM4 |
g. Maturity date | 2035-01-15 |
h. Coupon | 4.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $58,000.00 |
j. Value of collateral, to the nearest cent | $56,384.99 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | T-MOBILE USA INC |
e. LEI | 549300V2JRLO5DIFGE82 |
f. The CUSIP | 87264ADS1 |
g. Maturity date | 2032-05-15 |
h. Coupon | 5.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,470,000.00 |
j. Value of collateral, to the nearest cent | $1,483,796.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | T-MOBILE USA INC |
e. LEI | 549300V2JRLO5DIFGE82 |
f. The CUSIP | 87264ADT9 |
g. Maturity date | 2035-05-15 |
h. Coupon | 5.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $600,000.00 |
j. Value of collateral, to the nearest cent | $598,853.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | T-MOBILE USA INC |
e. LEI | 549300V2JRLO5DIFGE82 |
f. The CUSIP | 87264ADU6 |
g. Maturity date | 2055-11-15 |
h. Coupon | 5.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,011,000.00 |
j. Value of collateral, to the nearest cent | $3,928,685.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TAPESTRY INC |
e. LEI | 549300LJNVY5SW3VTN33 |
f. The CUSIP | 876030AK3 |
g. Maturity date | 2030-03-11 |
h. Coupon | 5.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $2,044.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TARGA RESOURCES CORP |
e. LEI | 5493003QENHHS261UR94 |
f. The CUSIP | 87612GAB7 |
g. Maturity date | 2052-04-15 |
h. Coupon | 4.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $720,000.00 |
j. Value of collateral, to the nearest cent | $578,863.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TARGA RESOURCES CORP |
e. LEI | 5493003QENHHS261UR94 |
f. The CUSIP | 87612GAD3 |
g. Maturity date | 2053-02-15 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,503,000.00 |
j. Value of collateral, to the nearest cent | $1,511,504.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TARGA RESOURCES CORP |
e. LEI | 5493003QENHHS261UR94 |
f. The CUSIP | 87612GAE1 |
g. Maturity date | 2029-03-01 |
h. Coupon | 6.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000.00 |
j. Value of collateral, to the nearest cent | $5,292.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AT&T INC |
e. LEI | 549300Z40J86GGSTL398 |
f. The CUSIP | 00206RBH4 |
g. Maturity date | 2042-12-15 |
h. Coupon | 4.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $22,000.00 |
j. Value of collateral, to the nearest cent | $18,617.90 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AT&T INC |
e. LEI | 549300Z40J86GGSTL398 |
f. The CUSIP | 00206RBH4 |
g. Maturity date | 2042-12-15 |
h. Coupon | 4.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $745,000.00 |
j. Value of collateral, to the nearest cent | $630,469.91 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AT&T INC |
e. LEI | 549300Z40J86GGSTL398 |
f. The CUSIP | 00206RBK7 |
g. Maturity date | 2045-06-15 |
h. Coupon | 4.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $827.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AT&T INC |
e. LEI | 549300Z40J86GGSTL398 |
f. The CUSIP | 00206RDR0 |
g. Maturity date | 2037-03-01 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,970.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AT&T INC |
e. LEI | 549300Z40J86GGSTL398 |
f. The CUSIP | 00206RJZ6 |
g. Maturity date | 2041-06-01 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $23,000.00 |
j. Value of collateral, to the nearest cent | $17,985.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AT&T INC |
e. LEI | 549300Z40J86GGSTL398 |
f. The CUSIP | 00206RKG6 |
g. Maturity date | 2028-02-01 |
h. Coupon | 1.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $95,000.00 |
j. Value of collateral, to the nearest cent | $88,879.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AT&T INC |
e. LEI | 549300Z40J86GGSTL398 |
f. The CUSIP | 00206RKH4 |
g. Maturity date | 2032-02-01 |
h. Coupon | 2.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $54,000.00 |
j. Value of collateral, to the nearest cent | $46,129.91 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AT&T INC |
e. LEI | 549300Z40J86GGSTL398 |
f. The CUSIP | 00206RKJ0 |
g. Maturity date | 2053-09-15 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $440,000.00 |
j. Value of collateral, to the nearest cent | $294,915.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AT&T INC |
e. LEI | 549300Z40J86GGSTL398 |
f. The CUSIP | 00206RLV2 |
g. Maturity date | 2059-09-15 |
h. Coupon | 3.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $160,000.00 |
j. Value of collateral, to the nearest cent | $106,119.07 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AT&T INC |
e. LEI | 549300Z40J86GGSTL398 |
f. The CUSIP | 00206RLV2 |
g. Maturity date | 2059-09-15 |
h. Coupon | 3.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $235,000.00 |
j. Value of collateral, to the nearest cent | $155,862.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AT&T INC |
e. LEI | 549300Z40J86GGSTL398 |
f. The CUSIP | 00206RMT6 |
g. Maturity date | 2034-02-15 |
h. Coupon | 5.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $229,000.00 |
j. Value of collateral, to the nearest cent | $235,347.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AKER BP ASA |
e. LEI | 549300NFTY73920OYK69 |
f. The CUSIP | 00973RAJ2 |
g. Maturity date | 2031-01-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $458,000.00 |
j. Value of collateral, to the nearest cent | $430,332.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AIR LEASE CORPORATION |
e. LEI | 5493004NW4M4P8TMMK63 |
f. The CUSIP | 00912XAV6 |
g. Maturity date | 2027-04-01 |
h. Coupon | 3.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,016,000.00 |
j. Value of collateral, to the nearest cent | $1,000,537.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALLEGION US HOLDING CO INC |
e. LEI | 5493002B66JX7J7SXI33 |
f. The CUSIP | 01748NAF1 |
g. Maturity date | 2034-05-29 |
h. Coupon | 5.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $190,000.00 |
j. Value of collateral, to the nearest cent | $191,008.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CENOVUS ENERGY INC |
e. LEI | 549300F4XPHJ7NOSP309 |
f. The CUSIP | 15135UAP4 |
g. Maturity date | 2037-06-15 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,026,000.00 |
j. Value of collateral, to the nearest cent | $1,921,078.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CARDINAL HEALTH INC |
e. LEI | CCU46N3GJMF4OK4N7U60 |
f. The CUSIP | 14149YBB3 |
g. Maturity date | 2044-11-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,068,000.00 |
j. Value of collateral, to the nearest cent | $864,914.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CARDINAL HEALTH INC |
e. LEI | CCU46N3GJMF4OK4N7U60 |
f. The CUSIP | 14149YBP2 |
g. Maturity date | 2034-02-15 |
h. Coupon | 5.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,000.00 |
j. Value of collateral, to the nearest cent | $10,223.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CARDINAL HEALTH INC |
e. LEI | CCU46N3GJMF4OK4N7U60 |
f. The CUSIP | 14149YBR8 |
g. Maturity date | 2029-11-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $4,049.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHENIERE ENERGY PARTNERS LP |
e. LEI | 5493005UEC8AZ34LDV29 |
f. The CUSIP | 16411QAQ4 |
g. Maturity date | 2033-06-30 |
h. Coupon | 5.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,300,000.00 |
j. Value of collateral, to the nearest cent | $2,405,527.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHENIERE CORPUS CHRISTI HOLDINGS LLC |
e. LEI | 549300I7CIEWU1BBLQ53 |
f. The CUSIP | 16412XAJ4 |
g. Maturity date | 2029-11-15 |
h. Coupon | 3.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $86,000.00 |
j. Value of collateral, to the nearest cent | $82,440.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WELLS FARGO & COMPANY |
e. LEI | PBLD0EJDB5FWOLXP3B76 |
f. The CUSIP | 929903AM4 |
g. Maturity date | 2035-08-01 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $201,972.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HUMANA INC |
e. LEI | 529900YLDW34GJAO4J06 |
f. The CUSIP | 444859BV3 |
g. Maturity date | 2033-03-01 |
h. Coupon | 5.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $4,111.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HUMANA INC |
e. LEI | 529900YLDW34GJAO4J06 |
f. The CUSIP | 444859CD2 |
g. Maturity date | 2035-05-01 |
h. Coupon | 5.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,987.35 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AON CORP |
e. LEI | LTS3U8DGK38SETRUWX71 |
f. The CUSIP | 037389BE2 |
g. Maturity date | 2030-05-15 |
h. Coupon | 2.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $28,000.00 |
j. Value of collateral, to the nearest cent | $25,649.87 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AON NORTH AMERICA INC |
e. LEI | N/A |
f. The CUSIP | 03740MAF7 |
g. Maturity date | 2054-03-01 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $997,000.00 |
j. Value of collateral, to the nearest cent | $968,251.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COTERRA ENERGY INC |
e. LEI | FCNMH6O7VWU7LHXMK351 |
f. The CUSIP | 127097AM5 |
g. Maturity date | 2035-02-15 |
h. Coupon | 5.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,988.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CAPITAL ONE FIN CORP |
e. LEI | ZUE8T73ROZOF6FLBAR73 |
f. The CUSIP | 14040HCZ6 |
g. Maturity date | 2029-06-08 |
h. Coupon | 6.312000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $2,141.77 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CAPITAL ONE FIN CORP |
e. LEI | ZUE8T73ROZOF6FLBAR73 |
f. The CUSIP | 14040HDH5 |
g. Maturity date | 2035-07-26 |
h. Coupon | 5.884000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $49,000.00 |
j. Value of collateral, to the nearest cent | $50,543.85 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TEXTRON INC |
e. LEI | 3PPKBHUG1HD6BO7RNR87 |
f. The CUSIP | 883203CE9 |
g. Maturity date | 2035-05-15 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,535,000.00 |
j. Value of collateral, to the nearest cent | $1,549,194.49 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KEURIG DR PEPPER INC |
e. LEI | DYTQ8KRTKO7Y2BVU5K74 |
f. The CUSIP | 26138EAY5 |
g. Maturity date | 2046-12-15 |
h. Coupon | 4.420000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $385,000.00 |
j. Value of collateral, to the nearest cent | $313,462.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DOLLAR TREE INC |
e. LEI | 549300PMSTQITB1WHR43 |
f. The CUSIP | 256746AJ7 |
g. Maturity date | 2031-12-01 |
h. Coupon | 2.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $51,000.00 |
j. Value of collateral, to the nearest cent | $44,650.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DOMINION ENERGY INC |
e. LEI | ILUL7B6Z54MRYCF6H308 |
f. The CUSIP | 25746UCE7 |
g. Maturity date | 2025-10-01 |
h. Coupon | 3.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $3,011.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DOMINION ENERGY INC |
e. LEI | ILUL7B6Z54MRYCF6H308 |
f. The CUSIP | 25746UDW6 |
g. Maturity date | 2030-06-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $101,821.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DOMINION ENERGY INC |
e. LEI | ILUL7B6Z54MRYCF6H308 |
f. The CUSIP | 25746UDY2 |
g. Maturity date | 2028-05-15 |
h. Coupon | 4.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $4,016.01 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DOMINION ENERGY INC |
e. LEI | ILUL7B6Z54MRYCF6H308 |
f. The CUSIP | 25746UDY2 |
g. Maturity date | 2028-05-15 |
h. Coupon | 4.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000,000.00 |
j. Value of collateral, to the nearest cent | $4,016,008.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DOW CHEMICAL CO |
e. LEI | ZQUIP1CSZO8LXRBSOU78 |
f. The CUSIP | 260543BJ1 |
g. Maturity date | 2029-11-01 |
h. Coupon | 7.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $432,000.00 |
j. Value of collateral, to the nearest cent | $477,572.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DOW CHEMICAL CO |
e. LEI | ZQUIP1CSZO8LXRBSOU78 |
f. The CUSIP | 260543DC4 |
g. Maturity date | 2030-11-15 |
h. Coupon | 2.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $43,000.00 |
j. Value of collateral, to the nearest cent | $37,182.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DOW CHEMICAL CO |
e. LEI | ZQUIP1CSZO8LXRBSOU78 |
f. The CUSIP | 260543DH3 |
g. Maturity date | 2053-05-15 |
h. Coupon | 6.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $3,136.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EVERSOURCE ENERGY |
e. LEI | SJ7XXD41SQU3ZNWUJ746 |
f. The CUSIP | 30040WAW8 |
g. Maturity date | 2029-02-01 |
h. Coupon | 5.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $37,000.00 |
j. Value of collateral, to the nearest cent | $39,133.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EXELON CORPORATION |
e. LEI | 3SOUA6IRML7435B56G12 |
f. The CUSIP | 30161NAN1 |
g. Maturity date | 2025-06-15 |
h. Coupon | 3.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $31,000.00 |
j. Value of collateral, to the nearest cent | $31,542.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EXELON CORPORATION |
e. LEI | 3SOUA6IRML7435B56G12 |
f. The CUSIP | 30161NAV3 |
g. Maturity date | 2046-04-15 |
h. Coupon | 4.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,427.34 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EXELON CORPORATION |
e. LEI | 3SOUA6IRML7435B56G12 |
f. The CUSIP | 30161NAV3 |
g. Maturity date | 2046-04-15 |
h. Coupon | 4.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $458,000.00 |
j. Value of collateral, to the nearest cent | $370,573.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EXELON CORPORATION |
e. LEI | 3SOUA6IRML7435B56G12 |
f. The CUSIP | 30161NBL4 |
g. Maturity date | 2053-03-15 |
h. Coupon | 5.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $97,000.00 |
j. Value of collateral, to the nearest cent | $91,515.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED ARAB EMIRATES (GOVERNMENT |
e. LEI | 98450060C643D82DF808 |
f. The CUSIP | 31424EAC6 |
g. Maturity date | 2041-10-19 |
h. Coupon | 2.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $797,000.00 |
j. Value of collateral, to the nearest cent | $582,259.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FEDEX CORP |
e. LEI | 549300E707U7WNPZN687 |
f. The CUSIP | 31428XCU8 |
g. Maturity date | 2046-04-01 |
h. Coupon | 4.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $95,000.00 |
j. Value of collateral, to the nearest cent | $75,224.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FEDEX CORP |
e. LEI | 549300E707U7WNPZN687 |
f. The CUSIP | 31428XCY0 |
g. Maturity date | 2050-05-15 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $86,187.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ROMANIA (REPUBLIC OF) |
e. LEI | 315700IASY927EDWBK92 |
f. The CUSIP | 77586RAV2 |
g. Maturity date | 2035-03-24 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,000.00 |
j. Value of collateral, to the nearest cent | $7,245.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ROPER TECHNOLOGIES INC |
e. LEI | 54930003T4SXCIWVXY35 |
f. The CUSIP | 776743AM8 |
g. Maturity date | 2025-09-15 |
h. Coupon | 1.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,285,000.00 |
j. Value of collateral, to the nearest cent | $1,273,799.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ROYAL CARIBBEAN CRUISES LTD |
e. LEI | K2NEH8QNVW44JIWK7Z55 |
f. The CUSIP | 780153AW2 |
g. Maturity date | 2028-03-15 |
h. Coupon | 3.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,046,000.00 |
j. Value of collateral, to the nearest cent | $1,984,657.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DEUTSCHE BANK AG (NEW YORK BRANC |
e. LEI | N/A |
f. The CUSIP | 251526CT4 |
g. Maturity date | 2034-02-10 |
h. Coupon | 7.079000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,300,000.00 |
j. Value of collateral, to the nearest cent | $1,392,014.36 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DEUTSCHE BANK AG (NEW YORK BRANC |
e. LEI | N/A |
f. The CUSIP | 251526CT4 |
g. Maturity date | 2034-02-10 |
h. Coupon | 7.079000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,952,000.00 |
j. Value of collateral, to the nearest cent | $4,231,723.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DEVON ENERGY CORPORATION |
e. LEI | 54930042348RKR3ZPN35 |
f. The CUSIP | 25179MAN3 |
g. Maturity date | 2042-05-15 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $132,000.00 |
j. Value of collateral, to the nearest cent | $106,760.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DIAMONDBACK ENERGY INC |
e. LEI | 549300R22LSX6OHWEN64 |
f. The CUSIP | 25278XAN9 |
g. Maturity date | 2029-12-01 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $917,000.00 |
j. Value of collateral, to the nearest cent | $881,688.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DICKS SPORTING GOODS INC. |
e. LEI | 529900SSBV5I4LWSK313 |
f. The CUSIP | 253393AG7 |
g. Maturity date | 2052-01-15 |
h. Coupon | 4.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $135,000.00 |
j. Value of collateral, to the nearest cent | $94,867.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | Digital Rlty |
e. LEI | CD4SPTZ3YBTHY0C1AH38 |
f. The CUSIP | 25389JAV8 |
g. Maturity date | 2028-01-15 |
h. Coupon | 5.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $287,000.00 |
j. Value of collateral, to the nearest cent | $299,493.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DELL INTERNATIONAL LLC |
e. LEI | 254900ZARLSVK41DKO78 |
f. The CUSIP | 24703DBF7 |
g. Maturity date | 2041-12-15 |
h. Coupon | 3.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,000.00 |
j. Value of collateral, to the nearest cent | $7,404.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DELL INTERNATIONAL LLC |
e. LEI | 254900ZARLSVK41DKO78 |
f. The CUSIP | 24703DBL4 |
g. Maturity date | 2033-02-01 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $36,000.00 |
j. Value of collateral, to the nearest cent | $37,918.69 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DELL INTERNATIONAL LLC |
e. LEI | 254900ZARLSVK41DKO78 |
f. The CUSIP | 24703DBN0 |
g. Maturity date | 2034-04-15 |
h. Coupon | 5.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $534,000.00 |
j. Value of collateral, to the nearest cent | $537,465.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DELL INTERNATIONAL LLC |
e. LEI | 254900ZARLSVK41DKO78 |
f. The CUSIP | 24703TAG1 |
g. Maturity date | 2029-10-01 |
h. Coupon | 5.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $549,000.00 |
j. Value of collateral, to the nearest cent | $564,133.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DELL INTERNATIONAL LLC |
e. LEI | 254900ZARLSVK41DKO78 |
f. The CUSIP | 24703TAJ5 |
g. Maturity date | 2036-07-15 |
h. Coupon | 8.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $29,000.00 |
j. Value of collateral, to the nearest cent | $35,097.69 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DELL INTERNATIONAL LLC |
e. LEI | 254900ZARLSVK41DKO78 |
f. The CUSIP | 24703TAP1 |
g. Maturity date | 2035-04-01 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $291,000.00 |
j. Value of collateral, to the nearest cent | $289,799.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DARDEN RESTAURANTS INC |
e. LEI | CY1NFSCCB5GUXC7WZC70 |
f. The CUSIP | 237194AN5 |
g. Maturity date | 2033-10-10 |
h. Coupon | 6.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $722,000.00 |
j. Value of collateral, to the nearest cent | $769,485.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MOSAIC CO/THE |
e. LEI | 2YD5STGSJNMUB7H76907 |
f. The CUSIP | 61945CAD5 |
g. Maturity date | 2033-11-15 |
h. Coupon | 5.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $199,814.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MOTOROLA SOLUTIONS INC |
e. LEI | 6S552MUG6KGJVEBSEC55 |
f. The CUSIP | 620076BN8 |
g. Maturity date | 2029-05-23 |
h. Coupon | 4.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $3,990.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MOTOROLA SOLUTIONS INC |
e. LEI | 6S552MUG6KGJVEBSEC55 |
f. The CUSIP | 620076BU2 |
g. Maturity date | 2031-05-24 |
h. Coupon | 2.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $358,000.00 |
j. Value of collateral, to the nearest cent | $316,807.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NASDAQ INC |
e. LEI | 549300L8X1Q78ERXFD06 |
f. The CUSIP | 631103AM0 |
g. Maturity date | 2052-03-07 |
h. Coupon | 3.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,333,000.00 |
j. Value of collateral, to the nearest cent | $973,032.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NASDAQ INC |
e. LEI | 549300L8X1Q78ERXFD06 |
f. The CUSIP | 63111XAJ0 |
g. Maturity date | 2034-02-15 |
h. Coupon | 5.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $44,000.00 |
j. Value of collateral, to the nearest cent | $45,751.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FOUNDRY JV HOLDCO LLC |
e. LEI | 21380048QROAMGM6EP30 |
f. The CUSIP | 350930AJ2 |
g. Maturity date | 2037-01-25 |
h. Coupon | 6.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $366,000.00 |
j. Value of collateral, to the nearest cent | $380,234.15 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FOX CORP |
e. LEI | 549300DDU6FDRBIELS05 |
f. The CUSIP | 35137LAH8 |
g. Maturity date | 2029-01-25 |
h. Coupon | 4.709000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $13,000.00 |
j. Value of collateral, to the nearest cent | $13,234.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FOX CORP |
e. LEI | 549300DDU6FDRBIELS05 |
f. The CUSIP | 35137LAL9 |
g. Maturity date | 2030-04-08 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $3,803.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FIDELITY NATIONAL FINANCIAL INC |
e. LEI | 549300CAZYIH39SYQ287 |
f. The CUSIP | 31620RAK1 |
g. Maturity date | 2031-03-15 |
h. Coupon | 2.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $125,000.00 |
j. Value of collateral, to the nearest cent | $107,070.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FIRSTENERGY TRANSMISSION LLC |
e. LEI | 549300AINIIPOLYX2R63 |
f. The CUSIP | 33767BAG4 |
g. Maturity date | 2030-01-15 |
h. Coupon | 4.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,000.00 |
j. Value of collateral, to the nearest cent | $10,060.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FISERV INC |
e. LEI | GI7UBEJLXYLGR2C7GV83 |
f. The CUSIP | 337738AV0 |
g. Maturity date | 2049-07-01 |
h. Coupon | 4.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $650,000.00 |
j. Value of collateral, to the nearest cent | $521,710.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FISERV INC |
e. LEI | GI7UBEJLXYLGR2C7GV83 |
f. The CUSIP | 337738BE7 |
g. Maturity date | 2033-03-02 |
h. Coupon | 5.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $166,000.00 |
j. Value of collateral, to the nearest cent | $171,218.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FISERV INC |
e. LEI | GI7UBEJLXYLGR2C7GV83 |
f. The CUSIP | 337738BH0 |
g. Maturity date | 2033-08-21 |
h. Coupon | 5.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,358,000.00 |
j. Value of collateral, to the nearest cent | $4,502,810.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FISERV INC |
e. LEI | GI7UBEJLXYLGR2C7GV83 |
f. The CUSIP | 337738BM9 |
g. Maturity date | 2030-03-15 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $168,000.00 |
j. Value of collateral, to the nearest cent | $168,926.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ELECTRICITE DE FRANCE SA |
e. LEI | 549300X3UK4GG3FNMO06 |
f. The CUSIP | BRS7QR0L1 |
g. Maturity date | 2039-01-26 |
h. Coupon | 6.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $3,344.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | Newcastle Coal |
e. LEI | 549300YAJ8XYYGW2TZ32 |
f. The CUSIP | BRTCUFZN8 |
g. Maturity date | 2027-09-29 |
h. Coupon | 4.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $157,000.00 |
j. Value of collateral, to the nearest cent | $150,470.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | Newcastle Coal |
e. LEI | 549300YAJ8XYYGW2TZ32 |
f. The CUSIP | BRTCUFZN8 |
g. Maturity date | 2027-09-29 |
h. Coupon | 4.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $387,000.00 |
j. Value of collateral, to the nearest cent | $370,905.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENEL FINANCE INTERNATIONAL NV |
e. LEI | 0YQH6LCEF474UTUV4B96 |
f. The CUSIP | BRTD1V233 |
g. Maturity date | 2028-04-06 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $400,000.00 |
j. Value of collateral, to the nearest cent | $389,556.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CORPORACION NACIONAL DEL COBRE DE CHILE |
e. LEI | 549300UVMBCBCIPSUI70 |
f. The CUSIP | BRW0REJN5 |
g. Maturity date | 2030-01-14 |
h. Coupon | 3.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $450,000.00 |
j. Value of collateral, to the nearest cent | $417,496.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AKER BP ASA |
e. LEI | 549300NFTY73920OYK69 |
f. The CUSIP | BRW8QBCM4 |
g. Maturity date | 2031-01-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,937,000.00 |
j. Value of collateral, to the nearest cent | $2,759,575.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TRANSCANADA PIPELINES LTD |
e. LEI | 5BV01I6231JPDAPMGH09 |
f. The CUSIP | 8935268Z9 |
g. Maturity date | 2039-01-15 |
h. Coupon | 7.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $29,000.00 |
j. Value of collateral, to the nearest cent | $33,928.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TRANSCANADA PIPELINES LTD |
e. LEI | 5BV01I6231JPDAPMGH09 |
f. The CUSIP | 89352HBC2 |
g. Maturity date | 2031-10-12 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000.00 |
j. Value of collateral, to the nearest cent | $42,761.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALLSTATE CORP |
e. LEI | OBT0W1ED8G0NWVOLOJ77 |
f. The CUSIP | 020002BC4 |
g. Maturity date | 2046-12-15 |
h. Coupon | 4.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $212,000.00 |
j. Value of collateral, to the nearest cent | $171,703.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALLSTATE CORP |
e. LEI | OBT0W1ED8G0NWVOLOJ77 |
f. The CUSIP | 020002BG5 |
g. Maturity date | 2049-08-10 |
h. Coupon | 3.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $23,000.00 |
j. Value of collateral, to the nearest cent | $17,195.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TRACTOR SUPPLY CO |
e. LEI | 549300OJ9VZHZRO6I137 |
f. The CUSIP | 892356AB2 |
g. Maturity date | 2033-05-15 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $99,984.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMISION FEDERAL DE ELECTRICIDAD |
e. LEI | 4469000001BFPONMPF32 |
f. The CUSIP | 200447AP5 |
g. Maturity date | 2035-01-24 |
h. Coupon | 6.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $197,069.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ELECTRICITE DE FRANCE SA |
e. LEI | 549300X3UK4GG3FNMO06 |
f. The CUSIP | 28504DAB9 |
g. Maturity date | 2028-05-23 |
h. Coupon | 5.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $600,000.00 |
j. Value of collateral, to the nearest cent | $616,295.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KRAFT HEINZ FOODS CO |
e. LEI | 5493003STKEZ2S0RNU91 |
f. The CUSIP | 50076QAR7 |
g. Maturity date | 2039-01-26 |
h. Coupon | 6.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $125,000.00 |
j. Value of collateral, to the nearest cent | $137,801.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KRAFT HEINZ FOODS CO |
e. LEI | 5493003STKEZ2S0RNU91 |
f. The CUSIP | 50077LAL0 |
g. Maturity date | 2035-07-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,059,000.00 |
j. Value of collateral, to the nearest cent | $1,046,874.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KRAFT HEINZ FOODS CO |
e. LEI | 5493003STKEZ2S0RNU91 |
f. The CUSIP | 50077LBM7 |
g. Maturity date | 2032-03-15 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,927,000.00 |
j. Value of collateral, to the nearest cent | $1,955,022.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KRAFT HEINZ FOODS CO |
e. LEI | 5493003STKEZ2S0RNU91 |
f. The CUSIP | 50077LBN5 |
g. Maturity date | 2035-03-15 |
h. Coupon | 5.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $4,007.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KROGER CO |
e. LEI | 6CPEOKI6OYJ13Q6O7870 |
f. The CUSIP | 501044DG3 |
g. Maturity date | 2047-02-01 |
h. Coupon | 4.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $285,000.00 |
j. Value of collateral, to the nearest cent | $234,204.37 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KROGER CO |
e. LEI | 6CPEOKI6OYJ13Q6O7870 |
f. The CUSIP | 501044DW8 |
g. Maturity date | 2054-09-15 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $93,626.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KEURIG DR PEPPER INC |
e. LEI | DYTQ8KRTKO7Y2BVU5K74 |
f. The CUSIP | 49271VAU4 |
g. Maturity date | 2031-03-15 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $4,114.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KINDER MORGAN ENERGY PARTNERS LP |
e. LEI | 549300PDHUGWPWGOT525 |
f. The CUSIP | 494550AV8 |
g. Maturity date | 2037-02-01 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,094,000.00 |
j. Value of collateral, to the nearest cent | $4,337,003.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KINDER MORGAN INC |
e. LEI | 549300WR7IX8XE0TBO16 |
f. The CUSIP | 49456BAQ4 |
g. Maturity date | 2048-03-01 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $25,000.00 |
j. Value of collateral, to the nearest cent | $22,004.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP |
e. LEI | 06BTX5UWZD0GQ5N5Y745 |
f. The CUSIP | 960386AR1 |
g. Maturity date | 2034-03-11 |
h. Coupon | 5.611000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $320,000.00 |
j. Value of collateral, to the nearest cent | $329,581.77 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WEYERHAEUSER COMPANY |
e. LEI | 08IRJODWFYBI7QWRGS31 |
f. The CUSIP | 962166BY9 |
g. Maturity date | 2030-04-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,000.00 |
j. Value of collateral, to the nearest cent | $6,805.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WILLIAMS COMPANIES INC |
e. LEI | D71FAKCBLFS2O0RBPG08 |
f. The CUSIP | 969457CL2 |
g. Maturity date | 2029-11-15 |
h. Coupon | 4.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $2,011.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WILLIAMS COMPANIES INC |
e. LEI | D71FAKCBLFS2O0RBPG08 |
f. The CUSIP | 969457CN8 |
g. Maturity date | 2054-11-15 |
h. Coupon | 5.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,521,000.00 |
j. Value of collateral, to the nearest cent | $1,446,633.24 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WILLIAMS COMPANIES INC |
e. LEI | D71FAKCBLFS2O0RBPG08 |
f. The CUSIP | 969457CP3 |
g. Maturity date | 2035-03-15 |
h. Coupon | 5.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $2,057.49 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WILLIAMS COMPANIES INC |
e. LEI | D71FAKCBLFS2O0RBPG08 |
f. The CUSIP | 96949LAC9 |
g. Maturity date | 2045-09-15 |
h. Coupon | 5.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $88,440.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | YARA INTERNATIONAL ASA |
e. LEI | 213800WKOUWXWFJ5Z514 |
f. The CUSIP | 984851AH8 |
g. Maturity date | 2032-11-14 |
h. Coupon | 7.378000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $588,000.00 |
j. Value of collateral, to the nearest cent | $643,830.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ZIONS BANCORPORATION NATIONAL ASSOCIATION |
e. LEI | 8WH0EE09O9V05QJZ3V89 |
f. The CUSIP | 98971DAC4 |
g. Maturity date | 2035-11-19 |
h. Coupon | 6.816000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $500,000.00 |
j. Value of collateral, to the nearest cent | $505,711.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP INC |
e. LEI | 6SHGI4ZSSLCXXQSBB395 |
f. The CUSIP | 17327CAR4 |
g. Maturity date | 2034-05-25 |
h. Coupon | 6.174000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $20,000.00 |
j. Value of collateral, to the nearest cent | $20,464.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP INC |
e. LEI | 6SHGI4ZSSLCXXQSBB395 |
f. The CUSIP | 17327CAU7 |
g. Maturity date | 2039-09-19 |
h. Coupon | 5.411000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $81,000.00 |
j. Value of collateral, to the nearest cent | $77,896.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BIOGEN INC |
e. LEI | W8J5WZB5IY3K0NDQT671 |
f. The CUSIP | 09062XAD5 |
g. Maturity date | 2045-09-15 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $30,000.00 |
j. Value of collateral, to the nearest cent | $26,596.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BIOGEN INC |
e. LEI | W8J5WZB5IY3K0NDQT671 |
f. The CUSIP | 09062XAD5 |
g. Maturity date | 2045-09-15 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $125,000.00 |
j. Value of collateral, to the nearest cent | $110,816.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BIOGEN INC |
e. LEI | W8J5WZB5IY3K0NDQT671 |
f. The CUSIP | 09062XAL7 |
g. Maturity date | 2035-05-15 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $155,000.00 |
j. Value of collateral, to the nearest cent | $156,192.73 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BIOGEN INC |
e. LEI | W8J5WZB5IY3K0NDQT671 |
f. The CUSIP | 09062XAL7 |
g. Maturity date | 2035-05-15 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,900,000.00 |
j. Value of collateral, to the nearest cent | $1,914,620.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BIOGEN INC |
e. LEI | W8J5WZB5IY3K0NDQT671 |
f. The CUSIP | 09062XAM5 |
g. Maturity date | 2055-05-15 |
h. Coupon | 6.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,047,000.00 |
j. Value of collateral, to the nearest cent | $2,055,689.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BLACK HILLS CORP |
e. LEI | 3MGELCRSTNSAMJ962671 |
f. The CUSIP | 092113AR0 |
g. Maturity date | 2029-10-15 |
h. Coupon | 3.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,837,000.00 |
j. Value of collateral, to the nearest cent | $1,710,765.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BLACK HILLS CORP |
e. LEI | 3MGELCRSTNSAMJ962671 |
f. The CUSIP | 092113AW9 |
g. Maturity date | 2034-05-15 |
h. Coupon | 6.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $62,000.00 |
j. Value of collateral, to the nearest cent | $64,018.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COREBRIDGE FINANCIAL INC |
e. LEI | 549300XY1661QCIA7J65 |
f. The CUSIP | 21871XAR0 |
g. Maturity date | 2033-09-15 |
h. Coupon | 6.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $213,000.00 |
j. Value of collateral, to the nearest cent | $222,965.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COUSINS PROPERTIES LP |
e. LEI | 254900ZQIHJ5FQH4C329 |
f. The CUSIP | 222793AB7 |
g. Maturity date | 2032-02-15 |
h. Coupon | 5.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $98,000.00 |
j. Value of collateral, to the nearest cent | $99,587.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP INC |
e. LEI | 6SHGI4ZSSLCXXQSBB395 |
f. The CUSIP | 172967BL4 |
g. Maturity date | 2032-06-15 |
h. Coupon | 6.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $110,419.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP INC |
e. LEI | 6SHGI4ZSSLCXXQSBB395 |
f. The CUSIP | 172967HA2 |
g. Maturity date | 2043-09-13 |
h. Coupon | 6.675000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $19,000.00 |
j. Value of collateral, to the nearest cent | $20,374.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP INC |
e. LEI | 6SHGI4ZSSLCXXQSBB395 |
f. The CUSIP | 172967KA8 |
g. Maturity date | 2027-09-29 |
h. Coupon | 4.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $12,000.00 |
j. Value of collateral, to the nearest cent | $12,028.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP INC |
e. LEI | 6SHGI4ZSSLCXXQSBB395 |
f. The CUSIP | 172967KR1 |
g. Maturity date | 2046-05-18 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $52,000.00 |
j. Value of collateral, to the nearest cent | $43,245.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP INC |
e. LEI | 6SHGI4ZSSLCXXQSBB395 |
f. The CUSIP | 172967KU4 |
g. Maturity date | 2028-07-25 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $89,000.00 |
j. Value of collateral, to the nearest cent | $88,913.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP INC |
e. LEI | 6SHGI4ZSSLCXXQSBB395 |
f. The CUSIP | 172967PG0 |
g. Maturity date | 2035-02-13 |
h. Coupon | 5.827000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $52,000.00 |
j. Value of collateral, to the nearest cent | $52,751.36 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIGROUP INC |
e. LEI | 6SHGI4ZSSLCXXQSBB395 |
f. The CUSIP | 172967PU9 |
g. Maturity date | 2036-01-24 |
h. Coupon | 6.020000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,929,000.00 |
j. Value of collateral, to the nearest cent | $3,002,107.84 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KITE REALTY GROUP LP |
e. LEI | 549300X6R2GYI8Y3OD81 |
f. The CUSIP | 49803XAF0 |
g. Maturity date | 2031-12-15 |
h. Coupon | 4.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000,000.00 |
j. Value of collateral, to the nearest cent | $2,015,955.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COX COMMUNICATIONS INC |
e. LEI | 5493001NEDZNIFRP2R92 |
f. The CUSIP | 224044BY2 |
g. Maturity date | 2042-12-15 |
h. Coupon | 4.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $30,000.00 |
j. Value of collateral, to the nearest cent | $24,211.85 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COX COMMUNICATIONS INC |
e. LEI | 5493001NEDZNIFRP2R92 |
f. The CUSIP | 224044CS4 |
g. Maturity date | 2033-06-15 |
h. Coupon | 5.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $998,000.00 |
j. Value of collateral, to the nearest cent | $1,017,515.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JANUS HENDERSON US (HOLDINGS) INC |
e. LEI | 8T2ZO87FU1KVPZIG9I59 |
f. The CUSIP | 47103MAB4 |
g. Maturity date | 2034-09-10 |
h. Coupon | 5.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $310,000.00 |
j. Value of collateral, to the nearest cent | $302,402.24 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JEFFERIES FINANCIAL GROUP INC |
e. LEI | 549300HOF34RGOJ5YL07 |
f. The CUSIP | 47233WEJ4 |
g. Maturity date | 2034-04-14 |
h. Coupon | 6.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $87,000.00 |
j. Value of collateral, to the nearest cent | $89,161.27 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO |
e. LEI | 8I5DZWZKVSZI1NUHU748 |
f. The CUSIP | 48128AAJ2 |
g. Maturity date | 2079-12-31 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $310,000.00 |
j. Value of collateral, to the nearest cent | $317,784.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ARTHUR J GALLAGHER & CO |
e. LEI | 54930049QLLMPART6V29 |
f. The CUSIP | 04316JAN9 |
g. Maturity date | 2035-02-15 |
h. Coupon | 5.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $57,000.00 |
j. Value of collateral, to the nearest cent | $57,277.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AUTOZONE INC |
e. LEI | GA3JGKJ41LJKXDN23E90 |
f. The CUSIP | 053332BK7 |
g. Maturity date | 2034-07-15 |
h. Coupon | 5.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,098,000.00 |
j. Value of collateral, to the nearest cent | $1,128,458.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANCO SANTANDER SA |
e. LEI | 5493006QMFDDMYWIAM13 |
f. The CUSIP | 05964HAV7 |
g. Maturity date | 2033-08-08 |
h. Coupon | 6.921000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $217,028.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANCO SANTANDER SA |
e. LEI | 5493006QMFDDMYWIAM13 |
f. The CUSIP | 05964HBD6 |
g. Maturity date | 2034-03-14 |
h. Coupon | 6.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $208,905.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANCO SANTANDER SA |
e. LEI | 5493006QMFDDMYWIAM13 |
f. The CUSIP | 05964HBD6 |
g. Maturity date | 2034-03-14 |
h. Coupon | 6.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,800,000.00 |
j. Value of collateral, to the nearest cent | $1,880,146.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NEXTERA ENERGY CAPITAL HOLDINGS INC |
e. LEI | UMI46YPGBLUE4VGNNT48 |
f. The CUSIP | 65339KBK5 |
g. Maturity date | 2079-05-01 |
h. Coupon | 5.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $80,000.00 |
j. Value of collateral, to the nearest cent | $78,435.31 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VALERO ENERGY CORP |
e. LEI | 549300XTO5VR8SKV1V74 |
f. The CUSIP | 91913YAL4 |
g. Maturity date | 2037-06-15 |
h. Coupon | 6.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,000.00 |
j. Value of collateral, to the nearest cent | $8,616.68 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INGERSOLL RAND INC |
e. LEI | 5299004C02FMZCUOIR50 |
f. The CUSIP | 45687VAD8 |
g. Maturity date | 2029-06-15 |
h. Coupon | 5.176000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $3,125.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INGERSOLL RAND INC |
e. LEI | 5299004C02FMZCUOIR50 |
f. The CUSIP | 45687VAE6 |
g. Maturity date | 2031-06-15 |
h. Coupon | 5.314000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $80,000.00 |
j. Value of collateral, to the nearest cent | $83,700.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INGERSOLL RAND INC |
e. LEI | 5299004C02FMZCUOIR50 |
f. The CUSIP | 45687VAG1 |
g. Maturity date | 2054-06-15 |
h. Coupon | 5.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $60,000.00 |
j. Value of collateral, to the nearest cent | $59,351.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INGREDION INC |
e. LEI | PKSTQ48QDN0XSVS7YK88 |
f. The CUSIP | 457187AD4 |
g. Maturity date | 2050-06-01 |
h. Coupon | 3.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $890,000.00 |
j. Value of collateral, to the nearest cent | $655,771.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTEL CORP |
e. LEI | KNX4USFCNGPY45LOCE31 |
f. The CUSIP | 458140AP5 |
g. Maturity date | 2042-12-15 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,358,000.00 |
j. Value of collateral, to the nearest cent | $1,861,025.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTEL CORP |
e. LEI | KNX4USFCNGPY45LOCE31 |
f. The CUSIP | 458140AV2 |
g. Maturity date | 2046-05-19 |
h. Coupon | 4.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $336,000.00 |
j. Value of collateral, to the nearest cent | $242,465.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTEL CORP |
e. LEI | KNX4USFCNGPY45LOCE31 |
f. The CUSIP | 458140BR0 |
g. Maturity date | 2030-03-25 |
h. Coupon | 3.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $420,000.00 |
j. Value of collateral, to the nearest cent | $404,317.90 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTEL CORP |
e. LEI | KNX4USFCNGPY45LOCE31 |
f. The CUSIP | 458140BX7 |
g. Maturity date | 2061-08-12 |
h. Coupon | 3.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $985,000.00 |
j. Value of collateral, to the nearest cent | $548,704.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTEL CORP |
e. LEI | KNX4USFCNGPY45LOCE31 |
f. The CUSIP | 458140CC2 |
g. Maturity date | 2062-08-05 |
h. Coupon | 5.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,995,000.00 |
j. Value of collateral, to the nearest cent | $3,990,764.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTEL CORP |
e. LEI | KNX4USFCNGPY45LOCE31 |
f. The CUSIP | 458140CJ7 |
g. Maturity date | 2053-02-10 |
h. Coupon | 5.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,000.00 |
j. Value of collateral, to the nearest cent | $6,424.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTEL CORP |
e. LEI | KNX4USFCNGPY45LOCE31 |
f. The CUSIP | 458140CK4 |
g. Maturity date | 2063-02-10 |
h. Coupon | 5.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,763.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTL PAPER CO |
e. LEI | 824LMFJDH41EY779Q875 |
f. The CUSIP | 460146CF8 |
g. Maturity date | 2039-11-15 |
h. Coupon | 7.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $272,000.00 |
j. Value of collateral, to the nearest cent | $304,164.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INTL PAPER CO |
e. LEI | 824LMFJDH41EY779Q875 |
f. The CUSIP | 460146CF8 |
g. Maturity date | 2039-11-15 |
h. Coupon | 7.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,994,000.00 |
j. Value of collateral, to the nearest cent | $4,466,297.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF AMERICA CORP |
e. LEI | 9DJT3UXIJIZJI4WXO774 |
f. The CUSIP | 06055HAB9 |
g. Maturity date | 2079-12-31 |
h. Coupon | 6.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $11,647,000.00 |
j. Value of collateral, to the nearest cent | $11,799,512.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF AMERICA CORP |
e. LEI | 9DJT3UXIJIZJI4WXO774 |
f. The CUSIP | 06055HAH6 |
g. Maturity date | 2079-12-31 |
h. Coupon | 6.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,451,000.00 |
j. Value of collateral, to the nearest cent | $10,665,191.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PROGRESS ENERGY INC |
e. LEI | 549300FBMTW0JYWMNB26 |
f. The CUSIP | 743263AP0 |
g. Maturity date | 2039-12-01 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $248,000.00 |
j. Value of collateral, to the nearest cent | $260,331.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PRUDENTIAL FINANCIAL INC |
e. LEI | 5PRBRS5FEH7NREC8OR45 |
f. The CUSIP | 744320BJ0 |
g. Maturity date | 2052-03-01 |
h. Coupon | 5.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,919.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PRUDENTIAL FINANCIAL INC |
e. LEI | 5PRBRS5FEH7NREC8OR45 |
f. The CUSIP | 744320BK7 |
g. Maturity date | 2052-09-01 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $158,000.00 |
j. Value of collateral, to the nearest cent | $160,204.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PRUDENTIAL FINANCIAL INC |
e. LEI | 5PRBRS5FEH7NREC8OR45 |
f. The CUSIP | 744320BK7 |
g. Maturity date | 2052-09-01 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $199,000.00 |
j. Value of collateral, to the nearest cent | $201,776.71 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EVERSOURCE ENERGY |
e. LEI | SJ7XXD41SQU3ZNWUJ746 |
f. The CUSIP | 30040WAH1 |
g. Maturity date | 2050-01-15 |
h. Coupon | 3.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $68,697.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ARTHUR J GALLAGHER & CO |
e. LEI | 54930049QLLMPART6V29 |
f. The CUSIP | 363576AB5 |
g. Maturity date | 2051-05-20 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,900,000.00 |
j. Value of collateral, to the nearest cent | $1,280,889.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VODAFONE GROUP PLC |
e. LEI | 213800TB53ELEUKM7Q61 |
f. The CUSIP | 92857WBL3 |
g. Maturity date | 2038-05-30 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $94,252.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VODAFONE GROUP PLC |
e. LEI | 213800TB53ELEUKM7Q61 |
f. The CUSIP | 92857WBM1 |
g. Maturity date | 2048-05-30 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $898.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VODAFONE GROUP PLC |
e. LEI | 213800TB53ELEUKM7Q61 |
f. The CUSIP | 92857WBS8 |
g. Maturity date | 2049-06-19 |
h. Coupon | 4.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $40,000.00 |
j. Value of collateral, to the nearest cent | $34,365.68 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VODAFONE GROUP PLC |
e. LEI | 213800TB53ELEUKM7Q61 |
f. The CUSIP | 92857WBS8 |
g. Maturity date | 2049-06-19 |
h. Coupon | 4.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $731,000.00 |
j. Value of collateral, to the nearest cent | $628,032.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VODAFONE GROUP PLC |
e. LEI | 213800TB53ELEUKM7Q61 |
f. The CUSIP | 92857WCB4 |
g. Maturity date | 2064-06-28 |
h. Coupon | 5.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $958.31 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VODAFONE GROUP PLC |
e. LEI | 213800TB53ELEUKM7Q61 |
f. The CUSIP | 92857WCB4 |
g. Maturity date | 2064-06-28 |
h. Coupon | 5.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $452,000.00 |
j. Value of collateral, to the nearest cent | $433,154.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VULCAN MATERIALS COMPANY |
e. LEI | 549300Q8LSNHAVWBNI21 |
f. The CUSIP | 929160AV1 |
g. Maturity date | 2047-06-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $3,378.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENTERGY CORP |
e. LEI | 4XM3TW50JULSLG8BNC79 |
f. The CUSIP | 29364GAQ6 |
g. Maturity date | 2054-12-01 |
h. Coupon | 7.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $997,000.00 |
j. Value of collateral, to the nearest cent | $1,056,228.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EQUINIX EUROPE 2 FINANCING CORPORATION LLC |
e. LEI | 254900FSZR46BPMCKI50 |
f. The CUSIP | 29390XAA2 |
g. Maturity date | 2034-06-15 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $378,000.00 |
j. Value of collateral, to the nearest cent | $392,423.85 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EQUINIX EUROPE 2 FINANCING CORPORATION LLC |
e. LEI | 254900FSZR46BPMCKI50 |
f. The CUSIP | 29390XAA2 |
g. Maturity date | 2034-06-15 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $910,000.00 |
j. Value of collateral, to the nearest cent | $944,724.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LEAR CORP |
e. LEI | 549300UPNBTXA1SYTQ33 |
f. The CUSIP | 521865AY1 |
g. Maturity date | 2027-09-15 |
h. Coupon | 3.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $30,000.00 |
j. Value of collateral, to the nearest cent | $29,569.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LEAR CORP |
e. LEI | 549300UPNBTXA1SYTQ33 |
f. The CUSIP | 521865AZ8 |
g. Maturity date | 2049-05-15 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $818,000.00 |
j. Value of collateral, to the nearest cent | $677,997.26 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LEIDOS INC |
e. LEI | 5493006I78VIN6J1BQ95 |
f. The CUSIP | 52532XAF2 |
g. Maturity date | 2030-05-15 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,238,000.00 |
j. Value of collateral, to the nearest cent | $1,206,050.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANCO SANTANDER SA |
e. LEI | 5493006QMFDDMYWIAM13 |
f. The CUSIP | 05971KAA7 |
g. Maturity date | 2025-11-19 |
h. Coupon | 5.179000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $600,000.00 |
j. Value of collateral, to the nearest cent | $601,687.48 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANCO SANTANDER SA |
e. LEI | 5493006QMFDDMYWIAM13 |
f. The CUSIP | 05971KAG4 |
g. Maturity date | 2030-12-03 |
h. Coupon | 2.749000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,400,000.00 |
j. Value of collateral, to the nearest cent | $2,141,246.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANCO DE CREDITO DEL PERU |
e. LEI | 549300EQYQ8SCQZ4BY14 |
f. The CUSIP | 05971V2E4 |
g. Maturity date | 2029-01-11 |
h. Coupon | 5.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $17,000.00 |
j. Value of collateral, to the nearest cent | $17,845.37 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LYB INTERNATIONAL FINANCE III LLC |
e. LEI | 984500A51LA0B8EB4053 |
f. The CUSIP | 50249AAH6 |
g. Maturity date | 2040-10-01 |
h. Coupon | 3.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,160.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LYB INTERNATIONAL FINANCE III LLC |
e. LEI | 984500A51LA0B8EB4053 |
f. The CUSIP | 50249AAJ2 |
g. Maturity date | 2051-04-01 |
h. Coupon | 3.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,040,000.00 |
j. Value of collateral, to the nearest cent | $2,634,891.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN ELECTRIC POWER COMPANY INC. |
e. LEI | 1B4S6S7G0TW5EE83BO58 |
f. The CUSIP | 025537AY7 |
g. Maturity date | 2029-01-15 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $4,150.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN EXPRESS COMPANY |
e. LEI | R4PP93JZOLY261QX3811 |
f. The CUSIP | 025816CH0 |
g. Maturity date | 2079-12-31 |
h. Coupon | 3.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,155,000.00 |
j. Value of collateral, to the nearest cent | $4,054,135.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMERICAN INTERNATIONAL GROUP INC |
e. LEI | ODVCVCQG2BP6VHV36M30 |
f. The CUSIP | 026874DS3 |
g. Maturity date | 2033-03-27 |
h. Coupon | 5.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $62,000.00 |
j. Value of collateral, to the nearest cent | $62,368.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMGEN INC |
e. LEI | 62QBXGPJ34PQ72Z12S66 |
f. The CUSIP | 031162CD0 |
g. Maturity date | 2048-06-15 |
h. Coupon | 4.563000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,536.84 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMGEN INC |
e. LEI | 62QBXGPJ34PQ72Z12S66 |
f. The CUSIP | 031162CY4 |
g. Maturity date | 2053-09-01 |
h. Coupon | 2.770000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $1,740.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMGEN INC |
e. LEI | 62QBXGPJ34PQ72Z12S66 |
f. The CUSIP | 031162DB3 |
g. Maturity date | 2028-08-15 |
h. Coupon | 1.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,842.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMGEN INC |
e. LEI | 62QBXGPJ34PQ72Z12S66 |
f. The CUSIP | 031162DC1 |
g. Maturity date | 2052-01-15 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $240,000.00 |
j. Value of collateral, to the nearest cent | $152,217.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMGEN INC |
e. LEI | 62QBXGPJ34PQ72Z12S66 |
f. The CUSIP | 031162DD9 |
g. Maturity date | 2029-02-22 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $639,000.00 |
j. Value of collateral, to the nearest cent | $610,370.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMGEN INC |
e. LEI | 62QBXGPJ34PQ72Z12S66 |
f. The CUSIP | 031162DG2 |
g. Maturity date | 2062-02-22 |
h. Coupon | 4.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $555,000.00 |
j. Value of collateral, to the nearest cent | $426,122.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMGEN INC |
e. LEI | 62QBXGPJ34PQ72Z12S66 |
f. The CUSIP | 031162DH0 |
g. Maturity date | 2029-08-18 |
h. Coupon | 4.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $161,000.00 |
j. Value of collateral, to the nearest cent | $159,385.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF MONTREAL |
e. LEI | NQQ6HPCNCCU6TUTQYE16 |
f. The CUSIP | 06368BGS1 |
g. Maturity date | 2032-12-15 |
h. Coupon | 3.803000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,968.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF NEW YORK MELLON CORP/THE |
e. LEI | WFLLPEPC7FZXENRZV188 |
f. The CUSIP | 064058AH3 |
g. Maturity date | 2079-12-31 |
h. Coupon | 4.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $44,000.00 |
j. Value of collateral, to the nearest cent | $44,188.27 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK OF NEW YORK MELLON CORP/THE |
e. LEI | WFLLPEPC7FZXENRZV188 |
f. The CUSIP | 064058AL4 |
g. Maturity date | 2079-12-31 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,150,000.00 |
j. Value of collateral, to the nearest cent | $1,115,846.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO |
e. LEI | 8I5DZWZKVSZI1NUHU748 |
f. The CUSIP | 06423AAJ2 |
g. Maturity date | 2030-09-01 |
h. Coupon | 8.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $1,193.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MCCORMICK & COMPANY INCORPORATED |
e. LEI | 549300JQQA6MQ4OJP259 |
f. The CUSIP | 579780AU1 |
g. Maturity date | 2034-10-15 |
h. Coupon | 4.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,000.00 |
j. Value of collateral, to the nearest cent | $9,532.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MARATHON PETROLEUM CORP |
e. LEI | 3BNYRYQHD39K4LCKQF12 |
f. The CUSIP | 56585ABE1 |
g. Maturity date | 2048-04-01 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,468,000.00 |
j. Value of collateral, to the nearest cent | $1,091,142.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MARATHON PETROLEUM CORP |
e. LEI | 3BNYRYQHD39K4LCKQF12 |
f. The CUSIP | 56585ABL5 |
g. Maturity date | 2035-03-01 |
h. Coupon | 5.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,023,000.00 |
j. Value of collateral, to the nearest cent | $1,027,446.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MARKEL GROUP INC |
e. LEI | 549300SCNO12JLWIK605 |
f. The CUSIP | 570535AV6 |
g. Maturity date | 2050-09-17 |
h. Coupon | 4.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,098,000.00 |
j. Value of collateral, to the nearest cent | $821,825.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MARRIOTT INTERNATIONAL INC |
e. LEI | 225YDZ14ZO8E1TXUSU86 |
f. The CUSIP | 571903BS1 |
g. Maturity date | 2035-03-15 |
h. Coupon | 5.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $440,000.00 |
j. Value of collateral, to the nearest cent | $437,894.97 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MARTIN MARIETTA MATERIALS INC |
e. LEI | 5299005MZ4WZECVATV08 |
f. The CUSIP | 573284AX4 |
g. Maturity date | 2051-07-15 |
h. Coupon | 3.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,295.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENERGY TRANSFER LP |
e. LEI | MTLVN9N7JE8MIBIJ1H73 |
f. The CUSIP | 29273RAP4 |
g. Maturity date | 2041-06-01 |
h. Coupon | 6.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $99,907.19 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENERGY TRANSFER LP |
e. LEI | MTLVN9N7JE8MIBIJ1H73 |
f. The CUSIP | 29273RBC2 |
g. Maturity date | 2029-11-15 |
h. Coupon | 8.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000,000.00 |
j. Value of collateral, to the nearest cent | $4,467,230.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENERGY TRANSFER LP |
e. LEI | MTLVN9N7JE8MIBIJ1H73 |
f. The CUSIP | 29273RBL2 |
g. Maturity date | 2047-04-15 |
h. Coupon | 5.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $28,000.00 |
j. Value of collateral, to the nearest cent | $23,967.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENERGY TRANSFER LP |
e. LEI | MTLVN9N7JE8MIBIJ1H73 |
f. The CUSIP | 29273VAW0 |
g. Maturity date | 2054-05-15 |
h. Coupon | 5.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $40,000.00 |
j. Value of collateral, to the nearest cent | $36,644.37 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENERGY TRANSFER LP |
e. LEI | MTLVN9N7JE8MIBIJ1H73 |
f. The CUSIP | 29273VBE9 |
g. Maturity date | 2035-04-01 |
h. Coupon | 5.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $57,000.00 |
j. Value of collateral, to the nearest cent | $57,567.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENERGY TRANSFER LP |
e. LEI | MTLVN9N7JE8MIBIJ1H73 |
f. The CUSIP | 29273VBF6 |
g. Maturity date | 2055-04-01 |
h. Coupon | 6.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,875.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENERGY TRANSFER LP |
e. LEI | MTLVN9N7JE8MIBIJ1H73 |
f. The CUSIP | 29278NAE3 |
g. Maturity date | 2048-06-15 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $300,000.00 |
j. Value of collateral, to the nearest cent | $286,071.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENERGY TRANSFER LP |
e. LEI | MTLVN9N7JE8MIBIJ1H73 |
f. The CUSIP | 29278NAR4 |
g. Maturity date | 2050-05-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $14,000.00 |
j. Value of collateral, to the nearest cent | $11,316.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | Enstar Group |
e. LEI | 213800AMAL5QFXVUCN04 |
f. The CUSIP | 29359UAC3 |
g. Maturity date | 2031-09-01 |
h. Coupon | 3.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $54,000.00 |
j. Value of collateral, to the nearest cent | $47,535.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CF INDUSTRIES INC |
e. LEI | 5FVKT86LAD2F40NPC183 |
f. The CUSIP | 12527GAD5 |
g. Maturity date | 2043-06-01 |
h. Coupon | 4.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $90,000.00 |
j. Value of collateral, to the nearest cent | $79,225.43 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ARTHUR J GALLAGHER & CO |
e. LEI | 54930049QLLMPART6V29 |
f. The CUSIP | 04316JAA7 |
g. Maturity date | 2031-11-09 |
h. Coupon | 2.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $345,000.00 |
j. Value of collateral, to the nearest cent | $298,535.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ARTHUR J GALLAGHER & CO |
e. LEI | 54930049QLLMPART6V29 |
f. The CUSIP | 04316JAE9 |
g. Maturity date | 2053-03-02 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $900,000.00 |
j. Value of collateral, to the nearest cent | $872,492.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ARTHUR J GALLAGHER & CO |
e. LEI | 54930049QLLMPART6V29 |
f. The CUSIP | 04316JAG4 |
g. Maturity date | 2054-02-15 |
h. Coupon | 6.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $3,286.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BROADCOM INC |
e. LEI | 549300WV6GIDOZJTV909 |
f. The CUSIP | 11135FBL4 |
g. Maturity date | 2034-04-15 |
h. Coupon | 3.469000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $230,000.00 |
j. Value of collateral, to the nearest cent | $202,764.84 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BROADCOM INC |
e. LEI | 549300WV6GIDOZJTV909 |
f. The CUSIP | 11135FBT7 |
g. Maturity date | 2032-04-15 |
h. Coupon | 4.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $458,000.00 |
j. Value of collateral, to the nearest cent | $437,686.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ARES CAPITAL CORPORATION |
e. LEI | WEQ82666OJYSI5GUAB47 |
f. The CUSIP | 04010LBG7 |
g. Maturity date | 2029-07-15 |
h. Coupon | 5.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $2,076.07 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NASDAQ INC |
e. LEI | 549300L8X1Q78ERXFD06 |
f. The CUSIP | 63111XAK7 |
g. Maturity date | 2053-08-15 |
h. Coupon | 5.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $20,000.00 |
j. Value of collateral, to the nearest cent | $20,158.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NATIONAL GRID PLC |
e. LEI | 8R95QZMKZLJX5Q2XR704 |
f. The CUSIP | 636274AF9 |
g. Maturity date | 2034-01-11 |
h. Coupon | 5.418000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $2,051.42 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BROADCOM INC |
e. LEI | 549300WV6GIDOZJTV909 |
f. The CUSIP | 11135FBJ9 |
g. Maturity date | 2041-02-15 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $343,000.00 |
j. Value of collateral, to the nearest cent | $268,657.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BROADCOM INC |
e. LEI | 549300WV6GIDOZJTV909 |
f. The CUSIP | 11135FBJ9 |
g. Maturity date | 2041-02-15 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $754,000.00 |
j. Value of collateral, to the nearest cent | $590,576.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BROADCOM INC |
e. LEI | 549300WV6GIDOZJTV909 |
f. The CUSIP | 11135FBK6 |
g. Maturity date | 2033-04-15 |
h. Coupon | 3.419000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,947,000.00 |
j. Value of collateral, to the nearest cent | $4,429,413.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS GROUP INC/THE |
e. LEI | 784F5XWPLTWKTBV3E584 |
f. The CUSIP | 38143YAC7 |
g. Maturity date | 2036-05-01 |
h. Coupon | 6.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $290,000.00 |
j. Value of collateral, to the nearest cent | $306,488.19 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS GROUP INC/THE |
e. LEI | 784F5XWPLTWKTBV3E584 |
f. The CUSIP | 38148LAF3 |
g. Maturity date | 2045-05-22 |
h. Coupon | 5.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,200,000.00 |
j. Value of collateral, to the nearest cent | $4,578,051.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GENERAL MOTORS CO |
e. LEI | 54930070NSV60J38I987 |
f. The CUSIP | 37045VAH3 |
g. Maturity date | 2035-04-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $3,719.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GENERAL MOTORS CO |
e. LEI | 54930070NSV60J38I987 |
f. The CUSIP | 37045VAK6 |
g. Maturity date | 2036-04-01 |
h. Coupon | 6.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $422,000.00 |
j. Value of collateral, to the nearest cent | $439,760.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GENERAL MOTORS CO |
e. LEI | 54930070NSV60J38I987 |
f. The CUSIP | 37045VAQ3 |
g. Maturity date | 2048-04-01 |
h. Coupon | 5.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,546.85 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GENERAL MOTORS CO |
e. LEI | 54930070NSV60J38I987 |
f. The CUSIP | 37045VAT7 |
g. Maturity date | 2049-04-01 |
h. Coupon | 5.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $887,000.00 |
j. Value of collateral, to the nearest cent | $809,379.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GENERAL MOTORS CO |
e. LEI | 54930070NSV60J38I987 |
f. The CUSIP | 37045VBB5 |
g. Maturity date | 2035-04-15 |
h. Coupon | 6.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $98,000.00 |
j. Value of collateral, to the nearest cent | $99,565.36 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GENERAL MOTORS FINANCIAL COMPANY INC |
e. LEI | 5493008B6JBRUJ90QL97 |
f. The CUSIP | 37045XED4 |
g. Maturity date | 2033-01-09 |
h. Coupon | 6.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,638,000.00 |
j. Value of collateral, to the nearest cent | $1,731,917.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GENERAL MOTORS FINANCIAL COMPANY INC |
e. LEI | 5493008B6JBRUJ90QL97 |
f. The CUSIP | 37045XEF9 |
g. Maturity date | 2026-04-06 |
h. Coupon | 5.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $4,042.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GENERAL MOTORS FINANCIAL COMPANY INC |
e. LEI | 5493008B6JBRUJ90QL97 |
f. The CUSIP | 37045XEU6 |
g. Maturity date | 2029-07-15 |
h. Coupon | 5.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $32,000.00 |
j. Value of collateral, to the nearest cent | $32,973.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GENERAL MOTORS FINANCIAL COMPANY INC |
e. LEI | 5493008B6JBRUJ90QL97 |
f. The CUSIP | 37045XFJ0 |
g. Maturity date | 2030-07-15 |
h. Coupon | 5.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $334,000.00 |
j. Value of collateral, to the nearest cent | $334,096.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GENERAL MOTORS FINANCIAL COMPANY INC |
e. LEI | 5493008B6JBRUJ90QL97 |
f. The CUSIP | 37045XFJ0 |
g. Maturity date | 2030-07-15 |
h. Coupon | 5.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,879,000.00 |
j. Value of collateral, to the nearest cent | $2,879,834.91 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GENERAL MOTORS FINANCIAL COMPANY INC |
e. LEI | 5493008B6JBRUJ90QL97 |
f. The CUSIP | 37045XFK7 |
g. Maturity date | 2035-07-15 |
h. Coupon | 6.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $400,000.00 |
j. Value of collateral, to the nearest cent | $400,792.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GLOBAL ATLANTIC (FIN) CO |
e. LEI | 98450051B2E65CAA7E94 |
f. The CUSIP | 37959GAD9 |
g. Maturity date | 2033-06-15 |
h. Coupon | 7.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $98,000.00 |
j. Value of collateral, to the nearest cent | $112,615.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALTRIA GROUP INC |
e. LEI | XSGZFLO9YTNO9VCQV219 |
f. The CUSIP | 02209SAM5 |
g. Maturity date | 2042-08-09 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,184,000.00 |
j. Value of collateral, to the nearest cent | $952,828.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALTRIA GROUP INC |
e. LEI | XSGZFLO9YTNO9VCQV219 |
f. The CUSIP | 02209SAR4 |
g. Maturity date | 2044-01-31 |
h. Coupon | 5.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $563,000.00 |
j. Value of collateral, to the nearest cent | $528,125.90 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALTRIA GROUP INC |
e. LEI | XSGZFLO9YTNO9VCQV219 |
f. The CUSIP | 02209SBC6 |
g. Maturity date | 2026-02-14 |
h. Coupon | 4.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,443,000.00 |
j. Value of collateral, to the nearest cent | $2,470,204.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALTRIA GROUP INC |
e. LEI | XSGZFLO9YTNO9VCQV219 |
f. The CUSIP | 02209SBE2 |
g. Maturity date | 2039-02-14 |
h. Coupon | 5.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $3,022.19 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALTRIA GROUP INC |
e. LEI | XSGZFLO9YTNO9VCQV219 |
f. The CUSIP | 02209SBE2 |
g. Maturity date | 2039-02-14 |
h. Coupon | 5.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $162,000.00 |
j. Value of collateral, to the nearest cent | $163,198.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALTRIA GROUP INC |
e. LEI | XSGZFLO9YTNO9VCQV219 |
f. The CUSIP | 02209SBF9 |
g. Maturity date | 2049-02-14 |
h. Coupon | 5.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $765,000.00 |
j. Value of collateral, to the nearest cent | $757,380.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALTRIA GROUP INC |
e. LEI | XSGZFLO9YTNO9VCQV219 |
f. The CUSIP | 02209SBL6 |
g. Maturity date | 2032-02-04 |
h. Coupon | 2.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $23,000.00 |
j. Value of collateral, to the nearest cent | $19,657.74 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALTRIA GROUP INC |
e. LEI | XSGZFLO9YTNO9VCQV219 |
f. The CUSIP | 02209SBN2 |
g. Maturity date | 2051-02-04 |
h. Coupon | 3.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,065.48 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALTRIA GROUP INC |
e. LEI | XSGZFLO9YTNO9VCQV219 |
f. The CUSIP | 02209SBT9 |
g. Maturity date | 2035-02-06 |
h. Coupon | 5.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $3,064.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALTRIA GROUP INC |
e. LEI | XSGZFLO9YTNO9VCQV219 |
f. The CUSIP | 02209SBT9 |
g. Maturity date | 2035-02-06 |
h. Coupon | 5.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $102,140.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AMDOCS LTD |
e. LEI | 549300HQV672RJ7RQV66 |
f. The CUSIP | 02342TAE9 |
g. Maturity date | 2030-06-15 |
h. Coupon | 2.538000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $61,000.00 |
j. Value of collateral, to the nearest cent | $55,174.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BOEING CO |
e. LEI | RVHJWBXLJ1RFUBSY1F30 |
f. The CUSIP | 097023DU6 |
g. Maturity date | 2064-05-01 |
h. Coupon | 7.008000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,678,000.00 |
j. Value of collateral, to the nearest cent | $3,939,231.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BOSTON PROP |
e. LEI | BVHHEFJI6SHNOKQT2572 |
f. The CUSIP | 10112RBJ2 |
g. Maturity date | 2035-01-15 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,616,000.00 |
j. Value of collateral, to the nearest cent | $1,630,499.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRITISH TELECOMMUNICATIONS PLC |
e. LEI | 549300OWFMSO9NYV4H90 |
f. The CUSIP | 111021AE1 |
g. Maturity date | 2030-12-15 |
h. Coupon | 9.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $31,000.00 |
j. Value of collateral, to the nearest cent | $39,139.19 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRIXMOR OPERATING PARTNERSHIP LP |
e. LEI | 549300CJHBL7JBUA6503 |
f. The CUSIP | 11120VAN3 |
g. Maturity date | 2032-04-01 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $170,000.00 |
j. Value of collateral, to the nearest cent | $170,916.68 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BROADCOM INC |
e. LEI | 549300WV6GIDOZJTV909 |
f. The CUSIP | 11135FAS0 |
g. Maturity date | 2032-11-15 |
h. Coupon | 4.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $270,000.00 |
j. Value of collateral, to the nearest cent | $258,671.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BROADCOM INC |
e. LEI | 549300WV6GIDOZJTV909 |
f. The CUSIP | 11135FAS0 |
g. Maturity date | 2032-11-15 |
h. Coupon | 4.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $310,000.00 |
j. Value of collateral, to the nearest cent | $296,992.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BROADCOM INC |
e. LEI | 549300WV6GIDOZJTV909 |
f. The CUSIP | 11135FBG5 |
g. Maturity date | 2051-02-15 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $341,000.00 |
j. Value of collateral, to the nearest cent | $250,023.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DUKE ENERGY CORP |
e. LEI | I1BZKREC126H0VB1BL91 |
f. The CUSIP | 26441CAT2 |
g. Maturity date | 2046-09-01 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $90,000.00 |
j. Value of collateral, to the nearest cent | $65,393.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ONEOK INC |
e. LEI | 2T3D6M0JSY48PSZI1Q41 |
f. The CUSIP | 682680BF9 |
g. Maturity date | 2051-01-15 |
h. Coupon | 7.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $392,000.00 |
j. Value of collateral, to the nearest cent | $423,627.54 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ONEOK INC |
e. LEI | 2T3D6M0JSY48PSZI1Q41 |
f. The CUSIP | 682680BH5 |
g. Maturity date | 2026-11-01 |
h. Coupon | 5.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $3,046.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ONEOK INC |
e. LEI | 2T3D6M0JSY48PSZI1Q41 |
f. The CUSIP | 682680BL6 |
g. Maturity date | 2033-09-01 |
h. Coupon | 6.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $2,080.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ONEOK INC |
e. LEI | 2T3D6M0JSY48PSZI1Q41 |
f. The CUSIP | 682680CF8 |
g. Maturity date | 2054-11-01 |
h. Coupon | 5.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $398,000.00 |
j. Value of collateral, to the nearest cent | $358,407.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ONEOK PARTNERS LP |
e. LEI | T4DHW82NMF6BXJT50795 |
f. The CUSIP | 68268NAC7 |
g. Maturity date | 2036-10-01 |
h. Coupon | 6.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $1,061.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORACLE CORPORATION |
e. LEI | 1Z4GXXU7ZHVWFCD8TV52 |
f. The CUSIP | 68389XBF1 |
g. Maturity date | 2045-05-15 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,872,000.00 |
j. Value of collateral, to the nearest cent | $2,991,967.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORACLE CORPORATION |
e. LEI | 1Z4GXXU7ZHVWFCD8TV52 |
f. The CUSIP | 68389XBJ3 |
g. Maturity date | 2046-07-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,290.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORACLE CORPORATION |
e. LEI | 1Z4GXXU7ZHVWFCD8TV52 |
f. The CUSIP | 68389XBQ7 |
g. Maturity date | 2047-11-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,230.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORACLE CORPORATION |
e. LEI | 1Z4GXXU7ZHVWFCD8TV52 |
f. The CUSIP | 68389XBW4 |
g. Maturity date | 2040-04-01 |
h. Coupon | 3.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $40,000.00 |
j. Value of collateral, to the nearest cent | $31,424.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORACLE CORPORATION |
e. LEI | 1Z4GXXU7ZHVWFCD8TV52 |
f. The CUSIP | 68389XBW4 |
g. Maturity date | 2040-04-01 |
h. Coupon | 3.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $395,000.00 |
j. Value of collateral, to the nearest cent | $310,315.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORACLE CORPORATION |
e. LEI | 1Z4GXXU7ZHVWFCD8TV52 |
f. The CUSIP | 68389XBY0 |
g. Maturity date | 2060-04-01 |
h. Coupon | 3.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $24,000.00 |
j. Value of collateral, to the nearest cent | $16,095.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORACLE CORPORATION |
e. LEI | 1Z4GXXU7ZHVWFCD8TV52 |
f. The CUSIP | 68389XBY0 |
g. Maturity date | 2060-04-01 |
h. Coupon | 3.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $41,000.00 |
j. Value of collateral, to the nearest cent | $27,495.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORACLE CORPORATION |
e. LEI | 1Z4GXXU7ZHVWFCD8TV52 |
f. The CUSIP | 68389XCC7 |
g. Maturity date | 2026-03-25 |
h. Coupon | 1.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $742,000.00 |
j. Value of collateral, to the nearest cent | $726,447.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORACLE CORPORATION |
e. LEI | 1Z4GXXU7ZHVWFCD8TV52 |
f. The CUSIP | 68389XCF0 |
g. Maturity date | 2025-11-10 |
h. Coupon | 5.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $93,000.00 |
j. Value of collateral, to the nearest cent | $93,770.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORACLE CORPORATION |
e. LEI | 1Z4GXXU7ZHVWFCD8TV52 |
f. The CUSIP | 68389XCK9 |
g. Maturity date | 2052-11-09 |
h. Coupon | 6.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $20,000.00 |
j. Value of collateral, to the nearest cent | $21,633.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORACLE CORPORATION |
e. LEI | 1Z4GXXU7ZHVWFCD8TV52 |
f. The CUSIP | 68389XCP8 |
g. Maturity date | 2033-02-06 |
h. Coupon | 4.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $231,000.00 |
j. Value of collateral, to the nearest cent | $231,017.71 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORACLE CORPORATION |
e. LEI | 1Z4GXXU7ZHVWFCD8TV52 |
f. The CUSIP | 68389XCQ6 |
g. Maturity date | 2053-02-06 |
h. Coupon | 5.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $500,000.00 |
j. Value of collateral, to the nearest cent | $465,627.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORACLE CORPORATION |
e. LEI | 1Z4GXXU7ZHVWFCD8TV52 |
f. The CUSIP | 68389XCU7 |
g. Maturity date | 2054-09-27 |
h. Coupon | 5.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,125,000.00 |
j. Value of collateral, to the nearest cent | $1,009,154.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORACLE CORPORATION |
e. LEI | 1Z4GXXU7ZHVWFCD8TV52 |
f. The CUSIP | 68389XCY9 |
g. Maturity date | 2028-08-03 |
h. Coupon | 4.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $430,000.00 |
j. Value of collateral, to the nearest cent | $440,668.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORACLE CORPORATION |
e. LEI | 1Z4GXXU7ZHVWFCD8TV52 |
f. The CUSIP | 68389XCY9 |
g. Maturity date | 2028-08-03 |
h. Coupon | 4.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $914,000.00 |
j. Value of collateral, to the nearest cent | $936,676.34 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ORACLE CORPORATION |
e. LEI | 1Z4GXXU7ZHVWFCD8TV52 |
f. The CUSIP | 68389XDA0 |
g. Maturity date | 2035-08-03 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $229,000.00 |
j. Value of collateral, to the nearest cent | $233,929.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENBRIDGE INC |
e. LEI | 98TPTUM4IVMFCZBCUR27 |
f. The CUSIP | 29250NAL9 |
g. Maturity date | 2026-12-01 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $2,031.54 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENBRIDGE INC |
e. LEI | 98TPTUM4IVMFCZBCUR27 |
f. The CUSIP | 29250NBR5 |
g. Maturity date | 2033-03-08 |
h. Coupon | 5.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $19,000.00 |
j. Value of collateral, to the nearest cent | $19,654.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENBRIDGE INC |
e. LEI | 98TPTUM4IVMFCZBCUR27 |
f. The CUSIP | 29250NBY0 |
g. Maturity date | 2030-11-15 |
h. Coupon | 6.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $37,000.00 |
j. Value of collateral, to the nearest cent | $39,243.43 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENBRIDGE INC |
e. LEI | 98TPTUM4IVMFCZBCUR27 |
f. The CUSIP | 29250NBY0 |
g. Maturity date | 2030-11-15 |
h. Coupon | 6.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $102,000.00 |
j. Value of collateral, to the nearest cent | $108,184.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENBRIDGE ENERGY PARTNERS LP |
e. LEI | CZ6VG2MNE1J6YDI02G48 |
f. The CUSIP | 29250RAX4 |
g. Maturity date | 2045-10-15 |
h. Coupon | 7.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000,000.00 |
j. Value of collateral, to the nearest cent | $1,118,098.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OWENS CORNING |
e. LEI | JO5M6676RDJIZ2U8X907 |
f. The CUSIP | 690742AJ0 |
g. Maturity date | 2029-08-15 |
h. Coupon | 3.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $97,903.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OWENS CORNING |
e. LEI | JO5M6676RDJIZ2U8X907 |
f. The CUSIP | 690742AP6 |
g. Maturity date | 2034-06-15 |
h. Coupon | 5.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $3,140.87 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | US BANCORP |
e. LEI | N1GZ7BBF3NP8GI976H15 |
f. The CUSIP | 902973AZ9 |
g. Maturity date | 2079-12-31 |
h. Coupon | 5.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $3,991.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | USB REALTY CORP |
e. LEI | N/A |
f. The CUSIP | 903312AA4 |
g. Maturity date | 2079-12-31 |
h. Coupon | 5.664710 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $300,000.00 |
j. Value of collateral, to the nearest cent | $241,434.27 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACIFIC GAS AND ELECTRIC COMPANY |
e. LEI | 1HNPXZSMMB7HMBMVBS46 |
f. The CUSIP | 694308GY7 |
g. Maturity date | 2041-12-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000,000.00 |
j. Value of collateral, to the nearest cent | $1,581,730.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACIFIC GAS AND ELECTRIC COMPANY |
e. LEI | 1HNPXZSMMB7HMBMVBS46 |
f. The CUSIP | 694308JM0 |
g. Maturity date | 2030-07-01 |
h. Coupon | 4.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $110,000.00 |
j. Value of collateral, to the nearest cent | $108,429.41 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACIFIC GAS AND ELECTRIC COMPANY |
e. LEI | 1HNPXZSMMB7HMBMVBS46 |
f. The CUSIP | 694308JQ1 |
g. Maturity date | 2040-07-01 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,004.00 |
j. Value of collateral, to the nearest cent | $839.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACIFIC GAS AND ELECTRIC COMPANY |
e. LEI | 1HNPXZSMMB7HMBMVBS46 |
f. The CUSIP | 694308JQ1 |
g. Maturity date | 2040-07-01 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $60,153.00 |
j. Value of collateral, to the nearest cent | $50,284.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACIFIC GAS AND ELECTRIC COMPANY |
e. LEI | 1HNPXZSMMB7HMBMVBS46 |
f. The CUSIP | 694308JT5 |
g. Maturity date | 2031-06-01 |
h. Coupon | 3.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $550,000.00 |
j. Value of collateral, to the nearest cent | $496,028.35 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACIFIC GAS AND ELECTRIC COMPANY |
e. LEI | 1HNPXZSMMB7HMBMVBS46 |
f. The CUSIP | 694308KH9 |
g. Maturity date | 2053-01-15 |
h. Coupon | 6.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $721,000.00 |
j. Value of collateral, to the nearest cent | $734,931.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACIFIC GAS AND ELECTRIC COMPANY |
e. LEI | 1HNPXZSMMB7HMBMVBS46 |
f. The CUSIP | 694308KL0 |
g. Maturity date | 2029-01-15 |
h. Coupon | 6.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $3,165.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACIFIC GAS AND ELECTRIC COMPANY |
e. LEI | 1HNPXZSMMB7HMBMVBS46 |
f. The CUSIP | 694308KQ9 |
g. Maturity date | 2029-05-15 |
h. Coupon | 5.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $30,000.00 |
j. Value of collateral, to the nearest cent | $30,442.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SRPT_14-STAR |
e. LEI | N/A |
f. The CUSIP | 85571XAA5 |
g. Maturity date | 2027-11-15 |
h. Coupon | 6.617510 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $169,747.00 |
j. Value of collateral, to the nearest cent | $76,694.15 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OBX_25-NQM4 |
e. LEI | N/A |
f. The CUSIP | 67120QAK2 |
g. Maturity date | 2055-02-25 |
h. Coupon | 1.697830 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $235,322.00 |
j. Value of collateral, to the nearest cent | $0.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CWALT_06-OC11 |
e. LEI | N/A |
f. The CUSIP | 23244JAE6 |
g. Maturity date | 2037-01-25 |
h. Coupon | 4.919200 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,036,324.00 |
j. Value of collateral, to the nearest cent | $345,817.18 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SWCHCM_25-DATA |
e. LEI | N/A |
f. The CUSIP | 78489CAE9 |
g. Maturity date | 2042-02-15 |
h. Coupon | 7.668930 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $320,000.00 |
j. Value of collateral, to the nearest cent | $317,022.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CREDIT SUISSE MORTGAGE TRUST CSMC_17-CHOP |
e. LEI | N/A |
f. The CUSIP | 12651QAS8 |
g. Maturity date | 2032-07-15 |
h. Coupon | 10.044000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $96,736.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SWCHCM_25-DATA |
e. LEI | N/A |
f. The CUSIP | 78489CAA7 |
g. Maturity date | 2042-02-15 |
h. Coupon | 5.750230 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $796,000.00 |
j. Value of collateral, to the nearest cent | $790,949.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SWCHCM_25-DATA |
e. LEI | N/A |
f. The CUSIP | 78489CAA7 |
g. Maturity date | 2042-02-15 |
h. Coupon | 5.750230 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $880,000.00 |
j. Value of collateral, to the nearest cent | $874,416.26 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DBGS MORTGAGE TRUST DBGS_18-5BP |
e. LEI | N/A |
f. The CUSIP | 33830CAG5 |
g. Maturity date | 2033-06-15 |
h. Coupon | 5.943190 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,940,000.00 |
j. Value of collateral, to the nearest cent | $7,777,524.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CAS_22-R04 |
e. LEI | N/A |
f. The CUSIP | 20753YAL6 |
g. Maturity date | 2042-03-25 |
h. Coupon | 13.821970 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $84,077.00 |
j. Value of collateral, to the nearest cent | $94,013.37 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VERUS_24-INV2 |
e. LEI | N/A |
f. The CUSIP | 92540NAF0 |
g. Maturity date | 2069-08-26 |
h. Coupon | 7.980160 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $143,634.00 |
j. Value of collateral, to the nearest cent | $142,756.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.43%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $398,000,000.00 |
b. Excluding the value of any sponsor support: | $398,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.51%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BOFA SECURITIES INC |
| Item C.2. The title of the issue | TRI-PARTY BOFA SECURITIES INC. 4.620000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | 549300HN4UKV1E2R3U73 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001335977 |
c. The RSSD ID; or | |
d. Other unique identifier | BYDDGW3E2 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | TCN_24-SFR1 |
e. LEI | N/A |
f. The CUSIP | 89616UAD4 |
g. Maturity date | 2041-04-09 |
h. Coupon | 5.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,666,000.00 |
j. Value of collateral, to the nearest cent | $2,679,378.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LCM_40-A |
e. LEI | N/A |
f. The CUSIP | 50190KAW0 |
g. Maturity date | 2038-01-15 |
h. Coupon | 8.006100 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $450,000.00 |
j. Value of collateral, to the nearest cent | $457,419.43 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CBAM CLO MANAGEMENT CBAM_17-3A |
e. LEI | N/A |
f. The CUSIP | 12481HAW5 |
g. Maturity date | 2034-07-17 |
h. Coupon | 8.041400 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $250,000.00 |
j. Value of collateral, to the nearest cent | $252,938.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CBAM_20-13A |
e. LEI | N/A |
f. The CUSIP | 12511AAE4 |
g. Maturity date | 2034-01-20 |
h. Coupon | 2.561000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,000,000.00 |
j. Value of collateral, to the nearest cent | $6,131,191.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CIFC FUNDING LTD CIFC_14-2RA |
e. LEI | N/A |
f. The CUSIP | 12548RAH7 |
g. Maturity date | 2037-10-24 |
h. Coupon | 5.635180 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,250,000.00 |
j. Value of collateral, to the nearest cent | $9,332,927.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PREFTS_19- |
e. LEI | N/A |
f. The CUSIP | 74042HAA5 |
g. Maturity date | 2035-12-22 |
h. Coupon | 4.914450 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $312,000.00 |
j. Value of collateral, to the nearest cent | $53,551.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PRETSL_23 |
e. LEI | N/A |
f. The CUSIP | 74043AAS0 |
g. Maturity date | 2036-12-22 |
h. Coupon | 5.710890 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $125,000.00 |
j. Value of collateral, to the nearest cent | $83,322.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ANCHORAGE CAPITAL CLO LTD ANCHC_ |
e. LEI | N/A |
f. The CUSIP | 03329KBG7 |
g. Maturity date | 2034-10-27 |
h. Coupon | 8.144230 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,400,000.00 |
j. Value of collateral, to the nearest cent | $3,427,537.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BAIN CAPITAL CREDIT CLO 2024-6 LTD BCC_24-6A |
e. LEI | N/A |
f. The CUSIP | 05685XAG3 |
g. Maturity date | 2038-01-21 |
h. Coupon | 6.163090 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $19,825,000.00 |
j. Value of collateral, to the nearest cent | $20,008,856.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BALLY_18-R |
e. LEI | N/A |
f. The CUSIP | 05875YAQ9 |
g. Maturity date | 2038-04-15 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000,000.00 |
j. Value of collateral, to the nearest cent | $4,012,251.89 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BALLY_25-R |
e. LEI | N/A |
f. The CUSIP | 05876QAL6 |
g. Maturity date | 2038-01-25 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,500,000.00 |
j. Value of collateral, to the nearest cent | $2,512,525.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CIFC FUNDING LTD CIFC_24-5A |
e. LEI | N/A |
f. The CUSIP | 17178YAE5 |
g. Maturity date | 2038-01-22 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,249,999.00 |
j. Value of collateral, to the nearest cent | $2,321,576.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KESTREL AIRCRAFT FUNDING LIMITED KSTRL_18-1A |
e. LEI | N/A |
f. The CUSIP | 49255PAA1 |
g. Maturity date | 2038-12-15 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,266,000.00 |
j. Value of collateral, to the nearest cent | $1,710,630.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BHG SECURITIZATION TRUST BHG_22-C |
e. LEI | N/A |
f. The CUSIP | 08860DAC7 |
g. Maturity date | 2035-10-17 |
h. Coupon | 6.560000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $11,000,000.00 |
j. Value of collateral, to the nearest cent | $11,243,241.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | REGT4_24-R |
e. LEI | N/A |
f. The CUSIP | 75889HAW0 |
g. Maturity date | 2038-01-20 |
h. Coupon | 8.269470 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,250,000.00 |
j. Value of collateral, to the nearest cent | $1,254,873.24 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CARVAL CLO X-C LTD CARVL_24-2A |
e. LEI | N/A |
f. The CUSIP | 146918AC1 |
g. Maturity date | 2037-07-20 |
h. Coupon | 6.069470 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000,000.00 |
j. Value of collateral, to the nearest cent | $2,021,770.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | AASET 2020-1 TRUST AASET_20-1A |
e. LEI | N/A |
f. The CUSIP | 00255UAB1 |
g. Maturity date | 2040-01-16 |
h. Coupon | 4.340000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,515,000.00 |
j. Value of collateral, to the nearest cent | $1,840,187.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HARDEES FUNDING LLC HNGRY_24-1 |
e. LEI | N/A |
f. The CUSIP | 411707AM4 |
g. Maturity date | 2054-03-20 |
h. Coupon | 7.253000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $17,600,000.00 |
j. Value of collateral, to the nearest cent | $18,107,718.74 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MADISON PARK FUNDING LTD MDPK_25-71A |
e. LEI | N/A |
f. The CUSIP | 55817DAA6 |
g. Maturity date | 2038-04-23 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $30,000,000.00 |
j. Value of collateral, to the nearest cent | $30,297,820.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MDPK_34-RR |
e. LEI | N/A |
f. The CUSIP | 55819GBE8 |
g. Maturity date | 2037-10-16 |
h. Coupon | 7.610540 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000,000.00 |
j. Value of collateral, to the nearest cent | $3,008,705.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BENEFIT STREET PARTNERS CLO XV LTD BSP_18_15AR |
e. LEI | N/A |
f. The CUSIP | 08179MAN9 |
g. Maturity date | 2037-07-15 |
h. Coupon | 5.646100 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $37,500,000.00 |
j. Value of collateral, to the nearest cent | $37,919,535.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOFI CONSUMER LOAN PROGRAM TRUST SCLP_25-1 |
e. LEI | N/A |
f. The CUSIP | 83406YAD3 |
g. Maturity date | 2034-02-27 |
h. Coupon | 5.720000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,565,000.00 |
j. Value of collateral, to the nearest cent | $2,561,407.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SONIC CAPITAL LLC SONIC_20-1A |
e. LEI | N/A |
f. The CUSIP | 83546DAG3 |
g. Maturity date | 2050-01-20 |
h. Coupon | 3.845000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,000,000.00 |
j. Value of collateral, to the nearest cent | $7,432,830.36 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SANTANDER BANK AUTO CREDIT-LINKED NOTES SBCLN_24-A |
e. LEI | N/A |
f. The CUSIP | 80290CCL6 |
g. Maturity date | 2032-06-15 |
h. Coupon | 6.110000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,200,000.00 |
j. Value of collateral, to the nearest cent | $1,960,485.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK_19-BN24 |
e. LEI | N/A |
f. The CUSIP | 06540VAL9 |
g. Maturity date | 2062-11-17 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $500,000.00 |
j. Value of collateral, to the nearest cent | $357,043.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BANK BANK_21-BN33 |
e. LEI | N/A |
f. The CUSIP | 06541CBY1 |
g. Maturity date | 2064-05-15 |
h. Coupon | 2.893000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,875,000.00 |
j. Value of collateral, to the nearest cent | $1,584,304.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BENCHMARK MORTGAGE TRUST BMARK_20-IG1 |
e. LEI | N/A |
f. The CUSIP | 08162LAF7 |
g. Maturity date | 2043-09-15 |
h. Coupon | 2.908600 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,606,000.00 |
j. Value of collateral, to the nearest cent | $4,549,992.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OBX_20-INV1 |
e. LEI | N/A |
f. The CUSIP | 67113CBU9 |
g. Maturity date | 2049-12-27 |
h. Coupon | 4.327210 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,927,000.00 |
j. Value of collateral, to the nearest cent | $7,855,115.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OBX_21-INV1 |
e. LEI | N/A |
f. The CUSIP | 67114RBS0 |
g. Maturity date | 2051-09-25 |
h. Coupon | 3.055350 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,643,000.00 |
j. Value of collateral, to the nearest cent | $3,512,202.31 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OBX_21-INV1 |
e. LEI | N/A |
f. The CUSIP | 67114RBV3 |
g. Maturity date | 2051-09-25 |
h. Coupon | 3.055350 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,803,000.00 |
j. Value of collateral, to the nearest cent | $3,583,383.07 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OBX_22-INV3 |
e. LEI | N/A |
f. The CUSIP | 67116EBA6 |
g. Maturity date | 2052-02-26 |
h. Coupon | 3.170920 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,301,000.00 |
j. Value of collateral, to the nearest cent | $3,337,300.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OBX_21-INV3 |
e. LEI | N/A |
f. The CUSIP | 67117JBL0 |
g. Maturity date | 2051-10-25 |
h. Coupon | 0.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $39,998,999.00 |
j. Value of collateral, to the nearest cent | $1,033,947.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OBX_25-NQM7 |
e. LEI | N/A |
f. The CUSIP | 67121DAD6 |
g. Maturity date | 2055-05-25 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $18,031,000.00 |
j. Value of collateral, to the nearest cent | $18,120,110.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PMTLT_25-INV5 |
e. LEI | N/A |
f. The CUSIP | 729907CL7 |
g. Maturity date | 2056-05-25 |
h. Coupon | 6.896080 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,759,000.00 |
j. Value of collateral, to the nearest cent | $6,192,461.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MHCT_21-MHC2 |
e. LEI | N/A |
f. The CUSIP | 55293AAE7 |
g. Maturity date | 2038-05-15 |
h. Coupon | 0.092700 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $25,038,848.00 |
j. Value of collateral, to the nearest cent | $16,433.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MSDB TRUST MSDB_17-712F |
e. LEI | N/A |
f. The CUSIP | 55354JAG9 |
g. Maturity date | 2039-07-11 |
h. Coupon | 3.452800 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,601,000.00 |
j. Value of collateral, to the nearest cent | $3,344,720.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GREYSTONE COMMERCIAL REAL ESTATE NOTES GSTNE_21-FL3 |
e. LEI | N/A |
f. The CUSIP | 39809PAA3 |
g. Maturity date | 2039-07-15 |
h. Coupon | 5.463190 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $640,000.00 |
j. Value of collateral, to the nearest cent | $388,889.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | OBX_25-J1 |
e. LEI | N/A |
f. The CUSIP | 673923BB3 |
g. Maturity date | 2055-05-25 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $117,091,000.00 |
j. Value of collateral, to the nearest cent | $2,435,598.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TPG REAL ESTATE FINANCE TRTX_22-FL5 |
e. LEI | N/A |
f. The CUSIP | 87277JAA9 |
g. Maturity date | 2039-02-15 |
h. Coupon | 5.978670 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $26,864,000.00 |
j. Value of collateral, to the nearest cent | $23,888,699.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ABMT_13-1 |
e. LEI | N/A |
f. The CUSIP | 008414AD6 |
g. Maturity date | 2043-07-25 |
h. Coupon | 0.060480 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $400,719,846.00 |
j. Value of collateral, to the nearest cent | $45,972.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHASE_24-2 |
e. LEI | N/A |
f. The CUSIP | 161929AM6 |
g. Maturity date | 2055-02-25 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $150,000.00 |
j. Value of collateral, to the nearest cent | $150,854.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HAWT_21-INV2 |
e. LEI | N/A |
f. The CUSIP | 44555PCD1 |
g. Maturity date | 2051-10-25 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $388,400.00 |
j. Value of collateral, to the nearest cent | $297,378.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SWCHCM_25-DATA |
e. LEI | N/A |
f. The CUSIP | 78489CAD1 |
g. Maturity date | 2042-02-15 |
h. Coupon | 6.948550 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,750,000.00 |
j. Value of collateral, to the nearest cent | $10,660,281.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MORGAN STANLEY CAPITAL I TRUST M |
e. LEI | N/A |
f. The CUSIP | 61767FBF7 |
g. Maturity date | 2049-08-15 |
h. Coupon | 3.691000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $252,000.00 |
j. Value of collateral, to the nearest cent | $243,765.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MSRM_24-INV1 |
e. LEI | N/A |
f. The CUSIP | 61776BAV1 |
g. Maturity date | 2054-01-26 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $29,203,000.00 |
j. Value of collateral, to the nearest cent | $1,393,842.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MORGAN STANLEY CAPITAL I TRUST M |
e. LEI | N/A |
f. The CUSIP | 61691EBE4 |
g. Maturity date | 2049-12-15 |
h. Coupon | 4.030000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $114,000.00 |
j. Value of collateral, to the nearest cent | $101,798.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JP MORGAN CHASE READY CAPITAL MORTGAGE FINANCING RCMF_21-FL7 |
e. LEI | N/A |
f. The CUSIP | 75575WAA4 |
g. Maturity date | 2036-11-25 |
h. Coupon | 5.639200 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $300,000.00 |
j. Value of collateral, to the nearest cent | $113,249.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RCKT_24-INV1 |
e. LEI | N/A |
f. The CUSIP | 74938QBA1 |
g. Maturity date | 2054-06-25 |
h. Coupon | 0.442050 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $16,817,900.00 |
j. Value of collateral, to the nearest cent | $136,504.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RCKT_24-INV1 |
e. LEI | N/A |
f. The CUSIP | 74938QBV5 |
g. Maturity date | 2054-06-25 |
h. Coupon | 6.942050 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,722,000.00 |
j. Value of collateral, to the nearest cent | $5,630,399.68 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RCKT_23-CES3 |
e. LEI | N/A |
f. The CUSIP | 749407AC6 |
g. Maturity date | 2043-11-25 |
h. Coupon | 7.579000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $695,000.00 |
j. Value of collateral, to the nearest cent | $711,544.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RCKT_23-CES3 |
e. LEI | N/A |
f. The CUSIP | 749407AE2 |
g. Maturity date | 2043-11-25 |
h. Coupon | 8.601000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $566,000.00 |
j. Value of collateral, to the nearest cent | $581,676.54 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RCKT_24-CES7 |
e. LEI | N/A |
f. The CUSIP | 749414AE8 |
g. Maturity date | 2044-10-25 |
h. Coupon | 5.770000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,228,000.00 |
j. Value of collateral, to the nearest cent | $1,233,906.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RCKT_24-CES8 |
e. LEI | N/A |
f. The CUSIP | 749421AE3 |
g. Maturity date | 2044-11-25 |
h. Coupon | 6.107740 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $889,000.00 |
j. Value of collateral, to the nearest cent | $888,406.26 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RCKT_24-INV2 |
e. LEI | N/A |
f. The CUSIP | 749425AB0 |
g. Maturity date | 2054-09-25 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,331,000.00 |
j. Value of collateral, to the nearest cent | $8,314,565.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RCKT_24-INV2 |
e. LEI | N/A |
f. The CUSIP | 749425BQ6 |
g. Maturity date | 2054-09-25 |
h. Coupon | 0.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $186,614,000.00 |
j. Value of collateral, to the nearest cent | $2,446,665.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RCKT_24-INV2 |
e. LEI | N/A |
f. The CUSIP | 749425DE1 |
g. Maturity date | 2054-09-25 |
h. Coupon | 7.065200 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $712,400.00 |
j. Value of collateral, to the nearest cent | $698,583.69 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GCAT_20-NQM2 |
e. LEI | N/A |
f. The CUSIP | 36166RAG9 |
g. Maturity date | 2065-04-27 |
h. Coupon | 4.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,601,000.00 |
j. Value of collateral, to the nearest cent | $5,225,991.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GCAT_20-NQM1 |
e. LEI | N/A |
f. The CUSIP | 36167FAF6 |
g. Maturity date | 2060-01-26 |
h. Coupon | 5.967400 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,958,000.00 |
j. Value of collateral, to the nearest cent | $9,749,938.36 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GCAT_22-INV2 |
e. LEI | N/A |
f. The CUSIP | 36168FBQ0 |
g. Maturity date | 2052-04-25 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,382,000.00 |
j. Value of collateral, to the nearest cent | $4,449,898.02 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WELLS FARGO COMMERCIAL MORTGAGE |
e. LEI | N/A |
f. The CUSIP | 95000XAK3 |
g. Maturity date | 2050-09-15 |
h. Coupon | 4.025000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,770,000.00 |
j. Value of collateral, to the nearest cent | $1,661,250.07 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TPMT_25-R1 |
e. LEI | N/A |
f. The CUSIP | 89183DAA1 |
g. Maturity date | 2025-06-02 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,761,000.00 |
j. Value of collateral, to the nearest cent | $9,102,648.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GS MORTGAGE SECURITIES TRUST GSMS_18-GS10 |
e. LEI | N/A |
f. The CUSIP | 36250SAL3 |
g. Maturity date | 2051-07-10 |
h. Coupon | 4.400850 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $116,000.00 |
j. Value of collateral, to the nearest cent | $103,767.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CMLTI_21-J3 |
e. LEI | N/A |
f. The CUSIP | 17330BBK5 |
g. Maturity date | 2051-09-25 |
h. Coupon | 0.860620 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $99,173,080.00 |
j. Value of collateral, to the nearest cent | $1,201,885.43 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BAMLL_24-BHP |
e. LEI | N/A |
f. The CUSIP | 05493WAG7 |
g. Maturity date | 2039-08-15 |
h. Coupon | 8.828710 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $17,553,000.00 |
j. Value of collateral, to the nearest cent | $17,686,942.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-AC |
e. LEI | N/A |
f. The CUSIP | 46593EAA3 |
g. Maturity date | 2039-03-15 |
h. Coupon | 5.732280 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000,000.00 |
j. Value of collateral, to the nearest cent | $5,011,942.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-AC |
e. LEI | N/A |
f. The CUSIP | 46593EAC9 |
g. Maturity date | 2039-03-15 |
h. Coupon | 6.132280 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,500,000.00 |
j. Value of collateral, to the nearest cent | $2,506,387.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BMO_23-C7 |
e. LEI | N/A |
f. The CUSIP | 05593FAL2 |
g. Maturity date | 2056-12-15 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,035,000.00 |
j. Value of collateral, to the nearest cent | $282,986.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT |
e. LEI | N/A |
f. The CUSIP | 05609VAJ4 |
g. Maturity date | 2036-09-15 |
h. Coupon | 5.543190 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $205,000.00 |
j. Value of collateral, to the nearest cent | $204,192.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BLP_25-IND |
e. LEI | N/A |
f. The CUSIP | 05625BAA7 |
g. Maturity date | 2042-03-15 |
h. Coupon | 5.528710 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000,000.00 |
j. Value of collateral, to the nearest cent | $4,936,518.15 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMMT_21-15 |
e. LEI | N/A |
f. The CUSIP | 46654TBF4 |
g. Maturity date | 2052-06-25 |
h. Coupon | 4.001000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $60,000,000.00 |
j. Value of collateral, to the nearest cent | $1,544,410.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMMT_22-7 |
e. LEI | N/A |
f. The CUSIP | 46655NDJ6 |
g. Maturity date | 2052-12-25 |
h. Coupon | 3.705050 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,868,000.00 |
j. Value of collateral, to the nearest cent | $2,221,527.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WBRK_25-WBRK |
e. LEI | N/A |
f. The CUSIP | 65486BAG6 |
g. Maturity date | 2035-03-05 |
h. Coupon | 6.277000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,000,000.00 |
j. Value of collateral, to the nearest cent | $6,820,645.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ANGEL OAK MORTGAGE TRUST AOMT_24-6 |
e. LEI | N/A |
f. The CUSIP | 034944AA6 |
g. Maturity date | 2067-11-25 |
h. Coupon | 4.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,750,000.00 |
j. Value of collateral, to the nearest cent | $2,519,186.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PFMLT_21-INV1 |
e. LEI | N/A |
f. The CUSIP | 74387VAR0 |
g. Maturity date | 2051-08-25 |
h. Coupon | 0.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $55,333,312.00 |
j. Value of collateral, to the nearest cent | $1,294,554.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GCAT_25-INV1 |
e. LEI | N/A |
f. The CUSIP | 36171DCC0 |
g. Maturity date | 2025-06-02 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $223,000.00 |
j. Value of collateral, to the nearest cent | $222,922.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GCAT_25-INV1 |
e. LEI | N/A |
f. The CUSIP | 36171DCH9 |
g. Maturity date | 2025-06-02 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $328,000.00 |
j. Value of collateral, to the nearest cent | $315,747.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CCMS_17-CD6 |
e. LEI | N/A |
f. The CUSIP | 125039AK3 |
g. Maturity date | 2050-11-15 |
h. Coupon | 4.270090 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,156,600.00 |
j. Value of collateral, to the nearest cent | $2,961,890.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CAMB_19-LIFE |
e. LEI | N/A |
f. The CUSIP | 12482HAE4 |
g. Maturity date | 2037-12-15 |
h. Coupon | 1.361030 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $59,755,000.00 |
j. Value of collateral, to the nearest cent | $151,120.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CIM_19-INV2 |
e. LEI | N/A |
f. The CUSIP | 12554TBG5 |
g. Maturity date | 2049-05-25 |
h. Coupon | 4.740930 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,821,000.00 |
j. Value of collateral, to the nearest cent | $1,375,557.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BXC_20-VIV |
e. LEI | N/A |
f. The CUSIP | 12433XAG4 |
g. Maturity date | 2044-03-11 |
h. Coupon | 3.548750 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,320,000.00 |
j. Value of collateral, to the nearest cent | $8,407,308.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GSMBS_21-MM1 |
e. LEI | N/A |
f. The CUSIP | 36264JAL7 |
g. Maturity date | 2052-04-25 |
h. Coupon | 0.230780 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $161,000,000.00 |
j. Value of collateral, to the nearest cent | $1,851,476.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GSMBS_24-PJ9 |
e. LEI | N/A |
f. The CUSIP | 36270WBY1 |
g. Maturity date | 2055-02-25 |
h. Coupon | 6.477100 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,796,000.00 |
j. Value of collateral, to the nearest cent | $2,529,271.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NRZT_19-NQM4 |
e. LEI | N/A |
f. The CUSIP | 64828EAD7 |
g. Maturity date | 2059-09-25 |
h. Coupon | 2.985880 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,939,000.00 |
j. Value of collateral, to the nearest cent | $6,084,922.15 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GCAT_23-INV1 |
e. LEI | N/A |
f. The CUSIP | 36830QBJ0 |
g. Maturity date | 2053-08-25 |
h. Coupon | 6.399500 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $223,000.00 |
j. Value of collateral, to the nearest cent | $186,402.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GCAT_22-INV3 |
e. LEI | N/A |
f. The CUSIP | 36830RBT6 |
g. Maturity date | 2052-08-26 |
h. Coupon | 0.399170 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $238,023,000.00 |
j. Value of collateral, to the nearest cent | $2,656,635.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GS MORTGAGE SECURITIES CORP II G |
e. LEI | N/A |
f. The CUSIP | 36253PAK8 |
g. Maturity date | 2050-05-10 |
h. Coupon | 3.243000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,500,000.00 |
j. Value of collateral, to the nearest cent | $1,783,328.54 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRAVO_19-1 |
e. LEI | N/A |
f. The CUSIP | 10568GAF4 |
g. Maturity date | 2058-03-25 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,900,000.00 |
j. Value of collateral, to the nearest cent | $9,284,319.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRAVO_19-1 |
e. LEI | N/A |
f. The CUSIP | 10568GAH0 |
g. Maturity date | 2058-03-25 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,310,000.00 |
j. Value of collateral, to the nearest cent | $4,953,075.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRAVO RESIDENTIAL FUNDING TRUST BRAVO_19-2 |
e. LEI | N/A |
f. The CUSIP | 10568LAL0 |
g. Maturity date | 2044-10-25 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $18,517,000.00 |
j. Value of collateral, to the nearest cent | $3,344,933.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRAVO_19-2 |
e. LEI | N/A |
f. The CUSIP | 10568LAN6 |
g. Maturity date | 2044-10-25 |
h. Coupon | 4.023090 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $11,712,000.00 |
j. Value of collateral, to the nearest cent | $5,405,132.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRAVO_20-TAC1 |
e. LEI | N/A |
f. The CUSIP | 105695AG5 |
g. Maturity date | 2057-10-25 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,780,000.00 |
j. Value of collateral, to the nearest cent | $1,076,708.48 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | 280 PARK AVENUE MORTGAGE TRUST PRK_17-280P |
e. LEI | N/A |
f. The CUSIP | 90205FAL4 |
g. Maturity date | 2034-09-15 |
h. Coupon | 6.113390 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $12,600,000.00 |
j. Value of collateral, to the nearest cent | $12,262,290.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-07-04 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-07-04 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | BOFA SECURITIES INC |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 35 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | AA |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A+ |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.62%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $398,000,000.00 |
b. Excluding the value of any sponsor support: | $398,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.51%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BARCLAYS BANK PLC |
| Item C.2. The title of the issue | TRI-PARTY BARCLAYS BANK PLC 4.410000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | G5GSEF7VJP5I7OUK5573 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001042452 |
c. The RSSD ID; or | |
d. Other unique identifier | BYDDRC0M9 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | GNMA_21-8F |
e. LEI | N/A |
f. The CUSIP | 38382MTL3 |
g. Maturity date | 2048-01-20 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $55,729,944.00 |
j. Value of collateral, to the nearest cent | $4,855,132.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNMA_22-87F |
e. LEI | N/A |
f. The CUSIP | 38383RYV3 |
g. Maturity date | 2052-05-20 |
h. Coupon | 3.665190 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $37,500,000.00 |
j. Value of collateral, to the nearest cent | $27,196,453.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNMA_23-128A |
e. LEI | N/A |
f. The CUSIP | 38384CPJ2 |
g. Maturity date | 2053-08-20 |
h. Coupon | 5.258340 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $36,000,000.00 |
j. Value of collateral, to the nearest cent | $30,209,001.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNMA_23-141C |
e. LEI | N/A |
f. The CUSIP | 38384EE27 |
g. Maturity date | 2050-05-20 |
h. Coupon | 1.611140 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $113,975,590.00 |
j. Value of collateral, to the nearest cent | $10,861,382.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNMA_24-23A |
e. LEI | N/A |
f. The CUSIP | 38384J5M2 |
g. Maturity date | 2051-05-20 |
h. Coupon | 1.871730 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $104,318,398.00 |
j. Value of collateral, to the nearest cent | $12,080,211.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNMA_24-167A |
e. LEI | N/A |
f. The CUSIP | 38384YYJ4 |
g. Maturity date | 2054-10-20 |
h. Coupon | 1.171730 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $300,000,000.00 |
j. Value of collateral, to the nearest cent | $13,226,647.74 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNMA_25-4A |
e. LEI | N/A |
f. The CUSIP | 38385CAJ7 |
g. Maturity date | 2055-01-20 |
h. Coupon | 1.596730 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $402,865.00 |
j. Value of collateral, to the nearest cent | $30,340.10 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FREMF_21-K135 |
e. LEI | N/A |
f. The CUSIP | 30325HAS6 |
g. Maturity date | 2054-10-25 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $63,227,997.00 |
j. Value of collateral, to the nearest cent | $29,896,915.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FNMA_25-35A |
e. LEI | N/A |
f. The CUSIP | 3136BVF29 |
g. Maturity date | 2055-05-25 |
h. Coupon | 0.928030 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $4,069.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179X2J4 |
g. Maturity date | 2053-05-20 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $151,536.00 |
j. Value of collateral, to the nearest cent | $128,024.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179YRC0 |
g. Maturity date | 2054-02-20 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,000.00 |
j. Value of collateral, to the nearest cent | $6,909.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179YS39 |
g. Maturity date | 2054-03-20 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $51,446,469.00 |
j. Value of collateral, to the nearest cent | $45,599,574.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179YW34 |
g. Maturity date | 2054-05-20 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $395,066.00 |
j. Value of collateral, to the nearest cent | $363,436.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 |
e. LEI | N/A |
f. The CUSIP | 3618HNBH9 |
g. Maturity date | 2060-04-15 |
h. Coupon | 5.520000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,915,936.00 |
j. Value of collateral, to the nearest cent | $10,151,633.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 |
e. LEI | N/A |
f. The CUSIP | 3618JCYY9 |
g. Maturity date | 2059-10-15 |
h. Coupon | 5.180000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,055,028.00 |
j. Value of collateral, to the nearest cent | $4,011,708.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179W7K8 |
g. Maturity date | 2052-06-20 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $30,385,799.00 |
j. Value of collateral, to the nearest cent | $21,085,991.31 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-06 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | BARCLAYS BANK PLC |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 7 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.41%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $202,000,000.00 |
b. Excluding the value of any sponsor support: | $202,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.26%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | JP MORGAN SECURITIES LLC |
| Item C.2. The title of the issue | TRI-PARTY J.P. MORGAN SECURITIES LLC 4.580000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | ZBUT11V806EZRVTWT807 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0000782124 |
c. The RSSD ID; or | |
d. Other unique identifier | BYDJLDRL3 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | NORTHERN OIL & GAS INC SR GLBL COCO 29 |
e. LEI | N/A |
f. The CUSIP | 665531AJ8 |
g. Maturity date | 2029-04-15 |
h. Coupon | 3.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $16,628,000.00 |
j. Value of collateral, to the nearest cent | $16,899,556.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PINNACLE WEST CAP CORP SR GLBL COCO 27 |
e. LEI | N/A |
f. The CUSIP | 723484AJ0 |
g. Maturity date | 2027-06-15 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $30,588,000.00 |
j. Value of collateral, to the nearest cent | $34,083,316.24 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LUCID GROUP INC SR GLBL COCO 26 |
e. LEI | N/A |
f. The CUSIP | 549498AA1 |
g. Maturity date | 2026-12-15 |
h. Coupon | 1.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $14,169,000.00 |
j. Value of collateral, to the nearest cent | $12,479,051.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LUMINAR TECHNOLOGIES INC SR SEC GLBL CV30 |
e. LEI | N/A |
f. The CUSIP | 550424AE5 |
g. Maturity date | 2030-01-15 |
h. Coupon | 11.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $17,500,000.00 |
j. Value of collateral, to the nearest cent | $8,485,312.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ON SEMICONDUCTOR CORP SR GLBL COCO 29 |
e. LEI | N/A |
f. The CUSIP | 682189AU9 |
g. Maturity date | 2029-03-01 |
h. Coupon | 0.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $64,377,000.00 |
j. Value of collateral, to the nearest cent | $56,216,321.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RAPID7 INC SR GLBL COCO 27 |
e. LEI | N/A |
f. The CUSIP | 753422AF1 |
g. Maturity date | 2027-03-15 |
h. Coupon | 0.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $40,474,000.00 |
j. Value of collateral, to the nearest cent | $37,155,975.19 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COLLEGIUM PHARMACEUTICAL INC SR GLBL COCO 29 |
e. LEI | N/A |
f. The CUSIP | 19459JAC8 |
g. Maturity date | 2029-02-15 |
h. Coupon | 2.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $23,695,000.00 |
j. Value of collateral, to the nearest cent | $25,220,612.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | APPLIED DIGITAL CORP SR GLBL COCO 30 |
e. LEI | N/A |
f. The CUSIP | 038169AA6 |
g. Maturity date | 2030-06-01 |
h. Coupon | 2.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $16,970,000.00 |
j. Value of collateral, to the nearest cent | $15,784,409.81 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UPSTART HLDGS INC SR GLBL COCO 29 |
e. LEI | N/A |
f. The CUSIP | 91680MAC1 |
g. Maturity date | 2029-10-01 |
h. Coupon | 2.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $93,614,000.00 |
j. Value of collateral, to the nearest cent | $120,990,270.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INDIE SEMICONDUCTOR INC SR GLBL COCO 29 |
e. LEI | N/A |
f. The CUSIP | 45569UAC5 |
g. Maturity date | 2029-12-15 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $28,405,000.00 |
j. Value of collateral, to the nearest cent | $24,639,538.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | IONIS PHARMACEUTICALS INC SR GLBL COCO 26 |
e. LEI | N/A |
f. The CUSIP | 462222AD2 |
g. Maturity date | 2026-04-01 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $18,475,000.00 |
j. Value of collateral, to the nearest cent | $18,197,875.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENPHASE ENERGY INC SR GLBL COCO 28 |
e. LEI | N/A |
f. The CUSIP | 29355AAK3 |
g. Maturity date | 2028-03-01 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $46,459,000.00 |
j. Value of collateral, to the nearest cent | $38,142,839.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TRANSOCEAN INC SR GLBL EXC BD29 |
e. LEI | N/A |
f. The CUSIP | 893830BW8 |
g. Maturity date | 2029-09-30 |
h. Coupon | 4.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $17,925,000.00 |
j. Value of collateral, to the nearest cent | $18,878,759.37 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-06 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
a. The identity of the Demand Feature issuer(s) | JP MORGAN SECURITIES LLC |
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer | 100.00%
|
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature | 7 |
d. Is the demand feature conditional? | Yes
No
|
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank | |
Name of NRSRO | Fitch, Inc. |
Rating | AA |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | Aa3 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | AA- |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.58%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $381,405,000.00 |
b. Excluding the value of any sponsor support: | $381,405,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.49%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | LANDESBANK HESSEN THUERINGEN GIROZENTRALE |
| Item C.2. The title of the issue | LANDESBANK HESSEN THUERINGEN GIROZENTRALE 4.370000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | DIZES5CFO5K3I5R58746 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | BYDKK5AE2 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | NR |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-03 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-03 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-03 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.37%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $750,000,000.00 |
b. Excluding the value of any sponsor support: | $750,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.96%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | LANDESBANK HESSEN THUERINGEN GIROZENTRALE |
| Item C.2. The title of the issue | LANDESBANK HESSEN THUERINGEN GIROZENTRALE 4.370000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | DIZES5CFO5K3I5R58746 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | BYDKK5D58 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | NR |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.37%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $500,000,000.00 |
b. Excluding the value of any sponsor support: | $500,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.64%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | LANDESBANK HESSEN THUERINGEN GIROZENTRALE |
| Item C.2. The title of the issue | LANDESBANK HESSEN THUERINGEN GIROZENTRALE 4.370000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | DIZES5CFO5K3I5R58746 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | BYDKMEM73 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | NR |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-04 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-04 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-04 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.37%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $500,000,000.00 |
b. Excluding the value of any sponsor support: | $500,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.64%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | ING BANK NV (AMSTERDAM BRANCH) |
| Item C.2. The title of the issue | ING BANK NV (AMSTERDAM BRANCH) 4.340000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001017255 |
c. The RSSD ID; or | |
d. Other unique identifier | BYDKMHL10 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-04 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-04 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-04 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.34%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $1,000,000,000.00 |
b. Excluding the value of any sponsor support: | $1,000,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 1.28%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | FIRST ABU DHABI BANK USA NV |
| Item C.2. The title of the issue | FIRST ABU DHABI BANK USA NV 4.330000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | BYDKS1202 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.33%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $1,860,000,000.00 |
b. Excluding the value of any sponsor support: | $1,860,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 2.39%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CANADIAN IMPERIAL BANK OF COMMERCE |
| Item C.2. The title of the issue | CANADIAN IMPERIAL BANK OF COMMERCE 4.330000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | 2IGI19DL77OX0HC3ZE78 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | BYDKS1228 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.33%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $169,000,000.00 |
b. Excluding the value of any sponsor support: | $169,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.22%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | MIZUHO BANK LTD (NEW YORK BRANCH) |
| Item C.2. The title of the issue | MIZUHO BANK LTD (NEW YORK BRANCH) 4.330000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | BYDKS1244 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.33%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $268,000,000.00 |
b. Excluding the value of any sponsor support: | $268,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.34%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | SWEDBANK AB (NEW YORK BRANCH) |
| Item C.2. The title of the issue | SWEDBANK AB (NEW YORK BRANCH) 4.330000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | BYDKS1269 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.33%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $775,000,000.00 |
b. Excluding the value of any sponsor support: | $775,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.99%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | ERSTE GROUP BANK AG (NEW YORK BRANCH) |
| Item C.2. The title of the issue | ERSTE GROUP BANK AG (NEW YORK BRANCH) 4.330000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | BYDKS12A0 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.33%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $1,667,000,000.00 |
b. Excluding the value of any sponsor support: | $1,667,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 2.14%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | KBC BANK NV (NEW YORK BRANCH) |
| Item C.2. The title of the issue | KBC BANK NV (NEW YORK BRANCH) 4.330000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001411306 |
c. The RSSD ID; or | |
d. Other unique identifier | BYDKS12C6 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.33%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $896,000,000.00 |
b. Excluding the value of any sponsor support: | $896,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 1.15%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | ROYAL BANK OF CANADA (TORONTO BRANCH) |
| Item C.2. The title of the issue | ROYAL BANK OF CANADA (TORONTO BRANCH) 4.330000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001000275 |
c. The RSSD ID; or | |
d. Other unique identifier | BYDKS12D4 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.33%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $1,400,000,000.00 |
b. Excluding the value of any sponsor support: | $1,400,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 1.80%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) |
| Item C.2. The title of the issue | SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 4.330000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001534653 |
c. The RSSD ID; or | |
d. Other unique identifier | BYDKS12E2 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.33%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $1,514,000,000.00 |
b. Excluding the value of any sponsor support: | $1,514,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 1.94%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | LANDESBANK HESSEN THUERINGEN GIROZENTRALE |
| Item C.2. The title of the issue | LANDESBANK HESSEN THUERINGEN GIROZENTRALE 4.370000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | DIZES5CFO5K3I5R58746 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | BYDKS4289 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | NR |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-06 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-06 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-06 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.37%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $500,000,000.00 |
b. Excluding the value of any sponsor support: | $500,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.64%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BARCLAYS BANK PLC |
| Item C.2. The title of the issue | TRI-PARTY BARCLAYS BANK PLC 4.350000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | G5GSEF7VJP5I7OUK5573 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001042452 |
c. The RSSD ID; or | |
d. Other unique identifier | BYDKSEX67 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | GNRA 2019-152 SA |
e. LEI | N/A |
f. The CUSIP | 38382BXF5 |
g. Maturity date | 2049-12-20 |
h. Coupon | 1.561140 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $33,948,102.00 |
j. Value of collateral, to the nearest cent | $1,086,230.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNRA 2020-036 GS |
e. LEI | N/A |
f. The CUSIP | 38382DV48 |
g. Maturity date | 2050-03-20 |
h. Coupon | 1.661140 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $36,250,000.00 |
j. Value of collateral, to the nearest cent | $2,719,590.87 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNRM 2022-009 MI |
e. LEI | N/A |
f. The CUSIP | 38383FQ30 |
g. Maturity date | 2052-01-20 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $78,592,730.00 |
j. Value of collateral, to the nearest cent | $5,826,356.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNRA 2024-023 SB |
e. LEI | N/A |
f. The CUSIP | 38384J2G8 |
g. Maturity date | 2054-02-20 |
h. Coupon | 2.221730 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $20,395,099.00 |
j. Value of collateral, to the nearest cent | $512,902.77 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNRA 2025-083 SA |
e. LEI | N/A |
f. The CUSIP | 38385GPQ6 |
g. Maturity date | 2055-05-20 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $18,000,000.00 |
j. Value of collateral, to the nearest cent | $1,451,232.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FNRA CL018SG R25F018 |
e. LEI | N/A |
f. The CUSIP | 3136BVAK4 |
g. Maturity date | 2055-03-25 |
h. Coupon | 1.528030 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $37,982,080.00 |
j. Value of collateral, to the nearest cent | $2,525,827.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FERA 5420SM 06/25/54 |
e. LEI | N/A |
f. The CUSIP | 3137HDCZ1 |
g. Maturity date | 2054-06-25 |
h. Coupon | 0.778030 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $74,000,000.00 |
j. Value of collateral, to the nearest cent | $2,529,182.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNII SF MA9603 M |
e. LEI | N/A |
f. The CUSIP | 36179YU44 |
g. Maturity date | 2054-04-20 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,138,808.00 |
j. Value of collateral, to the nearest cent | $3,796,613.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNII SF DA7708 C |
e. LEI | N/A |
f. The CUSIP | 3618GXR57 |
g. Maturity date | 2054-03-20 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $14,418,349.00 |
j. Value of collateral, to the nearest cent | $13,804,767.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNII SF MA7988 M |
e. LEI | N/A |
f. The CUSIP | 36179W2V9 |
g. Maturity date | 2052-04-20 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,251,638.00 |
j. Value of collateral, to the nearest cent | $68,223,048.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.35%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $100,000,000.00 |
b. Excluding the value of any sponsor support: | $100,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) |
| Item C.2. The title of the issue | TRI-PARTY CREDIT AGRICOLE CIB (NEW YORK BRANCH) 4.350000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | 254900BN8XS34XZDJ223 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | BYDKSEX75 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CJQ5 |
g. Maturity date | 2030-12-31 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $113,697,400.00 |
j. Value of collateral, to the nearest cent | $113,594,921.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912828YB0 |
g. Maturity date | 2029-08-15 |
h. Coupon | 1.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $98,704,300.00 |
j. Value of collateral, to the nearest cent | $90,405,095.19 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.35%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $200,000,000.00 |
b. Excluding the value of any sponsor support: | $200,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.26%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BARCLAYS BANK PLC |
| Item C.2. The title of the issue | TRI-PARTY BARCLAYS BANK PLC 4.340000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | G5GSEF7VJP5I7OUK5573 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001042452 |
c. The RSSD ID; or | |
d. Other unique identifier | BYDKSEXA8 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810ST6 |
g. Maturity date | 2040-11-15 |
h. Coupon | 1.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $275,801,600.00 |
j. Value of collateral, to the nearest cent | $172,089,017.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810TL2 |
g. Maturity date | 2052-11-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $30,141,900.00 |
j. Value of collateral, to the nearest cent | $25,848,109.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810TX6 |
g. Maturity date | 2054-02-15 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100.00 |
j. Value of collateral, to the nearest cent | $90.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810UA4 |
g. Maturity date | 2054-05-15 |
h. Coupon | 4.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $220,028,000.00 |
j. Value of collateral, to the nearest cent | $209,719,509.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810UB2 |
g. Maturity date | 2044-05-15 |
h. Coupon | 4.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $468,650,300.00 |
j. Value of collateral, to the nearest cent | $451,952,378.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CNA5 |
g. Maturity date | 2032-04-30 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $39,100,500.00 |
j. Value of collateral, to the nearest cent | $38,822,881.37 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CND9 |
g. Maturity date | 2028-05-15 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $605,300.00 |
j. Value of collateral, to the nearest cent | $604,119.99 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CLG4 |
g. Maturity date | 2027-08-15 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100.00 |
j. Value of collateral, to the nearest cent | $100.74 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810QA9 |
g. Maturity date | 2039-02-15 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $11,881,000.00 |
j. Value of collateral, to the nearest cent | $10,627,022.81 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810QC5 |
g. Maturity date | 2039-08-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $32,399,800.00 |
j. Value of collateral, to the nearest cent | $32,094,048.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810QD3 |
g. Maturity date | 2039-11-15 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $62,271,100.00 |
j. Value of collateral, to the nearest cent | $60,018,523.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810QQ4 |
g. Maturity date | 2041-05-15 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $600.00 |
j. Value of collateral, to the nearest cent | $571.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CGC9 |
g. Maturity date | 2027-12-31 |
h. Coupon | 3.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $72,716,300.00 |
j. Value of collateral, to the nearest cent | $73,865,263.35 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CHQ7 |
g. Maturity date | 2028-07-31 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,328,000.00 |
j. Value of collateral, to the nearest cent | $5,436,819.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CHY0 |
g. Maturity date | 2026-09-15 |
h. Coupon | 4.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $115,500.00 |
j. Value of collateral, to the nearest cent | $117,385.84 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CJZ5 |
g. Maturity date | 2034-02-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $871,700,700.00 |
j. Value of collateral, to the nearest cent | $861,092,724.01 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912797LN5 |
g. Maturity date | 2025-06-12 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $616,800.00 |
j. Value of collateral, to the nearest cent | $616,074.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912828K74 |
g. Maturity date | 2025-08-15 |
h. Coupon | 2.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $18,859,300.00 |
j. Value of collateral, to the nearest cent | $18,873,894.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912828R36 |
g. Maturity date | 2026-05-15 |
h. Coupon | 1.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,737,500.00 |
j. Value of collateral, to the nearest cent | $9,511,330.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912828YQ7 |
g. Maturity date | 2026-10-31 |
h. Coupon | 1.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $641,400.00 |
j. Value of collateral, to the nearest cent | $621,251.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912828ZN3 |
g. Maturity date | 2027-04-30 |
h. Coupon | 0.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $400.00 |
j. Value of collateral, to the nearest cent | $375.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CAB7 |
g. Maturity date | 2025-07-31 |
h. Coupon | 0.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $700.00 |
j. Value of collateral, to the nearest cent | $695.84 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CAD3 |
g. Maturity date | 2027-07-31 |
h. Coupon | 0.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $125,700.00 |
j. Value of collateral, to the nearest cent | $116,698.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CBP5 |
g. Maturity date | 2028-02-29 |
h. Coupon | 1.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,649,900.00 |
j. Value of collateral, to the nearest cent | $5,261,949.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CEW7 |
g. Maturity date | 2027-06-30 |
h. Coupon | 3.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $227,848,000.00 |
j. Value of collateral, to the nearest cent | $227,955,054.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CFU0 |
g. Maturity date | 2027-10-31 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $139,586,500.00 |
j. Value of collateral, to the nearest cent | $140,754,109.24 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.34%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $2,300,000,000.00 |
b. Excluding the value of any sponsor support: | $2,300,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 2.95%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | DEUTSCHE BANK AG |
| Item C.2. The title of the issue | TRI-PARTY DEUTSCHE BANK AG 4.340000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | 7LTWFZYICNSX8D621K86 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001022437 |
c. The RSSD ID; or | |
d. Other unique identifier | BYDKSEXL4 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810TA6 |
g. Maturity date | 2041-08-15 |
h. Coupon | 1.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $194,641,300.00 |
j. Value of collateral, to the nearest cent | $127,024,396.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810QD3 |
g. Maturity date | 2039-11-15 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $133,027,900.00 |
j. Value of collateral, to the nearest cent | $127,975,671.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F2 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.34%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $250,000,000.00 |
b. Excluding the value of any sponsor support: | $250,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.32%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) |
| Item C.2. The title of the issue | TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.340000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | 254900BN8XS34XZDJ223 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | BYDKSEXN0 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CLH2 |
g. Maturity date | 2026-08-31 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $12,520,626.00 |
j. Value of collateral, to the nearest cent | $12,581,514.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 9128286L9 |
g. Maturity date | 2026-03-31 |
h. Coupon | 2.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,041,210.00 |
j. Value of collateral, to the nearest cent | $9,915,378.74 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912828Z78 |
g. Maturity date | 2027-01-31 |
h. Coupon | 1.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $76,813,476.00 |
j. Value of collateral, to the nearest cent | $74,087,975.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CAL5 |
g. Maturity date | 2027-09-30 |
h. Coupon | 0.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $78,530,376.00 |
j. Value of collateral, to the nearest cent | $72,407,107.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CFC0 |
g. Maturity date | 2029-07-31 |
h. Coupon | 2.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $74,921,464.00 |
j. Value of collateral, to the nearest cent | $71,728,022.34 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.34%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $236,000,000.00 |
b. Excluding the value of any sponsor support: | $236,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.30%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BOFA SECURITIES INC |
| Item C.2. The title of the issue | TRI-PARTY BOFA SECURITIES INC. 4.350000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | 549300HN4UKV1E2R3U73 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001335977 |
c. The RSSD ID; or | |
d. Other unique identifier | BYDKSEXP5 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | GNMA_11-13 |
e. LEI | N/A |
f. The CUSIP | 38377TCJ8 |
g. Maturity date | 2041-01-20 |
h. Coupon | 1.506850 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $29,855,598.00 |
j. Value of collateral, to the nearest cent | $242,118.42 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GNMA_21-135G |
e. LEI | N/A |
f. The CUSIP | 38382XAS4 |
g. Maturity date | 2051-08-20 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $22,485,120.00 |
j. Value of collateral, to the nearest cent | $87,696.84 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FANNIE MAE FNMA_12-89 |
e. LEI | N/A |
f. The CUSIP | 3136A7U91 |
g. Maturity date | 2042-08-25 |
h. Coupon | 1.113550 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $79,393,407.00 |
j. Value of collateral, to the nearest cent | $330,325.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FNMA_25-1A |
e. LEI | N/A |
f. The CUSIP | 3136BUB33 |
g. Maturity date | 2055-02-25 |
h. Coupon | 0.778030 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $15,152,958.00 |
j. Value of collateral, to the nearest cent | $371,074.27 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FNMA_24-103E |
e. LEI | N/A |
f. The CUSIP | 3136BUPH7 |
g. Maturity date | 2055-01-25 |
h. Coupon | 0.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,000,000.00 |
j. Value of collateral, to the nearest cent | $17,535.31 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FHLMC_5545B |
e. LEI | N/A |
f. The CUSIP | 3137HLRS3 |
g. Maturity date | 2055-06-25 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $249,957.00 |
j. Value of collateral, to the nearest cent | $1,250.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.35%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $1,000,000.00 |
b. Excluding the value of any sponsor support: | $1,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.00%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CITIGROUP GLOBAL MARKETS INC |
| Item C.2. The title of the issue | TRI-PARTY CITIGROUP GLOBAL MARKETS INC 4.340000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | MBNUM2BPBDO7JBLYG310 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001456764 |
c. The RSSD ID; or | |
d. Other unique identifier | BYDKSEXT7 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CMY4 |
g. Maturity date | 2027-04-30 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,715,900.00 |
j. Value of collateral, to the nearest cent | $3,712,879.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CKJ9 |
g. Maturity date | 2027-04-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,400.00 |
j. Value of collateral, to the nearest cent | $1,420.87 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CKR1 |
g. Maturity date | 2027-05-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $161,952,100.00 |
j. Value of collateral, to the nearest cent | $163,855,723.69 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912828ZE3 |
g. Maturity date | 2027-03-31 |
h. Coupon | 0.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100.00 |
j. Value of collateral, to the nearest cent | $94.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CEJ6 |
g. Maturity date | 2027-04-15 |
h. Coupon | 0.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $65,800.00 |
j. Value of collateral, to the nearest cent | $72,793.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CEN7 |
g. Maturity date | 2027-04-30 |
h. Coupon | 2.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $193,239,300.00 |
j. Value of collateral, to the nearest cent | $189,357,093.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.34%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $350,000,000.00 |
b. Excluding the value of any sponsor support: | $350,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.45%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CITIGROUP GLOBAL MARKETS INC |
| Item C.2. The title of the issue | TRI-PARTY CITIGROUP GLOBAL MARKETS INC 4.350000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | MBNUM2BPBDO7JBLYG310 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001456764 |
c. The RSSD ID; or | |
d. Other unique identifier | BYDKSEXU4 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CLB5 |
g. Maturity date | 2026-07-31 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $236,800.00 |
j. Value of collateral, to the nearest cent | $240,845.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CLP4 |
g. Maturity date | 2026-09-30 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100.00 |
j. Value of collateral, to the nearest cent | $99.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CLS8 |
g. Maturity date | 2026-10-31 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,100.00 |
j. Value of collateral, to the nearest cent | $3,112.37 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CJC6 |
g. Maturity date | 2026-10-15 |
h. Coupon | 4.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100.00 |
j. Value of collateral, to the nearest cent | $101.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CJK8 |
g. Maturity date | 2026-11-15 |
h. Coupon | 4.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,069,100.00 |
j. Value of collateral, to the nearest cent | $8,147,170.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912828U24 |
g. Maturity date | 2026-11-15 |
h. Coupon | 2.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $427,521,300.00 |
j. Value of collateral, to the nearest cent | $415,445,198.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912828YQ7 |
g. Maturity date | 2026-10-31 |
h. Coupon | 1.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $165,000.00 |
j. Value of collateral, to the nearest cent | $159,720.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CDK4 |
g. Maturity date | 2026-11-30 |
h. Coupon | 1.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $67,934,800.00 |
j. Value of collateral, to the nearest cent | $65,603,797.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.35%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $480,000,000.00 |
b. Excluding the value of any sponsor support: | $480,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.62%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | DEUTSCHE BANK AG |
| Item C.2. The title of the issue | TRI-PARTY DEUTSCHE BANK AG 4.350000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | 7LTWFZYICNSX8D621K86 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001022437 |
c. The RSSD ID; or | |
d. Other unique identifier | BYDKSEXW0 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810SK5 |
g. Maturity date | 2049-11-15 |
h. Coupon | 2.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,999,700.00 |
j. Value of collateral, to the nearest cent | $6,275,172.45 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810SL3 |
g. Maturity date | 2050-02-15 |
h. Coupon | 2.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $43,412,400.00 |
j. Value of collateral, to the nearest cent | $25,068,180.24 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810SN9 |
g. Maturity date | 2050-05-15 |
h. Coupon | 1.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $11,439,200.00 |
j. Value of collateral, to the nearest cent | $5,339,172.37 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810SP4 |
g. Maturity date | 2050-08-15 |
h. Coupon | 1.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,854,800.00 |
j. Value of collateral, to the nearest cent | $4,756,688.02 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810SS8 |
g. Maturity date | 2050-11-15 |
h. Coupon | 1.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $400.00 |
j. Value of collateral, to the nearest cent | $205.26 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810SU3 |
g. Maturity date | 2051-02-15 |
h. Coupon | 1.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $18,097,100.00 |
j. Value of collateral, to the nearest cent | $9,989,250.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810SX7 |
g. Maturity date | 2051-05-15 |
h. Coupon | 2.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $62,307,400.00 |
j. Value of collateral, to the nearest cent | $38,572,272.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810TB4 |
g. Maturity date | 2051-11-15 |
h. Coupon | 1.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $68,998,200.00 |
j. Value of collateral, to the nearest cent | $37,400,009.68 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810TC2 |
g. Maturity date | 2041-11-15 |
h. Coupon | 2.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $34,665,200.00 |
j. Value of collateral, to the nearest cent | $23,303,896.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810TG3 |
g. Maturity date | 2052-05-15 |
h. Coupon | 2.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $45,967,800.00 |
j. Value of collateral, to the nearest cent | $31,601,109.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810TJ7 |
g. Maturity date | 2052-08-15 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $66,450,500.00 |
j. Value of collateral, to the nearest cent | $47,374,341.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810TM0 |
g. Maturity date | 2042-11-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $24,555,500.00 |
j. Value of collateral, to the nearest cent | $21,969,251.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810TN8 |
g. Maturity date | 2053-02-15 |
h. Coupon | 3.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $18,109,100.00 |
j. Value of collateral, to the nearest cent | $14,629,587.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810TR9 |
g. Maturity date | 2053-05-15 |
h. Coupon | 3.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $38,122,600.00 |
j. Value of collateral, to the nearest cent | $30,432,416.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810TS7 |
g. Maturity date | 2043-05-15 |
h. Coupon | 3.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,711,600.00 |
j. Value of collateral, to the nearest cent | $6,753,059.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810TX6 |
g. Maturity date | 2054-02-15 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $44,751,000.00 |
j. Value of collateral, to the nearest cent | $40,460,271.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810UA4 |
g. Maturity date | 2054-05-15 |
h. Coupon | 4.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $87,800.00 |
j. Value of collateral, to the nearest cent | $83,561.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810UC0 |
g. Maturity date | 2054-08-15 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,680,000.00 |
j. Value of collateral, to the nearest cent | $7,854,618.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810UD8 |
g. Maturity date | 2044-08-15 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,448,500.00 |
j. Value of collateral, to the nearest cent | $4,948,441.19 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810UG1 |
g. Maturity date | 2055-02-15 |
h. Coupon | 4.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $454,500.00 |
j. Value of collateral, to the nearest cent | $438,736.71 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810UJ5 |
g. Maturity date | 2045-02-15 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,995,700.00 |
j. Value of collateral, to the nearest cent | $4,932,736.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810RH3 |
g. Maturity date | 2044-08-15 |
h. Coupon | 3.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,100,200.00 |
j. Value of collateral, to the nearest cent | $2,413,461.99 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810RM2 |
g. Maturity date | 2045-05-15 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,071,200.00 |
j. Value of collateral, to the nearest cent | $1,550,054.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810RP5 |
g. Maturity date | 2045-11-15 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100.00 |
j. Value of collateral, to the nearest cent | $74.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810RQ3 |
g. Maturity date | 2046-02-15 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $21,690,100.00 |
j. Value of collateral, to the nearest cent | $14,806,818.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810RS9 |
g. Maturity date | 2046-05-15 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,761,700.00 |
j. Value of collateral, to the nearest cent | $1,861,998.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810RY6 |
g. Maturity date | 2047-08-15 |
h. Coupon | 2.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100.00 |
j. Value of collateral, to the nearest cent | $70.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810SA7 |
g. Maturity date | 2048-02-15 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,947,800.00 |
j. Value of collateral, to the nearest cent | $8,031,281.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810SE9 |
g. Maturity date | 2048-11-15 |
h. Coupon | 3.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,796,000.00 |
j. Value of collateral, to the nearest cent | $2,162,447.87 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810EV6 |
g. Maturity date | 2025-08-15 |
h. Coupon | 6.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,983,000.00 |
j. Value of collateral, to the nearest cent | $3,059,279.43 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810EY0 |
g. Maturity date | 2026-11-15 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,954,900.00 |
j. Value of collateral, to the nearest cent | $7,245,395.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810EZ7 |
g. Maturity date | 2027-02-15 |
h. Coupon | 6.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $23,200.00 |
j. Value of collateral, to the nearest cent | $24,720.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810FE3 |
g. Maturity date | 2028-08-15 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,387,300.00 |
j. Value of collateral, to the nearest cent | $2,542,429.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810FG8 |
g. Maturity date | 2029-02-15 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $179,800.00 |
j. Value of collateral, to the nearest cent | $191,048.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810PT9 |
g. Maturity date | 2037-02-15 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $111,000.00 |
j. Value of collateral, to the nearest cent | $115,076.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810QC5 |
g. Maturity date | 2039-08-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $143,000.00 |
j. Value of collateral, to the nearest cent | $141,360.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810QH4 |
g. Maturity date | 2040-05-15 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,394,100.00 |
j. Value of collateral, to the nearest cent | $9,008,991.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810QT8 |
g. Maturity date | 2041-11-15 |
h. Coupon | 3.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,396,300.00 |
j. Value of collateral, to the nearest cent | $4,328,624.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810QW1 |
g. Maturity date | 2042-05-15 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100.00 |
j. Value of collateral, to the nearest cent | $78.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810RB6 |
g. Maturity date | 2043-05-15 |
h. Coupon | 2.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $31,374,600.00 |
j. Value of collateral, to the nearest cent | $23,643,016.15 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810RC4 |
g. Maturity date | 2043-08-15 |
h. Coupon | 3.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $300.00 |
j. Value of collateral, to the nearest cent | $255.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810RD2 |
g. Maturity date | 2043-11-15 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $36,601,000.00 |
j. Value of collateral, to the nearest cent | $31,327,730.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810RE0 |
g. Maturity date | 2044-02-15 |
h. Coupon | 3.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,846,500.00 |
j. Value of collateral, to the nearest cent | $8,341,052.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CCE9 |
g. Maturity date | 2028-05-31 |
h. Coupon | 1.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $176,804,900.00 |
j. Value of collateral, to the nearest cent | $164,635,358.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CCH2 |
g. Maturity date | 2028-06-30 |
h. Coupon | 1.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $254,735,100.00 |
j. Value of collateral, to the nearest cent | $236,452,649.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CCS8 |
g. Maturity date | 2031-08-15 |
h. Coupon | 1.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $582,606,100.00 |
j. Value of collateral, to the nearest cent | $492,933,792.73 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F2 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.35%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $1,350,000,000.00 |
b. Excluding the value of any sponsor support: | $1,350,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 1.73%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | FIXED INCOME CLEARING CORPORATION - NOMU |
| Item C.2. The title of the issue | FIXED INCOME CLEARING CORPORATION - NOMU 4.340000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | 549300H47WTHXPU08X20 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | BYDKSEY17 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | Fixed Income Clearing Corp |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810SQ2 |
g. Maturity date | 2040-08-15 |
h. Coupon | 1.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $114,667,000.00 |
j. Value of collateral, to the nearest cent | $69,260,478.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810TF5 |
g. Maturity date | 2042-02-15 |
h. Coupon | 2.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $22,278,500.00 |
j. Value of collateral, to the nearest cent | $16,013,589.84 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810TH1 |
g. Maturity date | 2042-05-15 |
h. Coupon | 3.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $780,200.00 |
j. Value of collateral, to the nearest cent | $633,605.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810TK4 |
g. Maturity date | 2042-08-15 |
h. Coupon | 3.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $48,999,000.00 |
j. Value of collateral, to the nearest cent | $40,778,738.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810TM0 |
g. Maturity date | 2042-11-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $290,900.00 |
j. Value of collateral, to the nearest cent | $260,829.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810TW8 |
g. Maturity date | 2043-11-15 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $114,060,500.00 |
j. Value of collateral, to the nearest cent | $112,015,297.26 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CMK4 |
g. Maturity date | 2032-01-31 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $15,634,700.00 |
j. Value of collateral, to the nearest cent | $16,052,567.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CND9 |
g. Maturity date | 2028-05-15 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $212,658,000.00 |
j. Value of collateral, to the nearest cent | $212,243,430.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CLF6 |
g. Maturity date | 2034-08-15 |
h. Coupon | 3.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $259,415,900.00 |
j. Value of collateral, to the nearest cent | $252,648,153.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CLK5 |
g. Maturity date | 2029-08-31 |
h. Coupon | 3.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $73,006,600.00 |
j. Value of collateral, to the nearest cent | $72,743,118.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CLL3 |
g. Maturity date | 2027-09-15 |
h. Coupon | 3.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,911,900.00 |
j. Value of collateral, to the nearest cent | $1,903,816.69 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810RE0 |
g. Maturity date | 2044-02-15 |
h. Coupon | 3.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $212,970,000.00 |
j. Value of collateral, to the nearest cent | $180,819,487.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810RM2 |
g. Maturity date | 2045-05-15 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100.00 |
j. Value of collateral, to the nearest cent | $75.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CMD0 |
g. Maturity date | 2029-12-31 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $9,185,300.00 |
j. Value of collateral, to the nearest cent | $9,507,506.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810QC5 |
g. Maturity date | 2039-08-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $242,500,000.00 |
j. Value of collateral, to the nearest cent | $240,211,570.42 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810QH4 |
g. Maturity date | 2040-05-15 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,762,000.00 |
j. Value of collateral, to the nearest cent | $1,693,652.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810QT8 |
g. Maturity date | 2041-11-15 |
h. Coupon | 3.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $48,300.00 |
j. Value of collateral, to the nearest cent | $38,835.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810RB6 |
g. Maturity date | 2043-05-15 |
h. Coupon | 2.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $131,255,600.00 |
j. Value of collateral, to the nearest cent | $99,162,933.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CGJ4 |
g. Maturity date | 2030-01-31 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,551,900.00 |
j. Value of collateral, to the nearest cent | $1,538,649.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CGP0 |
g. Maturity date | 2028-02-29 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $338,653,200.00 |
j. Value of collateral, to the nearest cent | $342,963,003.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CGQ8 |
g. Maturity date | 2030-02-28 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,581,300.00 |
j. Value of collateral, to the nearest cent | $6,656,868.49 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CGS4 |
g. Maturity date | 2030-03-31 |
h. Coupon | 3.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $305,968,800.00 |
j. Value of collateral, to the nearest cent | $302,943,877.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CJF9 |
g. Maturity date | 2028-10-31 |
h. Coupon | 4.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $79,898,400.00 |
j. Value of collateral, to the nearest cent | $82,650,674.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CJW2 |
g. Maturity date | 2029-01-31 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,732,900.00 |
j. Value of collateral, to the nearest cent | $8,869,728.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CKG5 |
g. Maturity date | 2029-03-31 |
h. Coupon | 4.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $35,000,000.00 |
j. Value of collateral, to the nearest cent | $35,481,435.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CKP5 |
g. Maturity date | 2029-04-30 |
h. Coupon | 4.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $135,228,500.00 |
j. Value of collateral, to the nearest cent | $139,080,399.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912797QJ9 |
g. Maturity date | 2025-08-12 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $771,430,700.00 |
j. Value of collateral, to the nearest cent | $765,000,053.68 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 9128282R0 |
g. Maturity date | 2027-08-15 |
h. Coupon | 2.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,554,000.00 |
j. Value of collateral, to the nearest cent | $10,254,678.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912828ZQ6 |
g. Maturity date | 2030-05-15 |
h. Coupon | 0.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $43,936,600.00 |
j. Value of collateral, to the nearest cent | $37,365,870.71 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CAH4 |
g. Maturity date | 2027-08-31 |
h. Coupon | 0.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $254,371,000.00 |
j. Value of collateral, to the nearest cent | $236,226,821.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CCS8 |
g. Maturity date | 2031-08-15 |
h. Coupon | 1.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $253,398,100.00 |
j. Value of collateral, to the nearest cent | $214,750,875.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CCV1 |
g. Maturity date | 2028-08-31 |
h. Coupon | 1.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $20,100.00 |
j. Value of collateral, to the nearest cent | $18,467.18 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CCY5 |
g. Maturity date | 2028-09-30 |
h. Coupon | 1.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,350,900.00 |
j. Value of collateral, to the nearest cent | $4,921,186.24 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CDJ7 |
g. Maturity date | 2031-11-15 |
h. Coupon | 1.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,009,700.00 |
j. Value of collateral, to the nearest cent | $84,456,737.71 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CDL2 |
g. Maturity date | 2028-11-30 |
h. Coupon | 1.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $94,931,400.00 |
j. Value of collateral, to the nearest cent | $88,225,236.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CFF3 |
g. Maturity date | 2032-08-15 |
h. Coupon | 2.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $94,317,300.00 |
j. Value of collateral, to the nearest cent | $86,607,761.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.34%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $3,700,000,000.00 |
b. Excluding the value of any sponsor support: | $3,700,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 4.75%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | CITIGROUP GLOBAL MARKETS INC |
| Item C.2. The title of the issue | TRI-PARTY CITIGROUP GLOBAL MARKETS INC 4.340000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | MBNUM2BPBDO7JBLYG310 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001456764 |
c. The RSSD ID; or | |
d. Other unique identifier | BYDKSEY90 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CGL9 |
g. Maturity date | 2026-02-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,482,458.00 |
j. Value of collateral, to the nearest cent | $8,563,378.41 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED STATES TREASURY |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 9128283W8 |
g. Maturity date | 2028-02-15 |
h. Coupon | 2.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $21,492,766.00 |
j. Value of collateral, to the nearest cent | $21,016,626.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.34%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $29,000,000.00 |
b. Excluding the value of any sponsor support: | $29,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.04%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | GOLDMAN SACHS & CO LLC |
| Item C.2. The title of the issue | TRI-PARTY GOLDMAN SACHS & CO. LLC 4.350000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | FOR8UP27PHTHYVLBNG30 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | BYDKSEYF6 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618N5MR7 |
g. Maturity date | 2055-05-20 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,505,008.00 |
j. Value of collateral, to the nearest cent | $7,616,707.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618NLZE7 |
g. Maturity date | 2055-04-20 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,567,104.00 |
j. Value of collateral, to the nearest cent | $2,669,278.68 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618NSAR0 |
g. Maturity date | 2055-04-20 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,324,372.00 |
j. Value of collateral, to the nearest cent | $2,378,389.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 |
e. LEI | N/A |
f. The CUSIP | 3620C02C1 |
g. Maturity date | 2040-07-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $205,812.00 |
j. Value of collateral, to the nearest cent | $12,280.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179XLJ3 |
g. Maturity date | 2052-11-20 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000,000.00 |
j. Value of collateral, to the nearest cent | $37,756,223.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 |
e. LEI | N/A |
f. The CUSIP | 3617GRC41 |
g. Maturity date | 2048-08-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000,943.00 |
j. Value of collateral, to the nearest cent | $3,005,327.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 |
e. LEI | N/A |
f. The CUSIP | 3617YB5N2 |
g. Maturity date | 2057-07-15 |
h. Coupon | 2.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,539,879.00 |
j. Value of collateral, to the nearest cent | $4,620,111.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618HXTV7 |
g. Maturity date | 2054-08-20 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,034,258.00 |
j. Value of collateral, to the nearest cent | $1,072,490.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618HYBK8 |
g. Maturity date | 2064-04-20 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $237,200.00 |
j. Value of collateral, to the nearest cent | $213,169.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618J16G3 |
g. Maturity date | 2054-10-20 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,323,410.00 |
j. Value of collateral, to the nearest cent | $1,314,195.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618J6RU8 |
g. Maturity date | 2054-10-20 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $94,370.00 |
j. Value of collateral, to the nearest cent | $94,056.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618JKV24 |
g. Maturity date | 2054-10-20 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,513,360.00 |
j. Value of collateral, to the nearest cent | $1,468,044.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618JKVG3 |
g. Maturity date | 2054-10-20 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,336,288.00 |
j. Value of collateral, to the nearest cent | $1,340,648.49 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618JLJ83 |
g. Maturity date | 2054-12-20 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,535,998.00 |
j. Value of collateral, to the nearest cent | $1,537,612.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618JNAB1 |
g. Maturity date | 2054-11-20 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,244,784.00 |
j. Value of collateral, to the nearest cent | $1,234,567.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618JQTZ1 |
g. Maturity date | 2054-10-20 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,142,240.00 |
j. Value of collateral, to the nearest cent | $1,179,452.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618JTBV3 |
g. Maturity date | 2055-05-20 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,049,340.00 |
j. Value of collateral, to the nearest cent | $1,072,382.81 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618JVCA3 |
g. Maturity date | 2055-03-20 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $138,133.00 |
j. Value of collateral, to the nearest cent | $142,593.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618K53P5 |
g. Maturity date | 2054-01-20 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,534,268.00 |
j. Value of collateral, to the nearest cent | $2,646,016.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618KBMT3 |
g. Maturity date | 2055-02-20 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,019,868.00 |
j. Value of collateral, to the nearest cent | $3,117,342.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618KDWD3 |
g. Maturity date | 2055-03-20 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $78,638.00 |
j. Value of collateral, to the nearest cent | $82,494.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618KDWS0 |
g. Maturity date | 2055-03-20 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $212,152.00 |
j. Value of collateral, to the nearest cent | $216,387.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618KDWV3 |
g. Maturity date | 2055-03-20 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,032,936.00 |
j. Value of collateral, to the nearest cent | $1,068,234.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618KFK66 |
g. Maturity date | 2055-03-20 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,254,968.00 |
j. Value of collateral, to the nearest cent | $4,340,140.42 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618KGRE0 |
g. Maturity date | 2055-02-20 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,569,464.00 |
j. Value of collateral, to the nearest cent | $1,643,251.15 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618KGRK6 |
g. Maturity date | 2055-02-20 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,518,064.00 |
j. Value of collateral, to the nearest cent | $3,658,078.36 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618KTHC7 |
g. Maturity date | 2055-05-20 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,333,920.00 |
j. Value of collateral, to the nearest cent | $6,473,008.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618KVAE5 |
g. Maturity date | 2055-05-20 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,864,884.00 |
j. Value of collateral, to the nearest cent | $1,872,452.73 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618L0RP9 |
g. Maturity date | 2055-05-20 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,538,256.00 |
j. Value of collateral, to the nearest cent | $7,541,071.97 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618L16T2 |
g. Maturity date | 2055-05-20 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,453,542.00 |
j. Value of collateral, to the nearest cent | $1,490,809.84 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618L1VN7 |
g. Maturity date | 2055-05-20 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,124,676.00 |
j. Value of collateral, to the nearest cent | $1,163,178.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.35%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $102,000,000.00 |
b. Excluding the value of any sponsor support: | $102,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.13%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | JP MORGAN SECURITIES LLC |
| Item C.2. The title of the issue | TRI-PARTY J.P. MORGAN SECURITIES LLC 4.350000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | ZBUT11V806EZRVTWT807 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0000782124 |
c. The RSSD ID; or | |
d. Other unique identifier | BYDKSEYP4 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618N5GP8 |
g. Maturity date | 2055-02-20 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,617,855.00 |
j. Value of collateral, to the nearest cent | $7,527,188.07 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179X6T8 |
g. Maturity date | 2034-11-20 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $105,411.00 |
j. Value of collateral, to the nearest cent | $85,810.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618K6GY0 |
g. Maturity date | 2055-01-20 |
h. Coupon | 7.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,664,698.00 |
j. Value of collateral, to the nearest cent | $1,715,722.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618KAAP6 |
g. Maturity date | 2055-03-20 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,360,004.00 |
j. Value of collateral, to the nearest cent | $1,423,086.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618KFFT2 |
g. Maturity date | 2055-04-20 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,906,942.00 |
j. Value of collateral, to the nearest cent | $1,980,733.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618KFUF5 |
g. Maturity date | 2055-02-20 |
h. Coupon | 7.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,076,304.00 |
j. Value of collateral, to the nearest cent | $1,110,682.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618L3MZ6 |
g. Maturity date | 2050-05-20 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,407,688.00 |
j. Value of collateral, to the nearest cent | $1,456,777.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.35%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $15,000,000.00 |
b. Excluding the value of any sponsor support: | $15,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.02%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | NOMURA SECURITIES INTERNATIONAL INC |
| Item C.2. The title of the issue | TRI-PARTY NOMURA SECURITIES INTERNATONAL INC 4.350000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | OXTKY6Q8X53C9ILVV871 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | BYDKSEYY5 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36202FUF1 |
g. Maturity date | 2041-06-20 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,183,370.00 |
j. Value of collateral, to the nearest cent | $49,369.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 |
e. LEI | N/A |
f. The CUSIP | 36209ER46 |
g. Maturity date | 2028-03-15 |
h. Coupon | 7.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $952,500.00 |
j. Value of collateral, to the nearest cent | $16,419.99 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 |
e. LEI | N/A |
f. The CUSIP | 36209ER79 |
g. Maturity date | 2028-04-15 |
h. Coupon | 7.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $968,800.00 |
j. Value of collateral, to the nearest cent | $13,303.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3622ABCV2 |
g. Maturity date | 2051-08-20 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $58,371,400.00 |
j. Value of collateral, to the nearest cent | $38,894,496.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3622ABGG1 |
g. Maturity date | 2051-10-20 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,953,964.00 |
j. Value of collateral, to the nearest cent | $4,416,476.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3622ABKC5 |
g. Maturity date | 2051-12-20 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $61,882.86 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3622ABLL4 |
g. Maturity date | 2052-01-20 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,068,000.00 |
j. Value of collateral, to the nearest cent | $703,941.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3622ABP63 |
g. Maturity date | 2052-02-20 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $905,700.00 |
j. Value of collateral, to the nearest cent | $607,234.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 |
e. LEI | N/A |
f. The CUSIP | 3622ABRP9 |
g. Maturity date | 2052-02-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $173,500.00 |
j. Value of collateral, to the nearest cent | $113,524.27 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3622ABU83 |
g. Maturity date | 2052-03-20 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $64,956.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3622ABUA8 |
g. Maturity date | 2052-03-20 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $721,913.00 |
j. Value of collateral, to the nearest cent | $456,110.34 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3622ABUF7 |
g. Maturity date | 2051-11-20 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $154,700.00 |
j. Value of collateral, to the nearest cent | $101,455.41 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3622ABYG1 |
g. Maturity date | 2044-12-20 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $511,000.00 |
j. Value of collateral, to the nearest cent | $345,357.85 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3622ACGT1 |
g. Maturity date | 2037-12-20 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $92,984.00 |
j. Value of collateral, to the nearest cent | $61,019.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179WXH6 |
g. Maturity date | 2052-02-20 |
h. Coupon | 2.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,588,600.00 |
j. Value of collateral, to the nearest cent | $4,803,183.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179WY93 |
g. Maturity date | 2052-03-20 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $89,813,200.00 |
j. Value of collateral, to the nearest cent | $58,075,113.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179X2E5 |
g. Maturity date | 2053-05-20 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $504,100.00 |
j. Value of collateral, to the nearest cent | $340,195.35 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179XDB9 |
g. Maturity date | 2052-08-20 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $408,800.00 |
j. Value of collateral, to the nearest cent | $273,574.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179XFD3 |
g. Maturity date | 2052-09-20 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $35,000.00 |
j. Value of collateral, to the nearest cent | $22,486.54 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179XS72 |
g. Maturity date | 2053-02-20 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,319,700.00 |
j. Value of collateral, to the nearest cent | $4,288,688.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179YAU8 |
g. Maturity date | 2053-07-20 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $20,000,000.00 |
j. Value of collateral, to the nearest cent | $10,836,134.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179YFF6 |
g. Maturity date | 2053-08-20 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $533,500.00 |
j. Value of collateral, to the nearest cent | $387,810.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179YKT0 |
g. Maturity date | 2053-11-20 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $14,967,534.00 |
j. Value of collateral, to the nearest cent | $10,816,641.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179YPB4 |
g. Maturity date | 2054-01-20 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $519,500.00 |
j. Value of collateral, to the nearest cent | $388,676.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179YS88 |
g. Maturity date | 2054-03-20 |
h. Coupon | 6.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $24,875,500.00 |
j. Value of collateral, to the nearest cent | $15,553,547.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 |
e. LEI | N/A |
f. The CUSIP | 3617GSSN0 |
g. Maturity date | 2048-04-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $460,900.00 |
j. Value of collateral, to the nearest cent | $42,933.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3617HPT79 |
g. Maturity date | 2048-11-20 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,084,400.00 |
j. Value of collateral, to the nearest cent | $386,322.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3617J9VF2 |
g. Maturity date | 2049-04-20 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $102,200.00 |
j. Value of collateral, to the nearest cent | $66,007.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 |
e. LEI | N/A |
f. The CUSIP | 3617KRSA5 |
g. Maturity date | 2049-12-15 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $364,500.00 |
j. Value of collateral, to the nearest cent | $234,414.15 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3617YECW8 |
g. Maturity date | 2052-04-20 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $25,100.00 |
j. Value of collateral, to the nearest cent | $16,354.81 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618AJS61 |
g. Maturity date | 2063-07-20 |
h. Coupon | 6.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $251,600.00 |
j. Value of collateral, to the nearest cent | $167,006.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 3618AXV66 |
g. Maturity date | 2053-03-20 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $38,100.00 |
j. Value of collateral, to the nearest cent | $25,039.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179ME48 |
g. Maturity date | 2042-06-20 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,515,000.00 |
j. Value of collateral, to the nearest cent | $88,336.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179QL58 |
g. Maturity date | 2044-08-20 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $969,244.00 |
j. Value of collateral, to the nearest cent | $71,575.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179QYS4 |
g. Maturity date | 2045-01-20 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $482,582.00 |
j. Value of collateral, to the nearest cent | $34,056.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179RXG9 |
g. Maturity date | 2046-01-20 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $500,000.00 |
j. Value of collateral, to the nearest cent | $46,770.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179TZ73 |
g. Maturity date | 2048-06-20 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,250,000.00 |
j. Value of collateral, to the nearest cent | $97,538.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179TZU2 |
g. Maturity date | 2048-06-20 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $514,800.00 |
j. Value of collateral, to the nearest cent | $18,973.31 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179W5B0 |
g. Maturity date | 2052-05-20 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $19,800.00 |
j. Value of collateral, to the nearest cent | $13,072.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | NR |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.35%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $150,000,000.00 |
b. Excluding the value of any sponsor support: | $150,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.19%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | WELLS FARGO SECURITIES LLC |
| Item C.2. The title of the issue | TRI-PARTY WELLS FARGO SECURITIES LLC 4.350000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | VYVVCKR63DVZZN70PB21 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001488662 |
c. The RSSD ID; or | |
d. Other unique identifier | BYDKSEZA6 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 |
e. LEI | N/A |
f. The CUSIP | 36179WQA9 |
g. Maturity date | 2051-10-20 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $124,340,240.00 |
j. Value of collateral, to the nearest cent | $76,500,000.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | NR |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | NR |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.35%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $75,000,000.00 |
b. Excluding the value of any sponsor support: | $75,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.10%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) |
| Item C.2. The title of the issue | SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.320000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | N/A |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | BYDKTUL22 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1+ |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1+ |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.32%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $826,000,000.00 |
b. Excluding the value of any sponsor support: | $826,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 1.06%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | BNP PARIBAS SA |
| Item C.2. The title of the issue | TRI-PARTY BNP PARIBAS SA 4.430000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | N/A |
| Item C.4. The LEI | R0MUWSFPU8MPRO8K5P83 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0000753835 |
c. The RSSD ID; or | |
d. Other unique identifier | BYDKUKYM4 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | SUMITOMO MITSUI FIN GRP INC |
e. LEI | 35380028MYWPB6AUO129 |
f. The CUSIP | 86562MAN0 |
g. Maturity date | 2027-01-11 |
h. Coupon | 3.446000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,993.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SUMITOMO MITSUI FIN GRP INC |
e. LEI | 35380028MYWPB6AUO129 |
f. The CUSIP | 86562MBC3 |
g. Maturity date | 2028-07-19 |
h. Coupon | 3.944000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $329,000.00 |
j. Value of collateral, to the nearest cent | $328,441.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SUMITOMO MITSUI FIN GRP INC |
e. LEI | 35380028MYWPB6AUO129 |
f. The CUSIP | 86562MCA6 |
g. Maturity date | 2025-07-08 |
h. Coupon | 1.474000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $200,536.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | STATE STREET CORP |
e. LEI | 549300ZFEEJ2IP5VME73 |
f. The CUSIP | 857477CD3 |
g. Maturity date | 2026-08-03 |
h. Coupon | 5.272000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $567,000.00 |
j. Value of collateral, to the nearest cent | $582,084.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | STATE STREET CORP |
e. LEI | 549300ZFEEJ2IP5VME73 |
f. The CUSIP | 857477CX9 |
g. Maturity date | 2036-02-28 |
h. Coupon | 5.146000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,380,000.00 |
j. Value of collateral, to the nearest cent | $1,387,425.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | STATE STREET CORP |
e. LEI | 549300ZFEEJ2IP5VME73 |
f. The CUSIP | 857477DB6 |
g. Maturity date | 2030-04-24 |
h. Coupon | 4.834000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,398,000.00 |
j. Value of collateral, to the nearest cent | $3,437,396.41 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EQUINOR ASA |
e. LEI | OW6OFBNCKXC4US5C7523 |
f. The CUSIP | 85771PAL6 |
g. Maturity date | 2043-05-15 |
h. Coupon | 3.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $802.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SHELL INTERNATIONAL FINANCE BV |
e. LEI | 213800ITMMKU4Z7I4F78 |
f. The CUSIP | 822582AN2 |
g. Maturity date | 2040-03-25 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $349,000.00 |
j. Value of collateral, to the nearest cent | $349,415.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SHELL INTERNATIONAL FINANCE BV |
e. LEI | 213800ITMMKU4Z7I4F78 |
f. The CUSIP | 822582BX9 |
g. Maturity date | 2026-09-12 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $167,000.00 |
j. Value of collateral, to the nearest cent | $164,501.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SHELL INTERNATIONAL FINANCE BV |
e. LEI | 213800ITMMKU4Z7I4F78 |
f. The CUSIP | 822582BX9 |
g. Maturity date | 2026-09-12 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $448,000.00 |
j. Value of collateral, to the nearest cent | $441,296.43 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED PARCEL SERVICE INC |
e. LEI | D01LMJZU09ULLNCY6Z23 |
f. The CUSIP | 911312BR6 |
g. Maturity date | 2029-03-15 |
h. Coupon | 3.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $18,000.00 |
j. Value of collateral, to the nearest cent | $17,519.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED PARCEL SERVICE INC |
e. LEI | D01LMJZU09ULLNCY6Z23 |
f. The CUSIP | 911312CL8 |
g. Maturity date | 2065-05-14 |
h. Coupon | 6.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,005,000.00 |
j. Value of collateral, to the nearest cent | $997,632.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITED PARCEL SERVICE INC |
e. LEI | D01LMJZU09ULLNCY6Z23 |
f. The CUSIP | 911312CL8 |
g. Maturity date | 2065-05-14 |
h. Coupon | 6.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,833,000.00 |
j. Value of collateral, to the nearest cent | $1,819,562.07 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EQUINOR ASA |
e. LEI | OW6OFBNCKXC4US5C7523 |
f. The CUSIP | 29446MAJ1 |
g. Maturity date | 2026-01-22 |
h. Coupon | 1.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $15,000.00 |
j. Value of collateral, to the nearest cent | $14,843.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SCHLUMBERGER HOLDINGS CORP |
e. LEI | 529900IKZG65COT1D505 |
f. The CUSIP | 806851AP6 |
g. Maturity date | 2033-05-15 |
h. Coupon | 4.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $966.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHARLES SCHWAB CORP |
e. LEI | 549300VSGCJ7E698NM85 |
f. The CUSIP | 808513BG9 |
g. Maturity date | 2031-03-11 |
h. Coupon | 1.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,542.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CARGILL INC |
e. LEI | QXZYQNMR4JZ5RIRN4T31 |
f. The CUSIP | BRWGRGG40 |
g. Maturity date | 2026-02-02 |
h. Coupon | 0.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $40,000.00 |
j. Value of collateral, to the nearest cent | $39,132.73 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NORTHERN STATES POWER COMPANY (MINNESOTA) |
e. LEI | 3S1GHB0TEH85KX44SB51 |
f. The CUSIP | 665772CZ0 |
g. Maturity date | 2035-05-15 |
h. Coupon | 5.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $6,000.00 |
j. Value of collateral, to the nearest cent | $5,981.74 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NORTHERN TRUST CORPORATION |
e. LEI | 549300GLF98S992BC502 |
f. The CUSIP | 665859AX2 |
g. Maturity date | 2032-11-02 |
h. Coupon | 6.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,560,000.00 |
j. Value of collateral, to the nearest cent | $2,735,216.36 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTHERN CALIFORNIA EDISON COMPANY |
e. LEI | 9R1Z5I36FERIBVKW4P77 |
f. The CUSIP | 842400FA6 |
g. Maturity date | 2035-07-15 |
h. Coupon | 5.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $96,000.00 |
j. Value of collateral, to the nearest cent | $93,862.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTHERN CALIFORNIA EDISON COMPANY |
e. LEI | 9R1Z5I36FERIBVKW4P77 |
f. The CUSIP | 842400FH1 |
g. Maturity date | 2038-02-01 |
h. Coupon | 5.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $997.28 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTHERN CALIFORNIA EDISON COMPANY |
e. LEI | 9R1Z5I36FERIBVKW4P77 |
f. The CUSIP | 842400GG2 |
g. Maturity date | 2047-04-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $706.34 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTHERN CALIFORNIA EDISON COMPANY |
e. LEI | 9R1Z5I36FERIBVKW4P77 |
f. The CUSIP | 842400GG2 |
g. Maturity date | 2047-04-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000.00 |
j. Value of collateral, to the nearest cent | $3,531.68 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTHERN CALIFORNIA EDISON COMPANY |
e. LEI | 9R1Z5I36FERIBVKW4P77 |
f. The CUSIP | 842400GU1 |
g. Maturity date | 2030-06-01 |
h. Coupon | 2.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $176,323.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTHERN CALIFORNIA EDISON COMPANY |
e. LEI | 9R1Z5I36FERIBVKW4P77 |
f. The CUSIP | 842400GU1 |
g. Maturity date | 2030-06-01 |
h. Coupon | 2.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $898,000.00 |
j. Value of collateral, to the nearest cent | $791,692.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTHERN CALIFORNIA EDISON COMPANY |
e. LEI | 9R1Z5I36FERIBVKW4P77 |
f. The CUSIP | 842400HN6 |
g. Maturity date | 2052-02-01 |
h. Coupon | 3.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $624.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTHERN CALIFORNIA EDISON COMPANY |
e. LEI | 9R1Z5I36FERIBVKW4P77 |
f. The CUSIP | 842400HR7 |
g. Maturity date | 2052-06-01 |
h. Coupon | 5.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,602.08 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTHERN CALIFORNIA EDISON COMPANY |
e. LEI | 9R1Z5I36FERIBVKW4P77 |
f. The CUSIP | 842400HR7 |
g. Maturity date | 2052-06-01 |
h. Coupon | 5.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $72,000.00 |
j. Value of collateral, to the nearest cent | $62,449.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTHERN CALIFORNIA EDISON COMPANY |
e. LEI | 9R1Z5I36FERIBVKW4P77 |
f. The CUSIP | 842400HT3 |
g. Maturity date | 2032-11-01 |
h. Coupon | 5.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $3,060.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTHERN CALIFORNIA EDISON COMPANY |
e. LEI | 9R1Z5I36FERIBVKW4P77 |
f. The CUSIP | 842400JE4 |
g. Maturity date | 2031-06-01 |
h. Coupon | 5.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $1,032.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTHERN CALIFORNIA EDISON COMPANY |
e. LEI | 9R1Z5I36FERIBVKW4P77 |
f. The CUSIP | 842400JE4 |
g. Maturity date | 2031-06-01 |
h. Coupon | 5.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $1,032.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTHERN CALIFORNIA EDISON COMPANY |
e. LEI | 9R1Z5I36FERIBVKW4P77 |
f. The CUSIP | 842400JG9 |
g. Maturity date | 2035-03-01 |
h. Coupon | 5.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,979.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTHERN CALIFORNIA GAS COMPANY |
e. LEI | XY0N0J73VHV5F4CUJV89 |
f. The CUSIP | 842434CU4 |
g. Maturity date | 2030-02-01 |
h. Coupon | 2.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $91,697.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTHERN CALIFORNIA GAS COMPANY |
e. LEI | XY0N0J73VHV5F4CUJV89 |
f. The CUSIP | 842434CX8 |
g. Maturity date | 2052-11-15 |
h. Coupon | 6.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $3,105.77 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SOUTHERN CALIFORNIA GAS COMPANY |
e. LEI | XY0N0J73VHV5F4CUJV89 |
f. The CUSIP | 842434CY6 |
g. Maturity date | 2053-06-01 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,938.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ELI LILLY AND COMPANY |
e. LEI | FRDRIPF3EKNDJ2CQJL29 |
f. The CUSIP | 532457CJ5 |
g. Maturity date | 2027-02-09 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,738,000.00 |
j. Value of collateral, to the nearest cent | $1,771,187.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | QUALCOMM INC |
e. LEI | H1J8DDZKZP6H7RWC0H53 |
f. The CUSIP | 747525AJ2 |
g. Maturity date | 2035-05-20 |
h. Coupon | 4.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $45,000.00 |
j. Value of collateral, to the nearest cent | $44,122.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | THE METHODIST HOSPITAL (TX) |
e. LEI | 549300Y1E42JLBRENF23 |
f. The CUSIP | 591539AA9 |
g. Maturity date | 2050-12-01 |
h. Coupon | 2.705000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $465,000.00 |
j. Value of collateral, to the nearest cent | $281,120.34 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MARS INC |
e. LEI | 54930073HKEO6GZBSS03 |
f. The CUSIP | BYDFMP0E8 |
g. Maturity date | 2035-03-01 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $80,000.00 |
j. Value of collateral, to the nearest cent | $80,578.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | LOCKHEED MARTIN CORPORATION |
e. LEI | DPRBOZP0K5RM2YE8UU08 |
f. The CUSIP | 539830BC2 |
g. Maturity date | 2035-03-01 |
h. Coupon | 3.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $369,000.00 |
j. Value of collateral, to the nearest cent | $331,516.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MACQUARIE GROUP LTD |
e. LEI | ACMHD8HWFMFUIQQ8Y590 |
f. The CUSIP | 55608JAP3 |
g. Maturity date | 2030-01-15 |
h. Coupon | 5.033000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $2,045.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MACQUARIE BANK LTD |
e. LEI | 4ZHCHI4KYZG2WVRT8631 |
f. The CUSIP | 55608RBM1 |
g. Maturity date | 2026-06-15 |
h. Coupon | 5.208000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $217,000.00 |
j. Value of collateral, to the nearest cent | $223,904.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MERCEDES-BENZ FINANCE NORTH AMERICA LLC |
e. LEI | 549300423Z16BB673J12 |
f. The CUSIP | 233835AQ0 |
g. Maturity date | 2031-01-18 |
h. Coupon | 8.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $31,000.00 |
j. Value of collateral, to the nearest cent | $37,313.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ELI LILLY AND COMPANY |
e. LEI | FRDRIPF3EKNDJ2CQJL29 |
f. The CUSIP | 532457CQ9 |
g. Maturity date | 2029-08-14 |
h. Coupon | 4.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000,000.00 |
j. Value of collateral, to the nearest cent | $1,009,356.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MICROSOFT CORP |
e. LEI | INR2EJN1ERAN0W5ZP974 |
f. The CUSIP | 594918BC7 |
g. Maturity date | 2035-02-12 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $53,000.00 |
j. Value of collateral, to the nearest cent | $49,227.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MICROSOFT CORP |
e. LEI | INR2EJN1ERAN0W5ZP974 |
f. The CUSIP | 594918BT0 |
g. Maturity date | 2046-08-08 |
h. Coupon | 3.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,414.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MICROSOFT CORP |
e. LEI | INR2EJN1ERAN0W5ZP974 |
f. The CUSIP | 594918CB8 |
g. Maturity date | 2057-02-06 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,691.87 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MICROSOFT CORP |
e. LEI | INR2EJN1ERAN0W5ZP974 |
f. The CUSIP | 594918CC6 |
g. Maturity date | 2050-06-01 |
h. Coupon | 2.525000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $297,000.00 |
j. Value of collateral, to the nearest cent | $184,212.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MICROSOFT CORP |
e. LEI | INR2EJN1ERAN0W5ZP974 |
f. The CUSIP | 594918CD4 |
g. Maturity date | 2060-06-01 |
h. Coupon | 2.675000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,155.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MIDAMERICAN ENERGY COMPANY |
e. LEI | NINLOILYRTLIMK26MZ18 |
f. The CUSIP | 595620AT2 |
g. Maturity date | 2029-04-15 |
h. Coupon | 3.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $3,915.69 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DTE ELECTRIC COMPANY |
e. LEI | 9N0FWODEJVKHC2DYLO03 |
f. The CUSIP | 23338VAD8 |
g. Maturity date | 2044-07-01 |
h. Coupon | 4.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,000.00 |
j. Value of collateral, to the nearest cent | $6,722.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DTE ELECTRIC COMPANY |
e. LEI | 9N0FWODEJVKHC2DYLO03 |
f. The CUSIP | 23338VAS5 |
g. Maturity date | 2033-04-01 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $45,000.00 |
j. Value of collateral, to the nearest cent | $45,919.90 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DTE ELECTRIC COMPANY |
e. LEI | 9N0FWODEJVKHC2DYLO03 |
f. The CUSIP | 23338VAZ9 |
g. Maturity date | 2055-05-15 |
h. Coupon | 5.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $3,000.15 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HERSHEY COMPANY THE |
e. LEI | 21X2CX66SU2BR6QTAD08 |
f. The CUSIP | 427866BM9 |
g. Maturity date | 2032-02-24 |
h. Coupon | 4.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $3,077.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HOME DEPOT INC |
e. LEI | QEKMOTMBBKA8I816DO57 |
f. The CUSIP | 437076BS0 |
g. Maturity date | 2047-06-15 |
h. Coupon | 3.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $47,000.00 |
j. Value of collateral, to the nearest cent | $36,966.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HOME DEPOT INC |
e. LEI | QEKMOTMBBKA8I816DO57 |
f. The CUSIP | 437076CB6 |
g. Maturity date | 2030-04-15 |
h. Coupon | 2.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $26,000.00 |
j. Value of collateral, to the nearest cent | $24,100.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HOME DEPOT INC |
e. LEI | QEKMOTMBBKA8I816DO57 |
f. The CUSIP | 437076CC4 |
g. Maturity date | 2040-04-15 |
h. Coupon | 3.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $55,000.00 |
j. Value of collateral, to the nearest cent | $43,116.43 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HOME DEPOT INC |
e. LEI | QEKMOTMBBKA8I816DO57 |
f. The CUSIP | 437076CG5 |
g. Maturity date | 2051-03-15 |
h. Coupon | 2.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $1,660.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TARGET CORPORATION |
e. LEI | 8WDDFXB5T1Z6J0XC1L66 |
f. The CUSIP | 87612EBA3 |
g. Maturity date | 2042-07-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $580,000.00 |
j. Value of collateral, to the nearest cent | $485,788.02 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TARGET CORPORATION |
e. LEI | 8WDDFXB5T1Z6J0XC1L66 |
f. The CUSIP | 87612EBN5 |
g. Maturity date | 2052-01-15 |
h. Coupon | 2.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $62,908.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TARGET CORPORATION |
e. LEI | 8WDDFXB5T1Z6J0XC1L66 |
f. The CUSIP | 87612EBP0 |
g. Maturity date | 2032-09-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $85,000.00 |
j. Value of collateral, to the nearest cent | $84,183.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TARGET CORPORATION |
e. LEI | 8WDDFXB5T1Z6J0XC1L66 |
f. The CUSIP | 87612EBP0 |
g. Maturity date | 2032-09-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $115,000.00 |
j. Value of collateral, to the nearest cent | $113,895.43 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TARGET CORPORATION |
e. LEI | 8WDDFXB5T1Z6J0XC1L66 |
f. The CUSIP | 87612EBP0 |
g. Maturity date | 2032-09-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $895,000.00 |
j. Value of collateral, to the nearest cent | $886,403.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TARGET CORPORATION |
e. LEI | 8WDDFXB5T1Z6J0XC1L66 |
f. The CUSIP | 87612EBQ8 |
g. Maturity date | 2033-01-15 |
h. Coupon | 4.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $14,000.00 |
j. Value of collateral, to the nearest cent | $13,843.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TARGET CORPORATION |
e. LEI | 8WDDFXB5T1Z6J0XC1L66 |
f. The CUSIP | 87612EBS4 |
g. Maturity date | 2034-09-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $551,000.00 |
j. Value of collateral, to the nearest cent | $531,034.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TARGET CORPORATION |
e. LEI | 8WDDFXB5T1Z6J0XC1L66 |
f. The CUSIP | 87612EBT2 |
g. Maturity date | 2035-04-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,973.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TEXAS INSTRUMENTS INC |
e. LEI | WDJNR2L6D8RWOEB8T652 |
f. The CUSIP | 882508BL7 |
g. Maturity date | 2031-09-15 |
h. Coupon | 1.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $86,274.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TEXAS INSTRUMENTS INC |
e. LEI | WDJNR2L6D8RWOEB8T652 |
f. The CUSIP | 882508BP8 |
g. Maturity date | 2032-08-16 |
h. Coupon | 3.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $160,000.00 |
j. Value of collateral, to the nearest cent | $150,979.91 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TEXAS INSTRUMENTS INC |
e. LEI | WDJNR2L6D8RWOEB8T652 |
f. The CUSIP | 882508BP8 |
g. Maturity date | 2032-08-16 |
h. Coupon | 3.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $823,000.00 |
j. Value of collateral, to the nearest cent | $776,602.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHILE ELECTRICITY LUX MPC II SARL |
e. LEI | N/A |
f. The CUSIP | BYDG8UJG6 |
g. Maturity date | 2035-10-20 |
h. Coupon | 5.672000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $830,000.00 |
j. Value of collateral, to the nearest cent | $832,158.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CATERPILLAR INC |
e. LEI | WRJR7GS4GTRECRRTVX92 |
f. The CUSIP | 149123CB5 |
g. Maturity date | 2042-08-15 |
h. Coupon | 3.803000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $414,000.00 |
j. Value of collateral, to the nearest cent | $337,742.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CATERPILLAR INC |
e. LEI | WRJR7GS4GTRECRRTVX92 |
f. The CUSIP | 149123CK5 |
g. Maturity date | 2031-03-12 |
h. Coupon | 1.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $424,000.00 |
j. Value of collateral, to the nearest cent | $370,697.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CARGILL INC |
e. LEI | QXZYQNMR4JZ5RIRN4T31 |
f. The CUSIP | 141781CE2 |
g. Maturity date | 2028-02-11 |
h. Coupon | 4.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $2,046.37 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHEVRON USA INC. |
e. LEI | VA8TZDWPEZYU430RZ444 |
f. The CUSIP | 166756BD7 |
g. Maturity date | 2030-04-15 |
h. Coupon | 4.687000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $47,000.00 |
j. Value of collateral, to the nearest cent | $48,064.00 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | THE CHILDRENS HOSP CORP |
e. LEI | 549300NXFO6BISJLOS32 |
f. The CUSIP | 16876BAA0 |
g. Maturity date | 2047-01-01 |
h. Coupon | 4.115000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $3,265.65 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HOME DEPOT INC |
e. LEI | QEKMOTMBBKA8I816DO57 |
f. The CUSIP | 437076CZ3 |
g. Maturity date | 2026-06-25 |
h. Coupon | 5.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $2,062.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HOME DEPOT INC |
e. LEI | QEKMOTMBBKA8I816DO57 |
f. The CUSIP | 437076CZ3 |
g. Maturity date | 2026-06-25 |
h. Coupon | 5.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,000.00 |
j. Value of collateral, to the nearest cent | $10,310.84 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HOME DEPOT INC |
e. LEI | QEKMOTMBBKA8I816DO57 |
f. The CUSIP | 437076DD1 |
g. Maturity date | 2031-06-25 |
h. Coupon | 4.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $3,107.71 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HONEYWELL INTERNATIONAL INC |
e. LEI | ISRPG12PN4EIEOEMW547 |
f. The CUSIP | 438516AR7 |
g. Maturity date | 2036-03-15 |
h. Coupon | 5.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $38,000.00 |
j. Value of collateral, to the nearest cent | $39,577.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HONEYWELL INTERNATIONAL INC |
e. LEI | ISRPG12PN4EIEOEMW547 |
f. The CUSIP | 438516AR7 |
g. Maturity date | 2036-03-15 |
h. Coupon | 5.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $61,000.00 |
j. Value of collateral, to the nearest cent | $63,533.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HONEYWELL INTERNATIONAL INC |
e. LEI | ISRPG12PN4EIEOEMW547 |
f. The CUSIP | 438516CF1 |
g. Maturity date | 2031-09-01 |
h. Coupon | 1.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $96,000.00 |
j. Value of collateral, to the nearest cent | $80,997.73 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HONEYWELL INTERNATIONAL INC |
e. LEI | ISRPG12PN4EIEOEMW547 |
f. The CUSIP | 438516CM6 |
g. Maturity date | 2034-01-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $87,000.00 |
j. Value of collateral, to the nearest cent | $84,930.71 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HONEYWELL INTERNATIONAL INC |
e. LEI | ISRPG12PN4EIEOEMW547 |
f. The CUSIP | 438516CS3 |
g. Maturity date | 2035-03-01 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $35,000.00 |
j. Value of collateral, to the nearest cent | $35,026.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HONEYWELL INTERNATIONAL INC |
e. LEI | ISRPG12PN4EIEOEMW547 |
f. The CUSIP | 438516CU8 |
g. Maturity date | 2064-03-01 |
h. Coupon | 5.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,849.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HONEYWELL INTERNATIONAL INC |
e. LEI | ISRPG12PN4EIEOEMW547 |
f. The CUSIP | 438516CX2 |
g. Maturity date | 2027-07-30 |
h. Coupon | 4.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $3,060.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | HONEYWELL INTERNATIONAL INC |
e. LEI | ISRPG12PN4EIEOEMW547 |
f. The CUSIP | 438516CY0 |
g. Maturity date | 2030-02-01 |
h. Coupon | 4.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $3,065.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | APPLE INC |
e. LEI | HWUPKR0MPOU8FGXBT394 |
f. The CUSIP | 037833CD0 |
g. Maturity date | 2046-08-04 |
h. Coupon | 3.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $23,000.00 |
j. Value of collateral, to the nearest cent | $18,522.26 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | APPLE INC |
e. LEI | HWUPKR0MPOU8FGXBT394 |
f. The CUSIP | 037833DN7 |
g. Maturity date | 2026-09-11 |
h. Coupon | 2.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $185,000.00 |
j. Value of collateral, to the nearest cent | $180,944.54 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SALESFORCE INC |
e. LEI | RCGZFPDMRW58VJ54VR07 |
f. The CUSIP | 79466LAM6 |
g. Maturity date | 2061-07-15 |
h. Coupon | 3.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000.00 |
j. Value of collateral, to the nearest cent | $3,010.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CANADIAN NTL RAIL CO |
e. LEI | 3SU7BEP7TH9YEQOZCS77 |
f. The CUSIP | 136375BL5 |
g. Maturity date | 2034-08-01 |
h. Coupon | 6.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $90,000.00 |
j. Value of collateral, to the nearest cent | $98,786.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CANADIAN NTL RAIL CO |
e. LEI | 3SU7BEP7TH9YEQOZCS77 |
f. The CUSIP | 136375BL5 |
g. Maturity date | 2034-08-01 |
h. Coupon | 6.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $129,000.00 |
j. Value of collateral, to the nearest cent | $141,594.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CANADIAN NTL RAIL CO |
e. LEI | 3SU7BEP7TH9YEQOZCS77 |
f. The CUSIP | 136375BN1 |
g. Maturity date | 2036-06-01 |
h. Coupon | 6.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $1,098.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CANADIAN NTL RAIL CO |
e. LEI | 3SU7BEP7TH9YEQOZCS77 |
f. The CUSIP | 136375DR0 |
g. Maturity date | 2034-09-18 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,858.91 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CANADIAN NTL RAIL CO |
e. LEI | 3SU7BEP7TH9YEQOZCS77 |
f. The CUSIP | 136375DR0 |
g. Maturity date | 2034-09-18 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $98,000.00 |
j. Value of collateral, to the nearest cent | $93,391.06 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RIO TINTO FINANCE (USA) PLC |
e. LEI | 2138006TSNBEUA761G16 |
f. The CUSIP | 76720AAR7 |
g. Maturity date | 2028-03-14 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,245,000.00 |
j. Value of collateral, to the nearest cent | $1,261,496.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RIO TINTO FINANCE (USA) PLC |
e. LEI | 2138006TSNBEUA761G16 |
f. The CUSIP | 76720AAV8 |
g. Maturity date | 2055-03-14 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,953.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RIO TINTO FINANCE (USA) PLC |
e. LEI | 2138006TSNBEUA761G16 |
f. The CUSIP | 76720AAV8 |
g. Maturity date | 2055-03-14 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,953.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MITSUBISHI CORP |
e. LEI | KVIPTY4PULAPGC1VVD26 |
f. The CUSIP | 606769AK3 |
g. Maturity date | 2034-07-17 |
h. Coupon | 5.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $370,000.00 |
j. Value of collateral, to the nearest cent | $376,628.19 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MORGAN STANLEY |
e. LEI | IGJSJL3JD5P30I6NJZ34 |
f. The CUSIP | 6174468L6 |
g. Maturity date | 2031-01-22 |
h. Coupon | 2.699000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $48,000.00 |
j. Value of collateral, to the nearest cent | $44,215.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MORGAN STANLEY |
e. LEI | IGJSJL3JD5P30I6NJZ34 |
f. The CUSIP | 6174468X0 |
g. Maturity date | 2032-04-28 |
h. Coupon | 1.928000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $186,000.00 |
j. Value of collateral, to the nearest cent | $156,932.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MORGAN STANLEY |
e. LEI | IGJSJL3JD5P30I6NJZ34 |
f. The CUSIP | 617446HD4 |
g. Maturity date | 2032-04-01 |
h. Coupon | 7.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $226,000.00 |
j. Value of collateral, to the nearest cent | $259,586.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MORGAN STANLEY |
e. LEI | IGJSJL3JD5P30I6NJZ34 |
f. The CUSIP | 61746BEF9 |
g. Maturity date | 2027-01-20 |
h. Coupon | 3.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $1,000.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MORGAN STANLEY |
e. LEI | IGJSJL3JD5P30I6NJZ34 |
f. The CUSIP | 61747YEC5 |
g. Maturity date | 2027-07-20 |
h. Coupon | 1.512000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $22,000.00 |
j. Value of collateral, to the nearest cent | $21,335.16 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MORGAN STANLEY |
e. LEI | IGJSJL3JD5P30I6NJZ34 |
f. The CUSIP | 61747YFG5 |
g. Maturity date | 2034-07-21 |
h. Coupon | 5.424000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $1,026.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MORGAN STANLEY |
e. LEI | IGJSJL3JD5P30I6NJZ34 |
f. The CUSIP | 61747YFL4 |
g. Maturity date | 2035-01-18 |
h. Coupon | 5.466000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $1,024.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MORGAN STANLEY |
e. LEI | IGJSJL3JD5P30I6NJZ34 |
f. The CUSIP | 61747YFS9 |
g. Maturity date | 2030-07-19 |
h. Coupon | 5.042000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,107,000.00 |
j. Value of collateral, to the nearest cent | $1,137,007.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | QUALCOMM INC |
e. LEI | H1J8DDZKZP6H7RWC0H53 |
f. The CUSIP | 747525BQ5 |
g. Maturity date | 2032-05-20 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,931.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | QUALCOMM INC |
e. LEI | H1J8DDZKZP6H7RWC0H53 |
f. The CUSIP | 747525BS1 |
g. Maturity date | 2033-05-20 |
h. Coupon | 5.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $283,000.00 |
j. Value of collateral, to the nearest cent | $294,996.37 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EXXON MOBIL CORP |
e. LEI | J3WHBG0MTS7O8ZVMDC91 |
f. The CUSIP | 30231GBD3 |
g. Maturity date | 2026-08-16 |
h. Coupon | 2.275000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $934,000.00 |
j. Value of collateral, to the nearest cent | $919,132.80 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | META PLATFORMS INC |
e. LEI | BQ4BKCS1HXDV9HN80Z93 |
f. The CUSIP | 30303M8J4 |
g. Maturity date | 2052-08-15 |
h. Coupon | 4.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $90,000.00 |
j. Value of collateral, to the nearest cent | $75,410.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TORONTO-DOMINION BANK/THE |
e. LEI | PT3QB789TSUIDF371261 |
f. The CUSIP | 89115A2Y7 |
g. Maturity date | 2029-04-05 |
h. Coupon | 4.994000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,356,000.00 |
j. Value of collateral, to the nearest cent | $10,576,579.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RIO TINTO FINANCE (USA) LTD |
e. LEI | 213800RX94ZKEZXPKH58 |
f. The CUSIP | 767201AL0 |
g. Maturity date | 2040-11-02 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,887.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RIO TINTO FINANCE (USA) LTD |
e. LEI | 213800RX94ZKEZXPKH58 |
f. The CUSIP | 767201AL0 |
g. Maturity date | 2040-11-02 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $27,000.00 |
j. Value of collateral, to the nearest cent | $25,985.73 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | RIO TINTO FINANCE (USA) PLC |
e. LEI | 2138006TSNBEUA761G16 |
f. The CUSIP | 76720AAV8 |
g. Maturity date | 2055-03-14 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $503,000.00 |
j. Value of collateral, to the nearest cent | $495,182.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ROYAL BANK OF CANADA |
e. LEI | ES7IP3U3RHIGC71XBU11 |
f. The CUSIP | 78017DAH1 |
g. Maturity date | 2031-05-02 |
h. Coupon | 4.970000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $44,000.00 |
j. Value of collateral, to the nearest cent | $44,438.48 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ROYAL BANK OF CANADA |
e. LEI | ES7IP3U3RHIGC71XBU11 |
f. The CUSIP | 78017FZT3 |
g. Maturity date | 2030-10-18 |
h. Coupon | 4.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $3,999.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WALT DISNEY CO |
e. LEI | 549300GZKULIZ0WOW665 |
f. The CUSIP | 254687ET9 |
g. Maturity date | 2043-10-01 |
h. Coupon | 5.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $84,000.00 |
j. Value of collateral, to the nearest cent | $82,846.68 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WALT DISNEY CO |
e. LEI | 549300GZKULIZ0WOW665 |
f. The CUSIP | 254687FM3 |
g. Maturity date | 2049-09-01 |
h. Coupon | 2.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $1,861.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WALT DISNEY CO |
e. LEI | 549300GZKULIZ0WOW665 |
f. The CUSIP | 254687FQ4 |
g. Maturity date | 2030-03-22 |
h. Coupon | 3.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $30,000.00 |
j. Value of collateral, to the nearest cent | $29,516.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WALT DISNEY CO |
e. LEI | 549300GZKULIZ0WOW665 |
f. The CUSIP | 254687GA8 |
g. Maturity date | 2060-05-13 |
h. Coupon | 3.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,127.91 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DEERE & CO |
e. LEI | PWFTNG3EI0Y73OXWDH08 |
f. The CUSIP | 244199BK0 |
g. Maturity date | 2050-04-15 |
h. Coupon | 3.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $20,000.00 |
j. Value of collateral, to the nearest cent | $15,231.95 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FLORIDA POWER & LIGHT CO |
e. LEI | A89MY1K3YLIGJMYWVX50 |
f. The CUSIP | 341081FH5 |
g. Maturity date | 2042-12-15 |
h. Coupon | 3.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000.00 |
j. Value of collateral, to the nearest cent | $4,062.48 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FLORIDA POWER & LIGHT CO |
e. LEI | A89MY1K3YLIGJMYWVX50 |
f. The CUSIP | 341081GZ4 |
g. Maturity date | 2065-03-15 |
h. Coupon | 5.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,998.74 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | FRANCISCAN MISSIONARIES OF OUR LADY HEALTH SYSTEM INC |
e. LEI | 254900OPFK0OOKZFLV35 |
f. The CUSIP | 351837AA7 |
g. Maturity date | 2049-07-01 |
h. Coupon | 3.914000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,623,000.00 |
j. Value of collateral, to the nearest cent | $1,189,560.99 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WYETH LLC |
e. LEI | 549300Q9GR3WRH4N4836 |
f. The CUSIP | 983024AN0 |
g. Maturity date | 2037-04-01 |
h. Coupon | 5.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,415,000.00 |
j. Value of collateral, to the nearest cent | $1,495,232.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COCA-COLA CO |
e. LEI | UWJKFUJFZ02DKWI3RY53 |
f. The CUSIP | 191216CE8 |
g. Maturity date | 2027-05-25 |
h. Coupon | 2.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,938.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COCA-COLA CO |
e. LEI | UWJKFUJFZ02DKWI3RY53 |
f. The CUSIP | 191216CE8 |
g. Maturity date | 2027-05-25 |
h. Coupon | 2.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,938.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COCA-COLA CO |
e. LEI | UWJKFUJFZ02DKWI3RY53 |
f. The CUSIP | 191216CQ1 |
g. Maturity date | 2050-03-25 |
h. Coupon | 4.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $69,000.00 |
j. Value of collateral, to the nearest cent | $56,234.54 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COCA-COLA CO |
e. LEI | UWJKFUJFZ02DKWI3RY53 |
f. The CUSIP | 191216DQ0 |
g. Maturity date | 2041-05-05 |
h. Coupon | 2.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $738,000.00 |
j. Value of collateral, to the nearest cent | $539,512.34 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COCA-COLA CO |
e. LEI | UWJKFUJFZ02DKWI3RY53 |
f. The CUSIP | 191216DY3 |
g. Maturity date | 2034-08-14 |
h. Coupon | 4.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $46,000.00 |
j. Value of collateral, to the nearest cent | $46,250.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COLGATE-PALMOLIVE CO |
e. LEI | YMEGZFW4SBUSS5BQXF88 |
f. The CUSIP | 194162AM5 |
g. Maturity date | 2025-08-15 |
h. Coupon | 3.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $2,012.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COLGATE-PALMOLIVE CO |
e. LEI | YMEGZFW4SBUSS5BQXF88 |
f. The CUSIP | 194162AN3 |
g. Maturity date | 2027-08-15 |
h. Coupon | 3.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $378,000.00 |
j. Value of collateral, to the nearest cent | $374,088.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BMW US CAPITAL LLC |
e. LEI | KK5MZM9DIXLXZL9DZL15 |
f. The CUSIP | BRT9F6N62 |
g. Maturity date | 2027-04-06 |
h. Coupon | 3.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $409,000.00 |
j. Value of collateral, to the nearest cent | $401,494.85 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MERCEDES-BENZ FINANCE NORTH AMERICA LLC |
e. LEI | 549300423Z16BB673J12 |
f. The CUSIP | BRTQY4519 |
g. Maturity date | 2029-02-22 |
h. Coupon | 4.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $300,000.00 |
j. Value of collateral, to the nearest cent | $298,609.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CK HUTCHISON INTERNATIONAL (19) (II) LTD |
e. LEI | 2549000ZHWNMHC09DR77 |
f. The CUSIP | BRTWL6DT5 |
g. Maturity date | 2049-09-06 |
h. Coupon | 3.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $835,000.00 |
j. Value of collateral, to the nearest cent | $569,707.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TOTALENERGIES CAPITAL INTERNATIONAL SA |
e. LEI | 549300U37G2I8G4RUG09 |
f. The CUSIP | 89153VAV1 |
g. Maturity date | 2050-05-29 |
h. Coupon | 3.127000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $20,000.00 |
j. Value of collateral, to the nearest cent | $12,826.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TOTALENERGIES CAPITAL INTERNATIONAL SA |
e. LEI | 549300U37G2I8G4RUG09 |
f. The CUSIP | 89153VAV1 |
g. Maturity date | 2050-05-29 |
h. Coupon | 3.127000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $327,000.00 |
j. Value of collateral, to the nearest cent | $209,707.34 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TOTALENERGIES CAPITAL SA |
e. LEI | 529900QI55ZLJVCMPA71 |
f. The CUSIP | 89157XAB7 |
g. Maturity date | 2054-04-05 |
h. Coupon | 5.488000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $657,000.00 |
j. Value of collateral, to the nearest cent | $618,706.39 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TOTALENERGIES CAPITAL SA |
e. LEI | 529900QI55ZLJVCMPA71 |
f. The CUSIP | 89157XAB7 |
g. Maturity date | 2054-04-05 |
h. Coupon | 5.488000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,180,000.00 |
j. Value of collateral, to the nearest cent | $1,111,223.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DUKE ENERGY PROGRESS LLC |
e. LEI | 0NIFZ782LS46WOC9QK20 |
f. The CUSIP | 26442UAV6 |
g. Maturity date | 2055-03-15 |
h. Coupon | 5.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,888.49 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DUKE ENERGY FLORIDA LLC |
e. LEI | 7MOHLM3DKE63RX2ZCN83 |
f. The CUSIP | 26444HAR2 |
g. Maturity date | 2053-11-15 |
h. Coupon | 6.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $3,094.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALPHABET INC |
e. LEI | 5493006MHB84DD0ZWV18 |
f. The CUSIP | 02079KAE7 |
g. Maturity date | 2040-08-15 |
h. Coupon | 1.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,283,000.00 |
j. Value of collateral, to the nearest cent | $843,638.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ALPHABET INC |
e. LEI | 5493006MHB84DD0ZWV18 |
f. The CUSIP | 02079KAF4 |
g. Maturity date | 2050-08-15 |
h. Coupon | 2.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $1,648.59 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | TOYOTA MTR CORP |
e. LEI | 5493006W3QUS5LMH6R84 |
f. The CUSIP | 892331AM1 |
g. Maturity date | 2026-03-25 |
h. Coupon | 1.339000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $351,000.00 |
j. Value of collateral, to the nearest cent | $342,999.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | EMERSON ELECTRIC CO |
e. LEI | FGLT0EWZSUIRRITFOA30 |
f. The CUSIP | 291011BP8 |
g. Maturity date | 2026-10-15 |
h. Coupon | 0.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,490,000.00 |
j. Value of collateral, to the nearest cent | $3,332,404.69 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KENVUE INC |
e. LEI | 5493008HSF8L4M2LIJ82 |
f. The CUSIP | 49177JAH5 |
g. Maturity date | 2030-03-22 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $3,096.91 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KENVUE INC |
e. LEI | 5493008HSF8L4M2LIJ82 |
f. The CUSIP | 49177JAR3 |
g. Maturity date | 2063-03-22 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,751.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WELLS FARGO & COMPANY |
e. LEI | PBLD0EJDB5FWOLXP3B76 |
f. The CUSIP | 949746RW3 |
g. Maturity date | 2026-04-22 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,252,000.00 |
j. Value of collateral, to the nearest cent | $1,239,413.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WESTPAC BANKING CORP |
e. LEI | EN5TNI6CI43VEPAMHL14 |
f. The CUSIP | 961214DC4 |
g. Maturity date | 2026-08-19 |
h. Coupon | 2.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $507,000.00 |
j. Value of collateral, to the nearest cent | $501,329.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WILLIS-KNIGHTON MEDICAL CENTER |
e. LEI | N/A |
f. The CUSIP | 97068LAA6 |
g. Maturity date | 2048-09-01 |
h. Coupon | 4.813000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $84,527.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WELLS FARGO & COMPANY |
e. LEI | PBLD0EJDB5FWOLXP3B76 |
f. The CUSIP | 95000U2M4 |
g. Maturity date | 2051-04-04 |
h. Coupon | 5.013000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $17,076,000.00 |
j. Value of collateral, to the nearest cent | $15,106,590.77 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WELLS FARGO & COMPANY |
e. LEI | PBLD0EJDB5FWOLXP3B76 |
f. The CUSIP | 95000U2Q5 |
g. Maturity date | 2041-04-30 |
h. Coupon | 3.068000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $73,192.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WELLS FARGO & COMPANY |
e. LEI | PBLD0EJDB5FWOLXP3B76 |
f. The CUSIP | 95000U2V4 |
g. Maturity date | 2028-03-24 |
h. Coupon | 3.526000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,058,000.00 |
j. Value of collateral, to the nearest cent | $9,921,053.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WELLS FARGO & COMPANY |
e. LEI | PBLD0EJDB5FWOLXP3B76 |
f. The CUSIP | 95000U3D3 |
g. Maturity date | 2034-04-24 |
h. Coupon | 5.389000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $7,000.00 |
j. Value of collateral, to the nearest cent | $7,045.42 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WELLS FARGO & COMPANY |
e. LEI | PBLD0EJDB5FWOLXP3B76 |
f. The CUSIP | 95000U3E1 |
g. Maturity date | 2029-07-25 |
h. Coupon | 5.574000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $91,000.00 |
j. Value of collateral, to the nearest cent | $94,989.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIBANK NA |
e. LEI | E57ODZWZ7FF32TWEFA76 |
f. The CUSIP | 17325FBK3 |
g. Maturity date | 2029-08-06 |
h. Coupon | 4.838000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $353,000.00 |
j. Value of collateral, to the nearest cent | $362,446.40 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CITIBANK NA |
e. LEI | E57ODZWZ7FF32TWEFA76 |
f. The CUSIP | 17325FBP2 |
g. Maturity date | 2030-05-29 |
h. Coupon | 4.914000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $712,000.00 |
j. Value of collateral, to the nearest cent | $716,981.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CONSUMERS ENERGY COMPANY |
e. LEI | 7NKTFWJ1G6MELP9TU740 |
f. The CUSIP | 210518DZ6 |
g. Maturity date | 2035-05-15 |
h. Coupon | 5.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $99,671.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COSTCO WHSLE CORP |
e. LEI | 29DX7H14B9S6O3FD6V18 |
f. The CUSIP | 22160KAP0 |
g. Maturity date | 2030-04-20 |
h. Coupon | 1.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $63,000.00 |
j. Value of collateral, to the nearest cent | $55,684.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMMONWEALTH EDISON COMPANY |
e. LEI | D8YOXB8L2ZDC8P7Q0771 |
f. The CUSIP | 202795HT0 |
g. Maturity date | 2038-01-15 |
h. Coupon | 6.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $3,311.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMMONWEALTH EDISON COMPANY |
e. LEI | D8YOXB8L2ZDC8P7Q0771 |
f. The CUSIP | 202795JM3 |
g. Maturity date | 2048-03-01 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,312.31 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | COMMONWEALTH EDISON COMPANY |
e. LEI | D8YOXB8L2ZDC8P7Q0771 |
f. The CUSIP | 202795JY7 |
g. Maturity date | 2053-02-01 |
h. Coupon | 5.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $3,724.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | SAN DIEGO GAS & ELECTRIC CO |
e. LEI | KNIRVXKVNJJ4P8OTMS63 |
f. The CUSIP | 797440CB8 |
g. Maturity date | 2032-03-15 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $883.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CHUBB INA HOLDINGS LLC |
e. LEI | CZCBJZWDMLTHWJDXU843 |
f. The CUSIP | 171239AK2 |
g. Maturity date | 2034-03-15 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $25,000.00 |
j. Value of collateral, to the nearest cent | $25,224.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CISCO SYSTEMS INC |
e. LEI | 549300LKFJ962MZ46593 |
f. The CUSIP | 17275RBC5 |
g. Maturity date | 2026-02-28 |
h. Coupon | 2.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $67,000.00 |
j. Value of collateral, to the nearest cent | $66,764.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CISCO SYSTEMS INC |
e. LEI | 549300LKFJ962MZ46593 |
f. The CUSIP | 17275RBL5 |
g. Maturity date | 2026-09-20 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,237,000.00 |
j. Value of collateral, to the nearest cent | $1,217,407.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CISCO SYSTEMS INC |
e. LEI | 549300LKFJ962MZ46593 |
f. The CUSIP | 17275RBS0 |
g. Maturity date | 2031-02-26 |
h. Coupon | 4.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $349,000.00 |
j. Value of collateral, to the nearest cent | $360,023.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CISCO SYSTEMS INC |
e. LEI | 549300LKFJ962MZ46593 |
f. The CUSIP | 17275RBV3 |
g. Maturity date | 2064-02-26 |
h. Coupon | 5.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $278,000.00 |
j. Value of collateral, to the nearest cent | $264,033.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CISCO SYSTEMS INC |
e. LEI | 549300LKFJ962MZ46593 |
f. The CUSIP | 17275RBZ4 |
g. Maturity date | 2035-02-24 |
h. Coupon | 5.100000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $2,037.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CISCO SYSTEMS INC |
e. LEI | 549300LKFJ962MZ46593 |
f. The CUSIP | 17275RCA8 |
g. Maturity date | 2055-02-24 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,961.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CISCO SYSTEMS INC |
e. LEI | 549300LKFJ962MZ46593 |
f. The CUSIP | 17275RCA8 |
g. Maturity date | 2055-02-24 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $290,000.00 |
j. Value of collateral, to the nearest cent | $286,272.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CREDIT SUISSE (USA) LLC |
e. LEI | EXD7DEVFDH4HOFFQ7349 |
f. The CUSIP | 22541LAE3 |
g. Maturity date | 2032-07-15 |
h. Coupon | 7.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000,000.00 |
j. Value of collateral, to the nearest cent | $1,142,888.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CONOCOPHILLIPS |
e. LEI | WPTL2Z3FIYTHSP5V2253 |
f. The CUSIP | 20825CBC7 |
g. Maturity date | 2047-10-01 |
h. Coupon | 4.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $860.41 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CONOCOPHILLIPS |
e. LEI | WPTL2Z3FIYTHSP5V2253 |
f. The CUSIP | 20825CBC7 |
g. Maturity date | 2047-10-01 |
h. Coupon | 4.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000.00 |
j. Value of collateral, to the nearest cent | $4,302.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CONOCOPHILLIPS CO |
e. LEI | 6VJJ5GQWIRDQ06DUXG89 |
f. The CUSIP | 20826FBF2 |
g. Maturity date | 2033-09-15 |
h. Coupon | 5.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $26,000.00 |
j. Value of collateral, to the nearest cent | $26,253.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CONOCOPHILLIPS CO |
e. LEI | 6VJJ5GQWIRDQ06DUXG89 |
f. The CUSIP | 20826FBH8 |
g. Maturity date | 2063-09-15 |
h. Coupon | 5.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,804.48 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CUMMINS INC |
e. LEI | ZUNI8PYC725B6H8JU438 |
f. The CUSIP | 231021AS5 |
g. Maturity date | 2050-09-01 |
h. Coupon | 2.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $404,000.00 |
j. Value of collateral, to the nearest cent | $235,490.70 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | CUMMINS INC |
e. LEI | ZUNI8PYC725B6H8JU438 |
f. The CUSIP | 231021AZ9 |
g. Maturity date | 2031-02-15 |
h. Coupon | 4.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,217,000.00 |
j. Value of collateral, to the nearest cent | $1,213,752.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JOHNS HOPKINS HEALTH SYSTEM CORP |
e. LEI | 549300D81FCFUS7TQR04 |
f. The CUSIP | 478111AC1 |
g. Maturity date | 2046-05-15 |
h. Coupon | 3.837000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $761.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JOHNSON & JOHNSON |
e. LEI | 549300G0CFPGEF6X2043 |
f. The CUSIP | 478160CU6 |
g. Maturity date | 2029-06-01 |
h. Coupon | 4.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000,000.00 |
j. Value of collateral, to the nearest cent | $4,186,066.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KLA CORP |
e. LEI | 549300H0BF5JCG96TJ81 |
f. The CUSIP | 482480AL4 |
g. Maturity date | 2032-07-15 |
h. Coupon | 4.650000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $700,000.00 |
j. Value of collateral, to the nearest cent | $706,074.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | KLA CORP |
e. LEI | 549300H0BF5JCG96TJ81 |
f. The CUSIP | 482480AN0 |
g. Maturity date | 2062-07-15 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $30,000.00 |
j. Value of collateral, to the nearest cent | $27,732.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ASIAN INFRASTRUCTURE INVESTMENT BANK |
e. LEI | 25490065OSV2524LCR32 |
f. The CUSIP | 04522KAQ9 |
g. Maturity date | 2035-05-21 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $1,006.74 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NIKE INC |
e. LEI | 787RXPR0UX0O0XUXPZ81 |
f. The CUSIP | 654106AM5 |
g. Maturity date | 2050-03-27 |
h. Coupon | 3.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $448,000.00 |
j. Value of collateral, to the nearest cent | $310,184.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO |
e. LEI | 8I5DZWZKVSZI1NUHU748 |
f. The CUSIP | 46625HJU5 |
g. Maturity date | 2044-02-01 |
h. Coupon | 4.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $671,000.00 |
j. Value of collateral, to the nearest cent | $618,307.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO |
e. LEI | 8I5DZWZKVSZI1NUHU748 |
f. The CUSIP | 46625HMN7 |
g. Maturity date | 2025-07-15 |
h. Coupon | 3.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $574,000.00 |
j. Value of collateral, to the nearest cent | $581,763.35 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO |
e. LEI | 8I5DZWZKVSZI1NUHU748 |
f. The CUSIP | 46647PAA4 |
g. Maturity date | 2048-02-22 |
h. Coupon | 4.260000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $983,000.00 |
j. Value of collateral, to the nearest cent | $815,513.18 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO |
e. LEI | 8I5DZWZKVSZI1NUHU748 |
f. The CUSIP | 46647PBA3 |
g. Maturity date | 2027-01-29 |
h. Coupon | 3.960000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $271,000.00 |
j. Value of collateral, to the nearest cent | $273,411.90 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO |
e. LEI | 8I5DZWZKVSZI1NUHU748 |
f. The CUSIP | 46647PBJ4 |
g. Maturity date | 2031-03-24 |
h. Coupon | 4.493000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,175,000.00 |
j. Value of collateral, to the nearest cent | $3,159,370.01 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO |
e. LEI | 8I5DZWZKVSZI1NUHU748 |
f. The CUSIP | 46647PEG7 |
g. Maturity date | 2030-04-22 |
h. Coupon | 5.581000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $28,000.00 |
j. Value of collateral, to the nearest cent | $29,030.99 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO |
e. LEI | 8I5DZWZKVSZI1NUHU748 |
f. The CUSIP | 46647PEK8 |
g. Maturity date | 2035-07-22 |
h. Coupon | 5.294000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,854,000.00 |
j. Value of collateral, to the nearest cent | $2,896,562.02 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO |
e. LEI | 8I5DZWZKVSZI1NUHU748 |
f. The CUSIP | 46647PER3 |
g. Maturity date | 2035-10-22 |
h. Coupon | 4.946000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,002,000.00 |
j. Value of collateral, to the nearest cent | $977,020.92 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO |
e. LEI | 8I5DZWZKVSZI1NUHU748 |
f. The CUSIP | 46647PEU6 |
g. Maturity date | 2029-01-24 |
h. Coupon | 4.915000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,017,000.00 |
j. Value of collateral, to the nearest cent | $1,042,691.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO |
e. LEI | 8I5DZWZKVSZI1NUHU748 |
f. The CUSIP | 46647PEV4 |
g. Maturity date | 2031-01-24 |
h. Coupon | 5.140000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $41,000.00 |
j. Value of collateral, to the nearest cent | $42,298.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | JPMORGAN CHASE & CO |
e. LEI | 8I5DZWZKVSZI1NUHU748 |
f. The CUSIP | 46647PEV4 |
g. Maturity date | 2031-01-24 |
h. Coupon | 5.140000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $84,000.00 |
j. Value of collateral, to the nearest cent | $86,661.12 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | INDIANAPOLIS POWER & LIGHT CO |
e. LEI | 2T85JNP2R2B2GTSFND21 |
f. The CUSIP | 455434BT6 |
g. Maturity date | 2046-05-01 |
h. Coupon | 4.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,326.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | WW GRAINGER INC |
e. LEI | 549300TWZSP6O1IH2V34 |
f. The CUSIP | 384802AB0 |
g. Maturity date | 2045-06-15 |
h. Coupon | 4.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,195,000.00 |
j. Value of collateral, to the nearest cent | $1,943,855.42 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GREAT-WEST LIFECO FINANCE DELAWARE LP |
e. LEI | 549300604SRFDFB35F35 |
f. The CUSIP | 391382AB4 |
g. Maturity date | 2047-06-03 |
h. Coupon | 4.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,590.97 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GREAT-WEST LIFECO FINANCE DELAWARE LP |
e. LEI | 549300604SRFDFB35F35 |
f. The CUSIP | 391382AB4 |
g. Maturity date | 2047-06-03 |
h. Coupon | 4.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $473,000.00 |
j. Value of collateral, to the nearest cent | $376,264.01 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITEDHEALTH GROUP INC |
e. LEI | 549300GHBMY8T5GXDE41 |
f. The CUSIP | 91324PAR3 |
g. Maturity date | 2036-03-15 |
h. Coupon | 5.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $2,066.53 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITEDHEALTH GROUP INC |
e. LEI | 549300GHBMY8T5GXDE41 |
f. The CUSIP | 91324PAR3 |
g. Maturity date | 2036-03-15 |
h. Coupon | 5.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $103,326.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITEDHEALTH GROUP INC |
e. LEI | 549300GHBMY8T5GXDE41 |
f. The CUSIP | 91324PBE1 |
g. Maturity date | 2037-11-15 |
h. Coupon | 6.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $107,510.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITEDHEALTH GROUP INC |
e. LEI | 549300GHBMY8T5GXDE41 |
f. The CUSIP | 91324PDL3 |
g. Maturity date | 2048-06-15 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $429,000.00 |
j. Value of collateral, to the nearest cent | $339,926.37 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITEDHEALTH GROUP INC |
e. LEI | 549300GHBMY8T5GXDE41 |
f. The CUSIP | 91324PDP4 |
g. Maturity date | 2028-12-15 |
h. Coupon | 3.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $376,000.00 |
j. Value of collateral, to the nearest cent | $373,612.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITEDHEALTH GROUP INC |
e. LEI | 549300GHBMY8T5GXDE41 |
f. The CUSIP | 91324PDT6 |
g. Maturity date | 2039-08-15 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $72,000.00 |
j. Value of collateral, to the nearest cent | $57,055.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PEPSICO INC |
e. LEI | FJSUNZKFNQ5YPJ5OT455 |
f. The CUSIP | 713448FZ6 |
g. Maturity date | 2054-07-17 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $18,000.00 |
j. Value of collateral, to the nearest cent | $17,422.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PEPSICO INC |
e. LEI | FJSUNZKFNQ5YPJ5OT455 |
f. The CUSIP | 713448GD4 |
g. Maturity date | 2027-02-07 |
h. Coupon | 4.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,652,000.00 |
j. Value of collateral, to the nearest cent | $3,716,060.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PFIZER INVESTMENT ENTERPRISES PTE LTD |
e. LEI | 5493000FQO8XF9C0RT95 |
f. The CUSIP | 716973AF9 |
g. Maturity date | 2043-05-19 |
h. Coupon | 5.110000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $111,005,000.00 |
j. Value of collateral, to the nearest cent | $103,503,436.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PFIZER INVESTMENT ENTERPRISES PTE LTD |
e. LEI | 5493000FQO8XF9C0RT95 |
f. The CUSIP | 716973AH5 |
g. Maturity date | 2063-05-19 |
h. Coupon | 5.340000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $66,000.00 |
j. Value of collateral, to the nearest cent | $59,459.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PFIZER INC |
e. LEI | 765LHXWGK1KXCLTFYQ30 |
f. The CUSIP | 717081CY7 |
g. Maturity date | 2039-03-15 |
h. Coupon | 7.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $3,534.24 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PFIZER INC |
e. LEI | 765LHXWGK1KXCLTFYQ30 |
f. The CUSIP | 717081DE0 |
g. Maturity date | 2043-06-15 |
h. Coupon | 4.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $40,000.00 |
j. Value of collateral, to the nearest cent | $34,391.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PFIZER INC |
e. LEI | 765LHXWGK1KXCLTFYQ30 |
f. The CUSIP | 717081EA7 |
g. Maturity date | 2026-12-15 |
h. Coupon | 3.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,992.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PFIZER INC |
e. LEI | 765LHXWGK1KXCLTFYQ30 |
f. The CUSIP | 717081EP4 |
g. Maturity date | 2028-09-15 |
h. Coupon | 3.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $74,000.00 |
j. Value of collateral, to the nearest cent | $73,244.46 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PFIZER INC |
e. LEI | 765LHXWGK1KXCLTFYQ30 |
f. The CUSIP | 717081EV1 |
g. Maturity date | 2049-03-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $246,000.00 |
j. Value of collateral, to the nearest cent | $191,319.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PFIZER INC |
e. LEI | 765LHXWGK1KXCLTFYQ30 |
f. The CUSIP | 717081EW9 |
g. Maturity date | 2030-04-01 |
h. Coupon | 2.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $887,000.00 |
j. Value of collateral, to the nearest cent | $820,946.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PHILIP MORRIS INTERNATIONAL INC |
e. LEI | HL3H1H2BGXWVG3BSWR90 |
f. The CUSIP | 718172AM1 |
g. Maturity date | 2041-11-15 |
h. Coupon | 4.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $398,000.00 |
j. Value of collateral, to the nearest cent | $339,570.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PHILIP MORRIS INTERNATIONAL INC |
e. LEI | HL3H1H2BGXWVG3BSWR90 |
f. The CUSIP | 718172BD0 |
g. Maturity date | 2043-11-15 |
h. Coupon | 4.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000.00 |
j. Value of collateral, to the nearest cent | $178,912.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PHILIP MORRIS INTERNATIONAL INC |
e. LEI | HL3H1H2BGXWVG3BSWR90 |
f. The CUSIP | 718172DG1 |
g. Maturity date | 2029-02-13 |
h. Coupon | 4.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $18,000.00 |
j. Value of collateral, to the nearest cent | $18,464.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PHILIP MORRIS INTERNATIONAL INC |
e. LEI | HL3H1H2BGXWVG3BSWR90 |
f. The CUSIP | 718172DG1 |
g. Maturity date | 2029-02-13 |
h. Coupon | 4.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $90,000.00 |
j. Value of collateral, to the nearest cent | $92,323.76 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PHILIP MORRIS INTERNATIONAL INC |
e. LEI | HL3H1H2BGXWVG3BSWR90 |
f. The CUSIP | 718172DH9 |
g. Maturity date | 2031-02-13 |
h. Coupon | 5.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $138,000.00 |
j. Value of collateral, to the nearest cent | $142,321.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNIVERSITY OF SOUTHERN CALIFORNIA |
e. LEI | 0GMCSQ6M60R4T46U5511 |
f. The CUSIP | 914886AF3 |
g. Maturity date | 2051-10-01 |
h. Coupon | 2.945000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $627.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | POTOMAC ELECTRIC POWER COMPANY |
e. LEI | 549300BXF2DWUNN57U06 |
f. The CUSIP | 737679DH0 |
g. Maturity date | 2034-03-15 |
h. Coupon | 5.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $3,019.87 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PUBLIC SERVICE COMPANY OF COLORADO |
e. LEI | 5BANEF6PGSEK0SNMQF44 |
f. The CUSIP | 744448CZ2 |
g. Maturity date | 2034-05-15 |
h. Coupon | 5.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $3,990.56 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PUBLIC SERVICE COMPANY OF COLORADO |
e. LEI | 5BANEF6PGSEK0SNMQF44 |
f. The CUSIP | 744448CZ2 |
g. Maturity date | 2034-05-15 |
h. Coupon | 5.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,624,000.00 |
j. Value of collateral, to the nearest cent | $3,615,444.34 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE |
e. LEI | 549300SHPFALUPKK2351 |
f. The CUSIP | 744482BM1 |
g. Maturity date | 2049-07-01 |
h. Coupon | 3.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,102,000.00 |
j. Value of collateral, to the nearest cent | $2,947,040.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PROGRESSIVE CORP |
e. LEI | 529900TACNVLY9DCR586 |
f. The CUSIP | 743315AT0 |
g. Maturity date | 2048-03-15 |
h. Coupon | 4.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,657,000.00 |
j. Value of collateral, to the nearest cent | $1,347,074.72 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PROGRESSIVE CORP |
e. LEI | 529900TACNVLY9DCR586 |
f. The CUSIP | 743315AX1 |
g. Maturity date | 2050-03-26 |
h. Coupon | 3.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $891,000.00 |
j. Value of collateral, to the nearest cent | $677,634.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PROLOGIS LP |
e. LEI | GL16H1DHB0QSHP25F723 |
f. The CUSIP | 74340XBY6 |
g. Maturity date | 2029-11-15 |
h. Coupon | 2.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $93,376.79 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PROVIDENCE ST JOSEPH HEALTH |
e. LEI | N/A |
f. The CUSIP | 743756AE8 |
g. Maturity date | 2048-10-01 |
h. Coupon | 3.930000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $335,000.00 |
j. Value of collateral, to the nearest cent | $245,628.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ESTEE LAUDER COMPANIES INC. (THE) |
e. LEI | 549300VFZ8XJ9NUPU221 |
f. The CUSIP | 29736RAK6 |
g. Maturity date | 2047-03-15 |
h. Coupon | 4.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,051,000.00 |
j. Value of collateral, to the nearest cent | $1,561,581.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | VISA INC |
e. LEI | 549300JZ4OKEHW3DPJ59 |
f. The CUSIP | 92826CAK8 |
g. Maturity date | 2040-04-15 |
h. Coupon | 2.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $36,000.00 |
j. Value of collateral, to the nearest cent | $26,771.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENTERGY LOUISIANA LLC |
e. LEI | 0V5453U14HDZO63CGH17 |
f. The CUSIP | 29364WBB3 |
g. Maturity date | 2048-09-01 |
h. Coupon | 4.200000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,567.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENTERGY MISSISSIPPI LLC |
e. LEI | 54930043I78H35DVVW89 |
f. The CUSIP | 29366WAG1 |
g. Maturity date | 2055-04-15 |
h. Coupon | 5.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,000.00 |
j. Value of collateral, to the nearest cent | $978.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ENTERGY MISSISSIPPI LLC |
e. LEI | 54930043I78H35DVVW89 |
f. The CUSIP | 29366WAG1 |
g. Maturity date | 2055-04-15 |
h. Coupon | 5.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $3,914.62 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ELI LILLY AND COMPANY |
e. LEI | FRDRIPF3EKNDJ2CQJL29 |
f. The CUSIP | 532457BA5 |
g. Maturity date | 2037-03-15 |
h. Coupon | 5.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $4,230.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ELI LILLY AND COMPANY |
e. LEI | FRDRIPF3EKNDJ2CQJL29 |
f. The CUSIP | 532457BY3 |
g. Maturity date | 2050-05-15 |
h. Coupon | 2.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $1,664.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ELI LILLY AND COMPANY |
e. LEI | FRDRIPF3EKNDJ2CQJL29 |
f. The CUSIP | 532457CE6 |
g. Maturity date | 2026-02-27 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,027,000.00 |
j. Value of collateral, to the nearest cent | $1,040,306.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ELI LILLY AND COMPANY |
e. LEI | FRDRIPF3EKNDJ2CQJL29 |
f. The CUSIP | 532457CE6 |
g. Maturity date | 2026-02-27 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,047,000.00 |
j. Value of collateral, to the nearest cent | $1,060,565.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ELI LILLY AND COMPANY |
e. LEI | FRDRIPF3EKNDJ2CQJL29 |
f. The CUSIP | 532457CE6 |
g. Maturity date | 2026-02-27 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,390,000.00 |
j. Value of collateral, to the nearest cent | $1,408,009.77 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITEDHEALTH GROUP INC |
e. LEI | 549300GHBMY8T5GXDE41 |
f. The CUSIP | 91324PED0 |
g. Maturity date | 2031-05-15 |
h. Coupon | 2.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,600.15 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITEDHEALTH GROUP INC |
e. LEI | 549300GHBMY8T5GXDE41 |
f. The CUSIP | 91324PEH1 |
g. Maturity date | 2029-05-15 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $52,000.00 |
j. Value of collateral, to the nearest cent | $50,855.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITEDHEALTH GROUP INC |
e. LEI | 549300GHBMY8T5GXDE41 |
f. The CUSIP | 91324PEK4 |
g. Maturity date | 2052-05-15 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $109,000.00 |
j. Value of collateral, to the nearest cent | $89,670.94 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITEDHEALTH GROUP INC |
e. LEI | 549300GHBMY8T5GXDE41 |
f. The CUSIP | 91324PEW8 |
g. Maturity date | 2053-04-15 |
h. Coupon | 5.050000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $100,000.00 |
j. Value of collateral, to the nearest cent | $86,504.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITEDHEALTH GROUP INC |
e. LEI | 549300GHBMY8T5GXDE41 |
f. The CUSIP | 91324PFD9 |
g. Maturity date | 2064-04-15 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,806.81 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITEDHEALTH GROUP INC |
e. LEI | 549300GHBMY8T5GXDE41 |
f. The CUSIP | 91324PFK3 |
g. Maturity date | 2044-07-15 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $21,000.00 |
j. Value of collateral, to the nearest cent | $20,191.61 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | UNITEDHEALTH GROUP INC |
e. LEI | 549300GHBMY8T5GXDE41 |
f. The CUSIP | 91324PFL1 |
g. Maturity date | 2054-07-15 |
h. Coupon | 5.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $65,000.00 |
j. Value of collateral, to the nearest cent | $61,979.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MASTERCARD INC |
e. LEI | AR5L2ODV9HN37376R084 |
f. The CUSIP | 57636QAG9 |
g. Maturity date | 2026-11-21 |
h. Coupon | 2.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,271,000.00 |
j. Value of collateral, to the nearest cent | $3,215,515.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MASTERCARD INC |
e. LEI | AR5L2ODV9HN37376R084 |
f. The CUSIP | 57636QAR5 |
g. Maturity date | 2027-03-26 |
h. Coupon | 3.300000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,879,000.00 |
j. Value of collateral, to the nearest cent | $3,849,623.04 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MASTERCARD INC |
e. LEI | AR5L2ODV9HN37376R084 |
f. The CUSIP | 57636QAX2 |
g. Maturity date | 2033-03-09 |
h. Coupon | 4.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $183,000.00 |
j. Value of collateral, to the nearest cent | $186,049.24 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MASTERCARD INC |
e. LEI | AR5L2ODV9HN37376R084 |
f. The CUSIP | 57636QAX2 |
g. Maturity date | 2033-03-09 |
h. Coupon | 4.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $730,000.00 |
j. Value of collateral, to the nearest cent | $742,163.63 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MASTERCARD INC |
e. LEI | AR5L2ODV9HN37376R084 |
f. The CUSIP | 57636QBB9 |
g. Maturity date | 2032-01-15 |
h. Coupon | 4.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $2,001.19 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MASTERCARD INC |
e. LEI | AR5L2ODV9HN37376R084 |
f. The CUSIP | 57636QBB9 |
g. Maturity date | 2032-01-15 |
h. Coupon | 4.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $951,000.00 |
j. Value of collateral, to the nearest cent | $951,563.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MARS INC |
e. LEI | 54930073HKEO6GZBSS03 |
f. The CUSIP | 571676AW5 |
g. Maturity date | 2027-03-01 |
h. Coupon | 4.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,042,000.00 |
j. Value of collateral, to the nearest cent | $2,062,464.24 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MARS INC |
e. LEI | 54930073HKEO6GZBSS03 |
f. The CUSIP | 571676AY1 |
g. Maturity date | 2030-03-01 |
h. Coupon | 4.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $192,000.00 |
j. Value of collateral, to the nearest cent | $195,050.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BROWN-FORMAN CORPORATION |
e. LEI | 549300873K3LXF7ARU34 |
f. The CUSIP | 115637AU4 |
g. Maturity date | 2033-04-15 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $63,000.00 |
j. Value of collateral, to the nearest cent | $62,639.48 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BURLINGTON NORTHERN SANTA FE LLC |
e. LEI | N/A |
f. The CUSIP | 12189LAA9 |
g. Maturity date | 2040-05-01 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $10,000.00 |
j. Value of collateral, to the nearest cent | $10,236.82 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BURLINGTON NORTHERN SANTA FE LLC |
e. LEI | N/A |
f. The CUSIP | 12189LAP6 |
g. Maturity date | 2043-09-01 |
h. Coupon | 5.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $143,000.00 |
j. Value of collateral, to the nearest cent | $136,648.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MERCEDES-BENZ FINANCE NORTH AMERICA LLC |
e. LEI | 549300423Z16BB673J12 |
f. The CUSIP | 58769JAP2 |
g. Maturity date | 2026-01-09 |
h. Coupon | 4.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $300,000.00 |
j. Value of collateral, to the nearest cent | $306,414.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MERCEDES-BENZ FINANCE NORTH AMERICA LLC |
e. LEI | 549300423Z16BB673J12 |
f. The CUSIP | 58769JAP2 |
g. Maturity date | 2026-01-09 |
h. Coupon | 4.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $940,000.00 |
j. Value of collateral, to the nearest cent | $960,098.77 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MERCK & CO INC |
e. LEI | 4YV9Y5M8S0BRK1RP0397 |
f. The CUSIP | 58933YAJ4 |
g. Maturity date | 2043-05-18 |
h. Coupon | 4.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $975,000.00 |
j. Value of collateral, to the nearest cent | $811,632.25 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MERCK & CO INC |
e. LEI | 4YV9Y5M8S0BRK1RP0397 |
f. The CUSIP | 58933YBG9 |
g. Maturity date | 2061-12-10 |
h. Coupon | 2.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $210,000.00 |
j. Value of collateral, to the nearest cent | $121,307.43 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | MERCK & CO INC |
e. LEI | 4YV9Y5M8S0BRK1RP0397 |
f. The CUSIP | 58933YBL8 |
g. Maturity date | 2044-05-17 |
h. Coupon | 4.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $5,000.00 |
j. Value of collateral, to the nearest cent | $4,563.90 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NESTLE HLDGS INC. |
e. LEI | 549300EAEU8YV8MQXP30 |
f. The CUSIP | 641062AE4 |
g. Maturity date | 2025-09-24 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $202,000.00 |
j. Value of collateral, to the nearest cent | $202,544.73 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP |
e. LEI | 4NYF266XZC35SCTGX023 |
f. The CUSIP | 63743HFP2 |
g. Maturity date | 2031-02-07 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,029,000.00 |
j. Value of collateral, to the nearest cent | $2,090,021.05 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NATIONAL AUSTRALIA BANK LTD |
e. LEI | F8SB4JFBSYQFRQEH3Z21 |
f. The CUSIP | 6325C0EC1 |
g. Maturity date | 2027-01-12 |
h. Coupon | 4.330000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $800,000.00 |
j. Value of collateral, to the nearest cent | $807,706.22 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | NEVADA PWR CO |
e. LEI | MJZFGXRJ52U8U4MKJ519 |
f. The CUSIP | 641423CF3 |
g. Maturity date | 2053-05-01 |
h. Coupon | 5.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,952.69 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS GROUP INC/THE |
e. LEI | 784F5XWPLTWKTBV3E584 |
f. The CUSIP | 38141EC31 |
g. Maturity date | 2044-07-08 |
h. Coupon | 4.800000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $160,000.00 |
j. Value of collateral, to the nearest cent | $142,646.93 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS GROUP INC/THE |
e. LEI | 784F5XWPLTWKTBV3E584 |
f. The CUSIP | 38141GA53 |
g. Maturity date | 2034-10-24 |
h. Coupon | 6.561000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,317,000.00 |
j. Value of collateral, to the nearest cent | $3,630,592.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS GROUP INC/THE |
e. LEI | 784F5XWPLTWKTBV3E584 |
f. The CUSIP | 38141GVS0 |
g. Maturity date | 2045-10-21 |
h. Coupon | 4.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $224,000.00 |
j. Value of collateral, to the nearest cent | $195,047.07 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS GROUP INC/THE |
e. LEI | 784F5XWPLTWKTBV3E584 |
f. The CUSIP | 38141GWZ3 |
g. Maturity date | 2029-05-01 |
h. Coupon | 4.223000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,371,000.00 |
j. Value of collateral, to the nearest cent | $3,342,892.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS GROUP INC/THE |
e. LEI | 784F5XWPLTWKTBV3E584 |
f. The CUSIP | 38141GXG4 |
g. Maturity date | 2030-02-07 |
h. Coupon | 2.600000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,762.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS GROUP INC/THE |
e. LEI | 784F5XWPLTWKTBV3E584 |
f. The CUSIP | 38141GXR0 |
g. Maturity date | 2032-01-27 |
h. Coupon | 1.992000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,009,000.00 |
j. Value of collateral, to the nearest cent | $2,575,541.51 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS GROUP INC/THE |
e. LEI | 784F5XWPLTWKTBV3E584 |
f. The CUSIP | 38141GZK3 |
g. Maturity date | 2028-02-24 |
h. Coupon | 2.640000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $27,000.00 |
j. Value of collateral, to the nearest cent | $26,253.99 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS GROUP INC/THE |
e. LEI | 784F5XWPLTWKTBV3E584 |
f. The CUSIP | 38148YAA6 |
g. Maturity date | 2038-10-31 |
h. Coupon | 4.017000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $502,000.00 |
j. Value of collateral, to the nearest cent | $428,290.09 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS BANK USA |
e. LEI | KD3XUN7C6T14HNAYLU02 |
f. The CUSIP | 38151LAE0 |
g. Maturity date | 2027-03-18 |
h. Coupon | 4.330000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $947,000.00 |
j. Value of collateral, to the nearest cent | $957,416.23 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS BANK USA |
e. LEI | KD3XUN7C6T14HNAYLU02 |
f. The CUSIP | 38151LAG5 |
g. Maturity date | 2027-05-21 |
h. Coupon | 5.414000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,480,000.00 |
j. Value of collateral, to the nearest cent | $1,491,460.38 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS BANK USA |
e. LEI | KD3XUN7C6T14HNAYLU02 |
f. The CUSIP | 38151LAG5 |
g. Maturity date | 2027-05-21 |
h. Coupon | 5.414000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,119,000.00 |
j. Value of collateral, to the nearest cent | $3,143,151.98 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GOLDMAN SACHS BANK USA |
e. LEI | KD3XUN7C6T14HNAYLU02 |
f. The CUSIP | 38151LAH3 |
g. Maturity date | 2027-05-21 |
h. Coupon | 4.330000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $478,000.00 |
j. Value of collateral, to the nearest cent | $478,853.50 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GENERAL DYNAMICS CORP |
e. LEI | 9C1X8XOOTYY2FNYTVH06 |
f. The CUSIP | 369550BM9 |
g. Maturity date | 2030-04-01 |
h. Coupon | 3.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,912.07 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GENERAL DYNAMICS CORP |
e. LEI | 9C1X8XOOTYY2FNYTVH06 |
f. The CUSIP | 369550BM9 |
g. Maturity date | 2030-04-01 |
h. Coupon | 3.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $74,000.00 |
j. Value of collateral, to the nearest cent | $71,831.13 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GENERAL DYNAMICS CORP |
e. LEI | 9C1X8XOOTYY2FNYTVH06 |
f. The CUSIP | 369550BN7 |
g. Maturity date | 2026-06-01 |
h. Coupon | 1.150000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,595,000.00 |
j. Value of collateral, to the nearest cent | $1,554,388.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GEORGIA-PACIFIC LLC |
e. LEI | L2EVHWFHVAQK72TMH265 |
f. The CUSIP | 373298BU1 |
g. Maturity date | 2031-05-15 |
h. Coupon | 8.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $38,000.00 |
j. Value of collateral, to the nearest cent | $46,008.42 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | GLAXOSK CAP INC |
e. LEI | 5493007Q8VD7Q3ZYZS59 |
f. The CUSIP | 377372AQ0 |
g. Maturity date | 2035-04-15 |
h. Coupon | 4.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $53,000.00 |
j. Value of collateral, to the nearest cent | $52,372.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BP CAPITAL MARKETS AMERICA INC |
e. LEI | 5493009NTB34VXE1T760 |
f. The CUSIP | 10373QBN9 |
g. Maturity date | 2050-11-10 |
h. Coupon | 2.772000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,000.00 |
j. Value of collateral, to the nearest cent | $1,186.42 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BP CAPITAL MARKETS AMERICA INC |
e. LEI | 5493009NTB34VXE1T760 |
f. The CUSIP | 10373QBQ2 |
g. Maturity date | 2061-02-08 |
h. Coupon | 3.379000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $208,000.00 |
j. Value of collateral, to the nearest cent | $131,394.11 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BP CAPITAL MARKETS AMERICA INC |
e. LEI | 5493009NTB34VXE1T760 |
f. The CUSIP | 10373QBR0 |
g. Maturity date | 2041-06-17 |
h. Coupon | 3.060000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,000.00 |
j. Value of collateral, to the nearest cent | $2,924.02 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BP CAPITAL MARKETS AMERICA INC |
e. LEI | 5493009NTB34VXE1T760 |
f. The CUSIP | 10373QCA6 |
g. Maturity date | 2034-11-17 |
h. Coupon | 5.227000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $15,000.00 |
j. Value of collateral, to the nearest cent | $14,952.41 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRISTOL-MYERS SQUIBB CO |
e. LEI | HLYYNH7UQUORYSJQCN42 |
f. The CUSIP | 110122DD7 |
g. Maturity date | 2027-11-15 |
h. Coupon | 3.450000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $65,000.00 |
j. Value of collateral, to the nearest cent | $64,058.64 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRISTOL-MYERS SQUIBB CO |
e. LEI | HLYYNH7UQUORYSJQCN42 |
f. The CUSIP | 110122DR6 |
g. Maturity date | 2040-11-13 |
h. Coupon | 2.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $380,000.00 |
j. Value of collateral, to the nearest cent | $252,996.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRISTOL-MYERS SQUIBB CO |
e. LEI | HLYYNH7UQUORYSJQCN42 |
f. The CUSIP | 110122DV7 |
g. Maturity date | 2042-03-15 |
h. Coupon | 3.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $122,000.00 |
j. Value of collateral, to the nearest cent | $94,755.67 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRISTOL-MYERS SQUIBB CO |
e. LEI | HLYYNH7UQUORYSJQCN42 |
f. The CUSIP | 110122DY1 |
g. Maturity date | 2031-02-01 |
h. Coupon | 5.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $34,000.00 |
j. Value of collateral, to the nearest cent | $36,549.90 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRISTOL-MYERS SQUIBB CO |
e. LEI | HLYYNH7UQUORYSJQCN42 |
f. The CUSIP | 110122EC8 |
g. Maturity date | 2063-11-15 |
h. Coupon | 6.400000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $1,065,000.00 |
j. Value of collateral, to the nearest cent | $1,123,592.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRISTOL-MYERS SQUIBB CO |
e. LEI | HLYYNH7UQUORYSJQCN42 |
f. The CUSIP | 110122ED6 |
g. Maturity date | 2026-02-20 |
h. Coupon | 4.950000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $3,050.58 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRISTOL-MYERS SQUIBB CO |
e. LEI | HLYYNH7UQUORYSJQCN42 |
f. The CUSIP | 110122EE4 |
g. Maturity date | 2027-02-22 |
h. Coupon | 4.900000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,548,000.00 |
j. Value of collateral, to the nearest cent | $4,658,966.15 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | BRISTOL-MYERS SQUIBB CO |
e. LEI | HLYYNH7UQUORYSJQCN42 |
f. The CUSIP | 110122EJ3 |
g. Maturity date | 2044-02-22 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,944.90 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DUKE ENERGY CAROLINAS LLC |
e. LEI | MWIUSDMN17TCR56VW396 |
f. The CUSIP | 26442CAM6 |
g. Maturity date | 2041-12-15 |
h. Coupon | 4.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,553.84 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DUKE ENERGY CAROLINAS LLC |
e. LEI | MWIUSDMN17TCR56VW396 |
f. The CUSIP | 26442CAR5 |
g. Maturity date | 2046-03-15 |
h. Coupon | 3.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,291.47 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | DUKE ENERGY OHIO INC |
e. LEI | L6KC0HABGHNFU1Z6QY21 |
f. The CUSIP | 26442EAJ9 |
g. Maturity date | 2033-04-01 |
h. Coupon | 5.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $72,000.00 |
j. Value of collateral, to the nearest cent | $73,353.18 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | ONCOR ELECTRIC DELIVERY COMPANY LLC |
e. LEI | 549300SP2X2BS1KERD24 |
f. The CUSIP | 68233JBZ6 |
g. Maturity date | 2025-10-01 |
h. Coupon | 0.550000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $640,000.00 |
j. Value of collateral, to the nearest cent | $632,103.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PEPSICO INC |
e. LEI | FJSUNZKFNQ5YPJ5OT455 |
f. The CUSIP | 713448BZ0 |
g. Maturity date | 2042-03-05 |
h. Coupon | 4.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $372,000.00 |
j. Value of collateral, to the nearest cent | $309,081.57 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PEPSICO INC |
e. LEI | FJSUNZKFNQ5YPJ5OT455 |
f. The CUSIP | 713448CY2 |
g. Maturity date | 2025-07-17 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,427,000.00 |
j. Value of collateral, to the nearest cent | $3,467,406.24 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PEPSICO INC |
e. LEI | FJSUNZKFNQ5YPJ5OT455 |
f. The CUSIP | 713448DF2 |
g. Maturity date | 2026-02-24 |
h. Coupon | 2.850000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $94,000.00 |
j. Value of collateral, to the nearest cent | $93,707.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACIFICORP |
e. LEI | SGY07Y7FNYBNLM6Z1M11 |
f. The CUSIP | 695114CG1 |
g. Maturity date | 2037-10-15 |
h. Coupon | 6.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $90,000.00 |
j. Value of collateral, to the nearest cent | $93,513.83 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACIFICORP |
e. LEI | SGY07Y7FNYBNLM6Z1M11 |
f. The CUSIP | 695114CW6 |
g. Maturity date | 2030-09-15 |
h. Coupon | 2.700000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $196,000.00 |
j. Value of collateral, to the nearest cent | $176,514.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACIFICORP |
e. LEI | SGY07Y7FNYBNLM6Z1M11 |
f. The CUSIP | 695114CZ9 |
g. Maturity date | 2053-12-01 |
h. Coupon | 5.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,711.55 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACIFICORP |
e. LEI | SGY07Y7FNYBNLM6Z1M11 |
f. The CUSIP | 695114CZ9 |
g. Maturity date | 2053-12-01 |
h. Coupon | 5.350000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $2,583,000.00 |
j. Value of collateral, to the nearest cent | $2,334,648.14 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | PACIFICORP |
e. LEI | SGY07Y7FNYBNLM6Z1M11 |
f. The CUSIP | 695114DA3 |
g. Maturity date | 2054-05-15 |
h. Coupon | 5.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,000.00 |
j. Value of collateral, to the nearest cent | $2,698.87 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
Name of NRSRO | Fitch, Inc. |
Rating | F1 |
Name of NRSRO | Moody's Investors Service, Inc. |
Rating | P-1 |
Name of NRSRO | Standard and Poor's Ratings Services |
Rating | A-1 |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2025-06-02 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2025-06-02 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2025-06-02 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 4.43%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $262,000,000.00 |
b. Excluding the value of any sponsor support: | $262,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.34%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| Item D.1. Disclose the gross market value of portfolio securities the money market fund sold or disposed of during the reporting period by category of investment. Do not include portfolio securities that the fund held until maturity. A money market fund that is a Government Money Market Fund or a tax exempt fund, as defined in rule 2a-7(a)(23) [17 CFR 270.2a-7(a)(23)], is not required to respond to Part D. | |
| a. U.S. Treasury Debt, to the nearest cent | $0.00 |
| b. U.S. Government Agency Debt (if categorized as coupon-paying notes), to the nearest cent | $0.00 |
| c. U.S. Government Agency Debt (if categorized as no-coupon discount notes), to the nearest cent | $0.00 |
| d. Non-U.S. Sovereign, Sub-Sovereign and Supra-National Debt, to the nearest cent | $0.00 |
| e. Certificate of Deposit, to the nearest cent | $0.00 |
| f. Non-Negotiable Time Deposit, to the nearest cent | $0.00 |
| g. Variable Rate Demand Note, to the nearest cent | $0.00 |
| h. Other Municipal Security, to the nearest cent | $0.00 |
| i. Asset Backed Commercial Paper, to the nearest cent | $0.00 |
| j. Other Asset Backed Securities, to the nearest cent | $0.00 |
| k. U.S. Treasury Repurchase Agreement (if collateralized only by U.S. Treasuries (including Strips) and cash), to the nearest cent | $0.00 |
| l. U.S. Government Agency Repurchase Agreement (collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash), to the nearest cent | $0.00 |
| m. Other Repurchase Agreement (if collateral falls outside Treasury, Government Agency, and cash), to the nearest cent | $0.00 |
| n. Insurance Company Funding Agreement, to the nearest cent | $0.00 |
| o. Investment Company, to the nearest cent | $0.00 |
| p. Financial Company Commercial Paper, to the nearest cent | $0.00 |
| q. Non-Financial Company Commercial Paper, to the nearest cent | $0.00 |
| r. Tender Option Bond, to the nearest cent | $0.00 |
| s. Other Instrument, to the nearest cent | $0.00 |
| If Other Instrument, include a brief description | N/A |
| (Registrant) | Master Investment Portfolio |
| Date | 2025-06-05 |
| (Signature)* | /s/ Chuck Pulsfort |
| Name of Signing Officer | Chuck Pulsfort |
| Title of Signing Officer | Assistant Treasurer |